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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

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

Optimal transport (OT) theory provides powerful tools to compare probability measures. However, OT is limited to nonnegative measures having the same mass, and suffers serious drawbacks about its computation and statistics. This leads to…

Machine Learning · Statistics 2021-01-26 Tam Le , Truyen Nguyen

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…

Machine Learning · Statistics 2017-10-23 Aude Genevay , Gabriel Peyré , Marco Cuturi

In past work on fairness in machine learning, the focus has been on forcing the prediction of classifiers to have similar statistical properties for people of different demographics. To reduce the violation of these properties, fairness…

Machine Learning · Computer Science 2022-12-02 Maarten Buyl , Tijl De Bie

We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…

Optimization and Control · Mathematics 2025-08-11 Ricardo Baptista , Panagiota Birmpa , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang

Unbalanced optimal transport (UOT) has recently gained much attention due to its flexible framework for handling un-normalized measures and its robustness properties. In this work, we explore learning (structured) sparse transport plans in…

Machine Learning · Computer Science 2025-02-03 Piyushi Manupriya , Pratik Jawanpuria , Karthik S. Gurumoorthy , SakethaNath Jagarlapudi , Bamdev Mishra

Unbalanced Optimal Transport (UOT) has emerged as a robust relaxation of standard Optimal Transport, particularly effective for handling outliers and mass variations. However, scalable algorithms for UOT, specifically those based on…

Optimization and Control · Mathematics 2026-02-12 Ferdinand Genans

Data classification without access to labeled samples remains a challenging problem. It usually depends on an appropriately chosen distance between features, a topic addressed in metric learning. Recently, Huizing, Cantini and Peyr\'e…

Optimization and Control · Mathematics 2025-07-18 Janis Auffenberg , Jonas Bresch , Oleh Melnyk , Gabriele Steidl

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Probability · Mathematics 2019-05-15 Aurélien Alfonsi , Rafaël Coyaud , Virginie Ehrlacher , Damiano Lombardi

The nonlinear filtering problem is concerned with finding the conditional probability distribution (posterior) of the state of a stochastic dynamical system, given a history of partial and noisy observations. This paper presents a…

Optimization and Control · Mathematics 2024-03-26 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

Distributional data have become increasingly prominent in modern signal processing, highlighting the necessity of computing optimal transport (OT) maps across multiple probability distributions. Nevertheless, recent studies on neural OT…

Machine Learning · Computer Science 2025-04-25 Mingchen Jiang , Peng Xu , Xichen Ye , Xiaohui Chen , Yun Yang , Yifan Chen

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld

Optimal Transport (OT) is a fundamental tool for comparing probability distributions, but its exact computation remains prohibitive for large datasets. In this work, we introduce novel families of upper and lower bounds for the OT problem…

Machine Learning · Computer Science 2022-10-26 David Alvarez-Melis , Nicolò Fusi , Lester Mackey , Tal Wagner

Unbalanced optimal transport (UOT) extends classical optimal transport to measures with different total masses, but statistical guarantees for Monge-type estimation remain limited. We study unbalanced transport with quadratic cost and…

Statistics Theory · Mathematics 2026-05-12 Donlapark Ponnoprat , Noboru Isobe , Masaaki Imaizumi

When predicting observations across space and time, the spatial layout of errors impacts a model's real-world utility. For instance, in bike sharing demand prediction, error patterns translate to relocation costs. However, commonly used…

Machine Learning · Computer Science 2025-04-15 Nina Wiedemann , Théo Uscidda , Martin Raubal

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

This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two…

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

Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

Machine Learning · Statistics 2020-11-10 Titouan Vayer