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In compact settings, the convergence rate of the empirical optimal transport cost to its population value is well understood for a wide class of spaces and cost functions. In unbounded settings, however, hitherto available results require…

Statistics Theory · Mathematics 2024-07-24 Thomas Staudt , Shayan Hundrieser

The analysis of GPS trajectories is a well-studied problem in Urban Computing and has been used to track people. Analyzing people mobility and identifying the transportation mode used by them is essential for cities that want to reduce…

Machine Learning · Computer Science 2020-07-20 I. Cardoso-Pereira , J. B. Borges , P. H. Barros , A. F. Loureiro , O. A. Rosso , H. S. Ramos

Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches…

We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…

Optimization and Control · Mathematics 2021-04-27 Jose Blanchet , Karthyek Murthy , Fan Zhang

In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching affinity and determines the optimal…

Methodology · Statistics 2017-01-02 Arnaud Dupuy , Alfred Galichon , Yifei Sun

Using the growing volumes of vehicle trajectory data, it becomes increasingly possible to capture time-varying and uncertain travel costs in a road network, including travel time and fuel consumption. The current paradigm represents a road…

Databases · Computer Science 2015-12-07 Jian Dai , Bin Yang , Chenjuan Guo , Christian S. Jensen

We consider the problem of estimating the optimal transport map between two probability distributions, $P$ and $Q$ in $\mathbb R^d$, on the basis of i.i.d. samples. All existing statistical analyses of this problem require the assumption…

Statistics Theory · Mathematics 2023-05-26 Aram-Alexandre Pooladian , Vincent Divol , Jonathan Niles-Weed

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…

Probability · Mathematics 2021-05-25 Peter Baxendale , Ting-Kam Leonard Wong

Speculative sampling reduces the latency of autoregressive decoding for target model LLMs without sacrificing inference quality, by using a cheap draft model to suggest a candidate token and a verification criterion to accept or resample…

Machine Learning · Computer Science 2025-11-21 Rahul Krishna Thomas , Arka Pal

The goal of optimal transport (OT) is to find optimal assignments or matchings between data sets which minimize the total cost for a given cost function. However, sometimes the cost function is unknown but we have access to (parts of) the…

Optimization and Control · Mathematics 2026-05-28 Alberto González-Sanz , Michel Groppe , Axel Munk

In the realm of computer vision and graphics, accurately establishing correspondences between geometric 3D shapes is pivotal for applications like object tracking, registration, texture transfer, and statistical shape analysis. Moving…

Computer Vision and Pattern Recognition · Computer Science 2024-03-05 Tung Le , Khai Nguyen , Shanlin Sun , Nhat Ho , Xiaohui Xie

Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…

Machine Learning · Computer Science 2024-11-05 Edwige Cyffers , Muni Sreenivas Pydi , Jamal Atif , Olivier Cappé

Let $A \subset \mathbb{R}^d$, $d\ge 2$, be a compact convex set and let $\mu = \varrho_0 dx$ be a probability measure on $A$ equivalent to the restriction of Lebesgue measure. Let $\nu = \varrho_1 dx$ be a probability measure on $B_r :=…

Differential Geometry · Mathematics 2008-05-12 Vladimir I. Bogachev , Alexander V. Kolesnikov

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…

Probability · Mathematics 2022-12-27 Shayan Hundrieser , Marcel Klatt , Axel Munk

We give a statistical interpretation of entropic optimal transport by showing that performing maximum-likelihood estimation for Gaussian deconvolution corresponds to calculating a projection with respect to the entropic optimal transport…

Statistics Theory · Mathematics 2018-09-19 Philippe Rigollet , Jonathan Weed

Diffusion models have recently outperformed alternative approaches to model the distribution of natural images, such as GANs. Such diffusion models allow for deterministic sampling via the probability flow ODE, giving rise to a latent space…

Machine Learning · Statistics 2022-12-06 Valentin Khrulkov , Gleb Ryzhakov , Andrei Chertkov , Ivan Oseledets

The framework of optimal transport has been leveraged to extend the notion of rank to the multivariate setting while preserving desirable properties of the resulting goodness-of-fit (GoF) statistics. In particular, the rank energy (RE) and…

Machine Learning · Statistics 2022-11-29 Shoaib Bin Masud , Matthew Werenski , James M. Murphy , Shuchin Aeron

Optimal transportation of raw material from suppliers to customers is an issue arising in logistics that is addressed here with a continuous model relying on optimal transport theory. A physics informed neuralnetwork method is advocated…

Numerical Analysis · Mathematics 2025-08-19 Alexandre Caboussat , Anna Peruso

We present a systematic analysis of estimation errors for a class of optimal transport based algorithms for filtering and data assimilation. Along the way, we extend previous error analyses of Brenier maps to the case of conditional Brenier…

Statistics Theory · Mathematics 2025-10-23 Mohammad Al-Jarrah , Bamdad Hosseini , Niyizhen Jin , Michele Martino , Amirhossein Taghvaei

Data classification without access to labeled samples remains a challenging problem. It usually depends on an appropriately chosen distance between features, a topic addressed in metric learning. Recently, Huizing, Cantini and Peyr\'e…

Optimization and Control · Mathematics 2025-07-18 Janis Auffenberg , Jonas Bresch , Oleh Melnyk , Gabriele Steidl