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Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

We introduce an efficient framework for computing the distance between collider events using the tools of Linearized Optimal Transport (LOT). This preserves many of the advantages of the recently-introduced Energy Mover's Distance, which…

High Energy Physics - Phenomenology · Physics 2021-01-04 Tianji Cai , Junyi Cheng , Katy Craig , Nathaniel Craig

Optimal Transport (OT) is a mathematical framework that first emerged in the eighteenth century and has led to a plethora of methods for answering many theoretical and applied questions. The last decade has been a witness to the remarkable…

Machine Learning · Computer Science 2024-03-25 Abdelwahed Khamis , Russell Tsuchida , Mohamed Tarek , Vivien Rolland , Lars Petersson

Most common Optimal Transport (OT) solvers are currently based on an approximation of underlying measures by discrete measures. However, it is sometimes relevant to work only with moments of measures instead of the measure itself, and many…

Numerical Analysis · Mathematics 2022-12-05 Olga Mula , Anthony Nouy

We introduce a new stochastic algorithm for solving entropic optimal transport (EOT) between two absolutely continuous probability measures $\mu$ and $\nu$. Our work is motivated by the specific setting of Monge-Kantorovich quantiles where…

Probability · Mathematics 2025-07-29 Bernard Bercu , Jérémie Bigot , Gauthier Thurin

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…

Machine Learning · Computer Science 2021-01-07 Silvia Chiappa , Aldo Pacchiano

While the optimal transport (OT) problem was originally formulated as a linear program, the addition of entropic regularization has proven beneficial both computationally and statistically, for many applications. The Sinkhorn fixed-point…

Machine Learning · Statistics 2023-04-06 James Thornton , Marco Cuturi

The Sinkhorn--Knopp (SK) algorithm is a cornerstone method for matrix scaling and entropically regularized optimal transport (EOT). Despite its empirical efficiency, existing theoretical guarantees to achieve a target marginal accuracy…

Data Structures and Algorithms · Computer Science 2026-04-07 Kun He

Recently, the statistical properties of empirical Entropic Optimal Transport (EOT) have attracted great interest, as this quantity has been shown to be useful for complex data analysis, among other reasons due to its computational…

Statistics Theory · Mathematics 2026-04-15 Santiago Arenas-Velilla , Axel Munk , Luis-Alberto Rodríguez

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

Machine Learning · Statistics 2018-03-06 Brahim Khalil Abid , Robert M. Gower

Replacing the quadratic proximal penalty familiar from Hilbert spaces by an unbalanced optimal transport distance, we develop forward-backward type optimisation methods in spaces of Radon measures. We avoid the actual computation of the…

Optimization and Control · Mathematics 2025-02-19 Tuomo Valkonen

This paper proposes an efficient HOT algorithm for solving the optimal transport (OT) problems with finite supports. We particularly focus on an efficient implementation of the HOT algorithm for the case where the supports are in…

Optimization and Control · Mathematics 2025-04-17 Guojun Zhang , Zhexuan Gu , Yancheng Yuan , Defeng Sun

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

This paper addresses the Optimal Transport problem, which is regularized by the square of Euclidean $\ell_2$-norm. It offers theoretical guarantees regarding the iteration complexities of the Sinkhorn--Knopp algorithm, Accelerated Gradient…

Optimization and Control · Mathematics 2023-08-29 Dmitry A. Pasechnyuk , Michael Persiianov , Pavel Dvurechensky , Alexander Gasnikov

Entropic regularization provides a generalization of the original optimal transport problem. It introduces a penalty term defined by the Kullback-Leibler divergence, making the problem more tractable via the celebrated Sinkhorn algorithm.…

Optimization and Control · Mathematics 2023-01-04 Dávid Terjék , Diego González-Sánchez

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

Machine Learning · Computer Science 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh

Despite the recent advances in the field of computational Schr\"odinger Bridges (SB), most existing SB solvers are still heavy-weighted and require complex optimization of several neural networks. It turns out that there is no principal…

Machine Learning · Computer Science 2024-03-20 Alexander Korotin , Nikita Gushchin , Evgeny Burnaev

Mini-batch optimal transport (m-OT) has been successfully used in practical applications that involve probability measures with a very high number of supports. The m-OT solves several smaller optimal transport problems and then returns the…

Machine Learning · Statistics 2022-06-08 Khai Nguyen , Dang Nguyen , Quoc Nguyen , Tung Pham , Hung Bui , Dinh Phung , Trung Le , Nhat Ho

This paper concerns the application of techniques from optimal transport (OT) to mean field control, in which the probability measures of interest in OT correspond to empirical distributions associated with a large collection of controlled…

Optimization and Control · Mathematics 2025-06-23 Thomas Le Corre , Ana Busic , Sean Meyn