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Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…

Data Structures and Algorithms · Computer Science 2019-06-04 Arun Jambulapati , Aaron Sidford , Kevin Tian

We consider the optimization problem of minimizing an objective functional, which admits a variational form and is defined over probability distributions on the constrained domain, which poses challenges to both theoretical analysis and…

Optimization and Control · Mathematics 2023-07-11 Dai Hai Nguyen , Tetsuya Sakurai

We develop a discretisation of the semigeostrophic rotating shallow water equations, based upon their optimal transport formulation. This takes the form of a Moreau-Yoshida regularisation of the Wasserstein metric. Solutions of the optimal…

Numerical Analysis · Mathematics 2025-07-23 Jean-David Benamou , Colin J. Cotter , Jacob J. M. Francis , Hugo Malamut

The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions…

Statistics Theory · Mathematics 2021-03-11 Qijun Tong , Kei Kobayashi

This study examines the time complexities of the unbalanced optimal transport problems from an algorithmic perspective for the first time. We reveal which problems in unbalanced optimal transport can/cannot be solved efficiently.…

Machine Learning · Computer Science 2021-01-11 Ryoma Sato , Makoto Yamada , Hisashi Kashima

The inverse radiative transfer problem finds broad applications in medical imaging, atmospheric science, astronomy, and many other areas. This problem intends to recover the optical properties, denoted as absorption and scattering…

Numerical Analysis · Mathematics 2017-08-08 Qin Li , Ruiwen Shu , Li Wang

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

We consider the problem of optimal approximation of a target measure by an atomic measure with $N$ atoms, in branched optimal transport distance. This is a new branched transport version of optimal quantization problems. New difficulties…

Optimization and Control · Mathematics 2025-04-01 Paul Pegon , Mircea Petrache

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

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…

Optimization and Control · Mathematics 2017-05-23 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

We introduce a novel optimal transport framework for probabilistic circuits (PCs). While it has been shown recently that divergences between distributions represented as certain classes of PCs can be computed tractably, to the best of our…

Artificial Intelligence · Computer Science 2025-10-16 Adrian Ciotinga , YooJung Choi

Wasserstein distances are widely used in modern data analysis but pose significant computational and statistical challenges in high dimensions. The sliced Wasserstein distance alleviates these challenges by leveraging one-dimensional…

Statistics Theory · Mathematics 2026-05-21 David Rodríguez-Vítores , Eustasio del Barrio , Jean-Michel Loubes

The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. A key challenge behind this problem is to identify a suitable representation…

Machine Learning · Statistics 2022-06-20 Dimitri Meunier , Massimiliano Pontil , Carlo Ciliberto

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

The sliced Wasserstein (SW) distance has been widely recognized as a statistically effective and computationally efficient metric between two probability measures. A key component of the SW distance is the slicing distribution. There are…

Machine Learning · Statistics 2024-01-02 Khai Nguyen , Nhat Ho

Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…

Optimization and Control · Mathematics 2023-03-24 Waïss Azizian , Franck Iutzeler , Jérôme Malick

In variational inference (VI), the practitioner approximates a high-dimensional distribution $\pi$ with a simple surrogate one, often a (product) Gaussian distribution. However, in many cases of practical interest, Gaussian distributions…

Machine Learning · Computer Science 2026-04-01 Luca Ghafourpour , Sinho Chewi , Alessio Figalli , Aram-Alexandre Pooladian

We study the semi-discrete formulation of one-dimensional partial optimal transport with quadratic cost, where a probability density is partially transported to a finite sum of Dirac masses of smaller total mass. This problem arises…

Optimization and Control · Mathematics 2025-09-11 Adrien Cances , Hugo Leclerc

Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…

Optimization and Control · Mathematics 2018-03-26 Montacer Essid , Justin Solomon

Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…

Machine Learning · Statistics 2022-10-18 Sloan Nietert , Ritwik Sadhu , Ziv Goldfeld , Kengo Kato