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Related papers: Recent Advances in Optimal Transport for Machine L…

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Learning conditional distributions is challenging because the desired outcome is not a single distribution but multiple distributions that correspond to multiple instances of the covariates. We introduce a novel neural entropic optimal…

Machine Learning · Computer Science 2024-06-05 Bao Nguyen , Binh Nguyen , Hieu Trung Nguyen , Viet Anh Nguyen

Optimal transport (OT) has gained popularity due to its various applications in fields such as machine learning, statistics, and signal processing. However, the balanced mass requirement limits its performance in practical problems. To…

Machine Learning · Computer Science 2024-04-24 Yikun Bai , Ivan Medri , Rocio Diaz Martin , Rana Muhammad Shahroz Khan , Soheil Kolouri

Learning from point sets is an essential component in many computer vision and machine learning applications. Native, unordered, and permutation invariant set structure space is challenging to model, particularly for point set…

Computer Vision and Pattern Recognition · Computer Science 2024-03-18 Mohammad Shifat E Rabbi , Naqib Sad Pathan , Shiying Li , Yan Zhuang , Abu Hasnat Mohammad Rubaiyat , Gustavo K Rohde

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

Statistics Theory · Mathematics 2023-01-05 Shayan Hundrieser , Gilles Mordant , Christoph Alexander Weitkamp , Axel Munk

We propose a scalable, distributed algorithm for the optimal transport of large-scale multi-agent systems. We formulate the problem as one of steering the collective towards a target probability measure while minimizing the total cost of…

Optimization and Control · Mathematics 2024-09-10 Vishaal Krishnan , Sonia Martínez

Inference-time scaling methods rely on Process Reward Models (PRMs), which are often poorly calibrated and overestimate success probabilities. We propose, to our knowledge, the first use of conditional optimal transport for calibrating…

Machine Learning · Computer Science 2026-05-13 Rachel Ma , Dylan Hadfield-Menell , Kristjan Greenewald

Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…

Machine Learning · Statistics 2021-12-03 Quang Huy Tran , Hicham Janati , Ievgen Redko , Rémi Flamary , Nicolas Courty

Neural language models are often trained with maximum likelihood estimation (MLE), where the next word is generated conditioned on the ground-truth word tokens. During testing, however, the model is instead conditioned on previously…

Computation and Language · Computer Science 2020-10-14 Guoyin Wang , Chunyuan Li , Jianqiao Li , Hao Fu , Yuh-Chen Lin , Liqun Chen , Yizhe Zhang , Chenyang Tao , Ruiyi Zhang , Wenlin Wang , Dinghan Shen , Qian Yang , Lawrence Carin

Estimating the parameters of a probabilistic directed graphical model from incomplete data is a long-standing challenge. This is because, in the presence of latent variables, both the likelihood function and posterior distribution are…

Machine Learning · Computer Science 2024-06-04 Vy Vo , Trung Le , Tung-Long Vuong , He Zhao , Edwin Bonilla , Dinh Phung

Optimal transport and its related problems, including optimal partial transport, have proven to be valuable tools in machine learning for computing meaningful distances between probability or positive measures. This success has led to a…

Machine Learning · Computer Science 2023-07-26 Xinran Liu , Yikun Bai , Huy Tran , Zhanqi Zhu , Matthew Thorpe , Soheil Kolouri

This paper introduces the first statistically consistent estimator of the optimal transport map between two probability distributions, based on neural networks. Building on theoretical and practical advances in the field of Lipschitz neural…

Machine Learning · Statistics 2022-02-17 Alberto González-Sanz , Lucas de Lara , Louis Béthune , Jean-Michel Loubes

Traffic congestion has lead to an increasing emphasis on management measures for a more efficient utilization of existing infrastructure. In this context, this paper proposes a novel framework that integrates real-time optimization of…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Samarth Gupta , Ravi Seshadri , Bilge Atasoy , A. Arun Prakash , Francisco Pereira , Gary Tan , Moshe Ben-Akiva

This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…

Computational Finance · Quantitative Finance 2026-04-21 Sri Sairam Gautam B

To study discrimination in automated decision-making systems, scholars have proposed several definitions of fairness, each expressing a different fair ideal. These definitions require practitioners to make complex decisions regarding which…

Computers and Society · Computer Science 2021-02-23 Kweku Kwegyir-Aggrey , Rebecca Santorella , Sarah M. Brown

We give a statistical interpretation of entropic optimal transport by showing that performing maximum-likelihood estimation for Gaussian deconvolution corresponds to calculating a projection with respect to the entropic optimal transport…

Statistics Theory · Mathematics 2018-09-19 Philippe Rigollet , Jonathan Weed

In machine learning and computer vision, optimal transport has had significant success in learning generative models and defining metric distances between structured and stochastic data objects, that can be cast as probability measures. The…

Machine Learning · Computer Science 2020-10-20 Anton Mallasto , Markus Heinonen , Samuel Kaski

Ensuring trust and accountability in Artificial Intelligence systems demands explainability of its outcomes. Despite significant progress in Explainable AI, human biases still taint a substantial portion of its training data, raising…

Computer Vision and Pattern Recognition · Computer Science 2023-11-01 Philipp Ratz , François Hu , Arthur Charpentier

We investigate the estimation of an optimal transport map between probability measures on an infinite-dimensional space and reveal its minimax optimal rate. Optimal transport theory defines distances within a space of probability measures,…

Statistics Theory · Mathematics 2025-12-17 Donlapark Ponnoprat , Masaaki Imaizumi

Algorithmic trading refers to executing buy and sell orders for specific assets based on automatically identified trading opportunities. Strategies based on reinforcement learning (RL) have demonstrated remarkable capabilities in addressing…

Trading and Market Microstructure · Quantitative Finance 2024-07-03 Xi Cheng , Jinghao Zhang , Yunan Zeng , Wenfang Xue

Optimal transport (OT) has enjoyed great success in machine learning as a principled way to align datasets via a least-cost correspondence, driven in large part by the runtime efficiency of the Sinkhorn algorithm (Cuturi, 2013). However,…

Machine Learning · Computer Science 2025-08-19 Peter Halmos , Julian Gold , Xinhao Liu , Benjamin J. Raphael