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Related papers: Gromov-Wasserstein Distances: Entropic Regularizat…

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Optimal transport (OT) distances between probability distributions are parameterized by the ground metric they use between observations. Their relevance for real-life applications strongly hinges on whether that ground metric parameter is…

Machine Learning · Statistics 2020-11-06 Matthieu Heitz , Nicolas Bonneel , David Coeurjolly , Marco Cuturi , Gabriel Peyré

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

Statistics Theory · Mathematics 2024-12-10 Bernard Bercu , Jérémie Bigot

The Optimal Transport (OT) problem with squared Euclidean cost consists in finding a coupling between two input measures that maximizes correlation. Consequently, the optimal coupling is often singular with respect to the Lebesgue measure.…

Statistics Theory · Mathematics 2026-04-10 Paul Freulon , Nikitas Georgakis , Victor Panaretos

We tackle the data-driven chance-constrained density steering problem using the Gromov-Wasserstein metric. The underlying dynamical system is an unknown linear controlled recursion, with the assumption that sufficiently rich input-output…

Optimization and Control · Mathematics 2025-08-11 Haruto Nakashima , Siddhartha Ganguly , Kenji Kashima

Analyzing relationships between objects is a pivotal problem within data science. In this context, Dimensionality reduction (DR) techniques are employed to generate smaller and more manageable data representations. This paper proposes a new…

Machine Learning · Statistics 2025-07-08 Rafael P. Eufrazio , Eduardo Fernandes Montesuma , Charles C. Cavalcante

The mathematical forces at work behind Generative Adversarial Networks raise challenging theoretical issues. Motivated by the important question of characterizing the geometrical properties of the generated distributions, we provide a…

Machine Learning · Statistics 2023-10-06 Arthur Stéphanovitch , Ugo Tanielian , Benoît Cadre , Nicolas Klutchnikoff , Gérard Biau

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

We investigate optimal transport (OT) for measures on graph metric spaces with different total masses. To mitigate the limitations of traditional $L^p$ geometry, Orlicz-Wasserstein (OW) and generalized Sobolev transport (GST) employ Orlicz…

Machine Learning · Statistics 2025-10-27 Tam Le , Truyen Nguyen , Hideitsu Hino , Kenji Fukumizu

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

Optimization and Control · Mathematics 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

We statistically analyze empirical plug-in estimators for unbalanced optimal transport (UOT) formalisms, focusing on the Kantorovich-Rubinstein distance, between general intensity measures based on observations from spatio-temporal point…

Statistics Theory · Mathematics 2025-09-05 Marina Struleva , Shayan Hundrieser , Dominic Schuhmacher , Axel Munk

Generative Adversarial Networks are a popular method for learning distributions from data by modeling the target distribution as a function of a known distribution. The function, often referred to as the generator, is optimized to minimize…

Machine Learning · Computer Science 2021-11-03 Daria Reshetova , Yikun Bai , Xiugang Wu , Ayfer Ozgur

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

Machine Learning · Statistics 2026-02-05 Ferdinand Genans , Olivier Wintenberger

We introduce a theoretical framework for performing statistical tasks---including, but not limited to, averaging and principal component analysis---on the space of (possibly asymmetric) matrices with arbitrary entries and sizes. This is…

Metric Geometry · Mathematics 2020-04-24 Samir Chowdhury , Tom Needham

Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

Optimization and Control · Mathematics 2024-03-11 Xun Tang , Holakou Rahmanian , Michael Shavlovsky , Kiran Koshy Thekumparampil , Tesi Xiao , Lexing Ying

\emph{Optimal Transport} (OT) has emerged as an important computational tool in machine learning and computer vision, providing a geometrical framework for studying probability measures. OT unfortunately suffers from the curse of…

Machine Learning · Computer Science 2021-02-08 Anton Mallasto

We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous…

Machine Learning · Statistics 2025-05-26 Linus Bleistein , Aurélien Bellet , Julie Josse

Gromov-Wasserstein (GW) transport is inherently invariant under isometric transformations of the data. Having this property in mind, we propose to estimate dynamical systems by transfer operators derived from GW transport plans, when merely…

Dynamical Systems · Mathematics 2023-03-15 Florian Beier

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…

We study optimal transport (OT) problem for probability measures supported on a tree metric space. It is known that such OT problem (i.e., tree-Wasserstein (TW)) admits a closed-form expression, but depends fundamentally on the underlying…

Machine Learning · Statistics 2024-03-04 Tam Le , Truyen Nguyen , Kenji Fukumizu

Comparing two probability measures supported on heterogeneous spaces is an increasingly important problem in machine learning. Such problems arise when comparing for instance two populations of biological cells, each described with its own…

Machine Learning · Statistics 2021-02-11 Ryoma Sato , Marco Cuturi , Makoto Yamada , Hisashi Kashima
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