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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

Causal estimands can vary significantly depending on the relationship between outcomes in treatment and control groups, potentially leading to wide partial identification (PI) intervals that impede decision making. Incorporating covariates…

Methodology · Statistics 2025-06-02 Sirui Lin , Zijun Gao , Jose Blanchet , Peter Glynn

The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability…

Artificial Intelligence · Computer Science 2022-12-29 Sarah Boufelja Y. , Anthony Quinn , Martin Corless , Robert Shorten

Over the past few years, numerous computational models have been developed to solve Optimal Transport (OT) in a stochastic setting, where distributions are represented by samples and where the goal is to find the closest map to the ground…

Statistics Theory · Mathematics 2023-02-01 Adrien Vacher , François-Xavier Vialard

We introduce a general framework for testing statistical hypotheses for probability measures supported on finite spaces, which is based on optimal transport (OT). These tests are inspired by the analysis of variance (ANOVA) and its…

Statistics Theory · Mathematics 2025-09-18 Michel Groppe , Linus Niemöller , Shayan Hundrieser , David Ventzke , Anna Blob , Sarah Köster , Axel Munk

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

We propose novel fast algorithms for optimal transport (OT) utilizing a cyclic symmetry structure of input data. Such OT with cyclic symmetry appears universally in various real-world examples: image processing, urban planning, and graph…

Machine Learning · Computer Science 2023-11-23 Shoichiro Takeda , Yasunori Akagi , Naoki Marumo , Kenta Niwa

We study unsupervised generative modeling in terms of the optimal transport (OT) problem between true (but unknown) data distribution $P_X$ and the latent variable model distribution $P_G$. We show that the OT problem can be equivalently…

Under the prevalent potential outcome model in causal inference, each unit is associated with multiple potential outcomes but at most one of which is observed, leading to many causal quantities being only partially identified. The inherent…

Methodology · Statistics 2024-09-16 Zijun Gao , Shu Ge , Jian Qian

The relevance of optimal transport methods to machine learning has long been hindered by two salient limitations. First, the $O(n^3)$ computational cost of standard sample-based solvers (when used on batches of $n$ samples) is prohibitive.…

Machine Learning · Computer Science 2023-06-01 Meyer Scetbon , Michal Klein , Giovanni Palla , Marco Cuturi

Regularized discrete optimal transport (OT) is a powerful tool to measure the distance between two discrete distributions that have been constructed from data samples on two different domains. While it has a wide range of applications in…

Machine Learning · Computer Science 2023-03-15 Yasutoshi Ida , Sekitoshi Kanai , Kazuki Adachi , Atsutoshi Kumagai , Yasuhiro Fujiwara

We consider statistical learning problems in which data are observed as a set of probability measures. Optimal transport (OT) is a popular tool to compare and manipulate such objects, but its computational cost becomes prohibitive when the…

Machine Learning · Statistics 2026-03-24 Erell Gachon , Elsa Cazelles , Jérémie Bigot

Optimal Transport (OT) distances such as Wasserstein have been used in several areas such as GANs and domain adaptation. OT, however, is very sensitive to outliers (samples with large noise) in the data since in its objective function,…

Machine Learning · Computer Science 2020-10-13 Yogesh Balaji , Rama Chellappa , Soheil Feizi

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

Many causal parameters depend on a moment of the joint distribution of potential outcomes. Such parameters are especially relevant in policy evaluation settings, where noncompliance is common and accommodated through the model of Imbens &…

Econometrics · Economics 2023-11-17 Daniel Ober-Reynolds

Optimal transport (OT) is attracting increasing attention in machine learning. It aims to transport a source distribution to a target one at minimal cost. In its vanilla form, the source and target distributions are predetermined, which…

Machine Learning · Computer Science 2024-01-23 Liangliang Shi , Zhaoqi Shen , Junchi Yan

Minibatch optimal transport coupling straightens paths in unconditional flow matching. This leads to computationally less demanding inference as fewer integration steps and less complex numerical solvers can be employed when numerically…

Machine Learning · Computer Science 2025-08-06 Ho Kei Cheng , Alexander Schwing

Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…

Machine Learning · Computer Science 2022-03-24 Gaspard Beugnot , Aude Genevay , Kristjan Greenewald , Justin Solomon

This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…

Statistics Theory · Mathematics 2024-12-12 Yizhe Ding , Runze Li , Lingzhou Xue

The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…

Probability · Mathematics 2016-08-14 Mathias Beiglböck , Nicolas Juillet
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