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Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

Machine Learning · Statistics 2025-05-13 Gabriel Peyré

Within the field of optimal transport (OT), the choice of ground cost is crucial to ensuring that the optimality of a transport map corresponds to usefulness in real-world applications. It is therefore desirable to use known information to…

Machine Learning · Statistics 2024-06-13 Samuel Howard , George Deligiannidis , Patrick Rebeschini , James Thornton

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

Statistics Theory · Mathematics 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

We investigate finding a map $g$ within a function class $G$ that minimises an Optimal Transport (OT) cost between a target measure $\nu$ and the image by $g$ of a source measure $\mu$. This is relevant when an OT map from $\mu$ to $\nu$…

Optimization and Control · Mathematics 2025-08-20 Eloi Tanguy , Agnès Desolneux , Julie Delon

Optimal Mass Transport (OMT) is a well studied problem with a variety of applications in a diverse set of fields ranging from Physics to Computer Vision and in particular Statistics and Data Science. Since the original formulation of Monge…

Machine Learning · Computer Science 2021-10-26 Amanpreet Singh , Martin Bauer , Sarang Joshi

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

Machine Learning · Computer Science 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

Regularizing the optimal transport (OT) problem has proven crucial for OT theory to impact the field of machine learning. For instance, it is known that regularizing OT problems with entropy leads to faster computations and better…

Machine Learning · Statistics 2020-08-04 François-Pierre Paty , Marco Cuturi

We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…

Optimization and Control · Mathematics 2026-04-29 Marcel Nutz , Chenyang Zhong

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

Machine Learning · Computer Science 2021-07-06 Shaojun Ma , Haodong Sun , Xiaojing Ye , Hongyuan Zha , Haomin Zhou

In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…

Optimization and Control · Mathematics 2026-05-22 Bahar Taskesen

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

In the standard formulation of the denoising problem, one is given a probabilistic model relating a latent variable $\Theta \in \Omega \subset \mathbb{R}^m \; (m\ge 1)$ and an observation $Z \in \mathbb{R}^d$ according to: $Z \mid \Theta…

Statistics Theory · Mathematics 2024-10-01 Nicolas Garcia Trillos , Bodhisattva Sen

With the widespread application of optimal transport (OT), its calculation becomes essential, and various algorithms have emerged. However, the existing methods either have low efficiency or cannot represent discontinuous maps. A novel…

Computer Vision and Pattern Recognition · Computer Science 2023-11-14 Zezeng Li , Shenghao Li , Lianbao Jin , Na Lei , Zhongxuan Luo

Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…

Machine Learning · Statistics 2020-06-17 Yasunori Akagi , Yusuke Tanaka , Tomoharu Iwata , Takeshi Kurashima , Hiroyuki Toda

Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately…

Machine Learning · Computer Science 2026-02-11 Jonathan Geuter , Gregor Kornhardt , Ingimar Tomasson , Vaios Laschos

Optimal transport distances (OT) have been widely used in recent work in Machine Learning as ways to compare probability distributions. These are costly to compute when the data lives in high dimension. Recent work by Paty et al., 2019,…

Machine Learning · Computer Science 2021-11-10 Patric M. Fulop , Vincent Danos

Brenier's theorem is a cornerstone of optimal transport that guarantees the existence of an optimal transport map $T$ between two probability distributions $P$ and $Q$ over $\mathbb{R}^d$ under certain regularity conditions. The main goal…

Statistics Theory · Mathematics 2020-07-01 Jan-Christian Hütter , Philippe Rigollet

The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…

Machine Learning · Computer Science 2022-04-06 Johannes Gasteiger , Marten Lienen , Stephan Günnemann

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…

Machine Learning · Statistics 2023-04-17 Tianlin Liu , Joan Puigcerver , Mathieu Blondel