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An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…

Numerical Analysis · Mathematics 2015-09-15 Adam M. Oberman , Yuanlong Ruan

We present new geometric intuition on dynamical versions of regularized optimal transport. We introduce two families of variational problems on Riemannian manifolds which contain analogues of the Schr\"odinger bridge problem and the Yasue…

Optimization and Control · Mathematics 2017-04-24 Flavien Léger

We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich…

Optimization and Control · Mathematics 2026-01-14 Jérémie Bigot , Luis Fredes

This paper presents a multiscale approach to efficiently compute approximate optimal transport plans between point sets. It is particularly well-suited for point sets that are in high-dimensions, but are close to being intrinsically…

Machine Learning · Computer Science 2021-04-13 Samuel Gerber , Mauro Maggioni

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

The dynamical formulation of optimal transport, also known as Benamou-Brenier formulation or Computational Fluid Dynamics formulation, amounts to write the optimal transport problem as the optimization of a convex functional under a PDE…

Numerical Analysis · Mathematics 2020-05-25 Hugo Lavenant

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…

Probability · Mathematics 2019-03-06 Chuang Xu , Arno Berger

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

We discuss a new notion of distance on the space of finite and nonnegative measures which can be seen as a generalization of the well-known Kantorovich-Wasserstein distance. The new distance is based on a dynamical formulation given by an…

Metric Geometry · Mathematics 2018-01-17 Matthias Liero , Alexander Mielke , Giuseppe Savaré

Given a smooth Riemannian manifold $(M,g)$, compact and without boundary, we analyze the dynamical optimal mass transport problem where the cost is given by the sum of the kinetic energy and the relative entropy with respect to a reference…

Analysis of PDEs · Mathematics 2024-01-05 Gabriele Bocchi , Alessio Porretta

We introduce a new optimal transport distance between nonnegative finite Radon measures with possibly different masses. The construction is based on non-conservative continuity equations and a corresponding modified Benamou-Brenier formula.…

Analysis of PDEs · Mathematics 2016-03-22 Stanislav Kondratyev , Léonard Monsaingeon , Dmitry Vorotnikov

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv

Optimal transport (OT) theory has attracted much attention in machine learning and signal processing applications. OT defines a notion of distance between probability distributions of source and target data points. A crucial factor that…

Machine Learning · Computer Science 2024-09-17 Pratik Jawanpuria , Dai Shi , Bamdev Mishra , Junbin Gao

The optimal transport problem for measures supported on non-Euclidean spaces has recently gained ample interest in diverse applications involving representation learning. In this paper, we focus on circular probability measures, i.e.,…

Machine Learning · Computer Science 2023-10-11 Rocio Diaz Martin , Ivan Medri , Yikun Bai , Xinran Liu , Kangbai Yan , Gustavo K. Rohde , Soheil Kolouri

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

This paper proposes various nonparametric tools based on measure transportation for directional data. We use optimal transports to define new notions of distribution and quantile functions on the hypersphere, with meaningful quantile…

Statistics Theory · Mathematics 2024-02-29 Marc Hallin , Hang Liu , Thomas Verdebout

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

This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space,…

Machine Learning · Statistics 2022-05-05 Quentin Mérigot , Alex Delalande , Frédéric Chazal

In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…

Machine Learning · Statistics 2019-11-05 John Lee , Max Dabagia , Eva L. Dyer , Christopher J. Rozell
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