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Semi-discrete optimal transport (SOT), which maps a continuous probability measure to a discrete one, is a fundamental problem with wide-ranging applications. Entropic regularization is often employed to solve the SOT problem, leading to a…

Numerical Analysis · Mathematics 2025-08-01 Moaad Khamlich , Francesco Romor , Gianluigi Rozza

In this work, we solve a discrete optimal transport problem in a nonuniform environment. To solve the optimal transport problem, we build the cost matrix and then use classical solvers for discrete optimal transport. The challenge is to…

Optimization and Control · Mathematics 2026-03-17 Luca Dieci , Daniyar Omarov

Many biological systems are observed through heterogeneous modalities, requiring transport models that couple dynamics across spaces while allowing mass variation. To address this challenge, we introduce Unbalanced Synchronized Optimal…

Optimization and Control · Mathematics 2026-02-24 Zixuan Cang , Jingfeng Wang , Xiaoqi Wei , Yanxiang Zhao

The design of new strategies that exploit methods from Machine Learning to facilitate the resolution of challenging and large-scale mathematical optimization problems has recently become an avenue of prolific and promising research. In this…

Optimization and Control · Mathematics 2024-04-08 Salvador Pineda , Juan Miguel Morales , Asunción Jiménez-Cordero

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

Optimization and Control · Mathematics 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

Recovering the dynamics from a few snapshots of a high-dimensional system is a challenging task in statistical physics and machine learning, with important applications in computational biology. Many algorithms have been developed to tackle…

Machine Learning · Computer Science 2025-10-28 Yuhao Sun , Zhenyi Zhang , Zihan Wang , Tiejun Li , Peijie Zhou

The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…

Mathematical Finance · Quantitative Finance 2021-09-30 Alessandro Doldi , Marco Frittelli

Unbalanced optimal transport (UOT) provides a principled framework for modeling single-cell transitions and birth-death dynamics, but its high computational cost limits scalability to large-scale datasets. Although single-cell data often…

Machine Learning · Computer Science 2026-05-19 Qiangwei Peng , Lezhi Chen , Peijie Zhou

Optimal transport aligns samples across distributions by minimizing the transportation cost between them, e.g., the geometric distances. Yet, it ignores coherence structure in the data such as clusters, does not handle outliers well, and…

Machine Learning · Computer Science 2023-05-31 Ching-Yao Chuang , Stefanie Jegelka , David Alvarez-Melis

In this short expository note, we describe a unified algorithmic perspective on several classical problems which have traditionally been studied in different communities. This perspective views the main characters -- the problems of Optimal…

Optimization and Control · Mathematics 2022-11-01 Jason M. Altschuler

Graph matching is one of the most significant graph analytic tasks, which aims to find the node correspondence across different graphs. Most existing graph matching approaches mainly rely on topological information, whose performances are…

Artificial Intelligence · Computer Science 2024-10-15 Haoran Cheng , Dixin Luo , Hongteng Xu

Embedding high-dimensional data into a low-dimensional space is an indispensable component of data analysis. In numerous applications, it is necessary to align and jointly embed multiple datasets from different studies or experimental…

Machine Learning · Statistics 2024-07-03 Boris Landa , Yuval Kluger , Rong Ma

Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…

Machine Learning · Computer Science 2025-04-04 Mete Kemertas , Amir-massoud Farahmand , Allan D. Jepson

Branched Optimal Transport (BOT) is a generalization of optimal transport in which transportation costs along an edge are subadditive. This subadditivity models an increase in transport efficiency when shipping mass along the same route,…

Machine Learning · Computer Science 2022-10-17 Peter Lippmann , Enrique Fita Sanmartín , Fred A. Hamprecht

The optimal transport (OT) problem aims to find the most efficient mapping between two probability distributions under a given cost function, and has diverse applications in many fields such as machine learning, computer vision and computer…

Computer Vision and Pattern Recognition · Computer Science 2025-11-04 Yan Bin Ng , Xianfeng Gu

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

As an essential operation of legal retrieval, legal case matching plays a central role in intelligent legal systems. This task has a high demand on the explainability of matching results because of its critical impacts on downstream…

Information Retrieval · Computer Science 2022-07-12 Weijie Yu , Zhongxiang Sun , Jun Xu , Zhenhua Dong , Xu Chen , Hongteng Xu , Ji-Rong Wen

Optimal transport (OT) is a popular and powerful tool for comparing probability measures. However, OT suffers a few drawbacks: (i) input measures required to have the same mass, (ii) a high computational complexity, and (iii) indefiniteness…

Machine Learning · Computer Science 2023-02-27 Tam Le , Truyen Nguyen , Kenji Fukumizu

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

Optimization and Control · Mathematics 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

The Optimal transport (OT) problem is rapidly finding its way into machine learning. Favoring its use are its metric properties. Many problems admit solutions with guarantees only for objects embedded in metric spaces, and the use of…

Machine Learning · Computer Science 2022-12-26 Liang Mi , Azadeh Sheikholeslami , José Bento
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