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In this paper, we propose a new framework named Communication Optimal Transport (CommOT) for computing the rate distortion (RD) function. This work is motivated by observing the fact that the transition law and the relative entropy in…

Information Theory · Computer Science 2022-12-21 Shitong Wu , Wenhao Ye , Hao Wu , Huihui Wu , Wenyi Zhang , Bo Bai

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

Data Structures and Algorithms · Computer Science 2025-01-14 Sina Moradi

Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

Machine Learning · Computer Science 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…

Optimization and Control · Mathematics 2022-06-28 Zixuan Cang , Qing Nie , Yanxiang Zhao

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

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

Optimal transport (OT) formalizes the problem of finding an optimal coupling between probability measures given a cost matrix. The inverse problem of inferring the cost given a coupling is Inverse Optimal Transport (IOT). IOT is less well…

Machine Learning · Statistics 2022-06-22 Wei-Ting Chiu , Pei Wang , Patrick Shafto

We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…

Optimization and Control · Mathematics 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz

This work establishes that an optimal transport~(OT) problem regularized by a given $f$-divergence admits the same solution as another OT problem regularized by a different $g$-divergence, under an appropriate transformation of the cost…

Statistics Theory · Mathematics 2026-04-24 Maxime Nicaise , Yaiza Bermudez , Samir M. Perlaza

In this paper, we propose our information-theoretic equivalence of entropic multi-marginal optimal transport (MOT). This equivalence can be easily reduced to the case of entropic optimal transport (OT). Because OT is widely used to compare…

Information Theory · Computer Science 2024-02-27 Shuchan Wang

Optimal Transport (OT) theory investigates the cost-minimizing transport map that moves a source distribution to a target distribution. Recently, several approaches have emerged for learning the optimal transport map for a given cost…

Machine Learning · Computer Science 2025-04-01 Jaemoo Choi , Yongxin Chen , Jaewoong Choi

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

Probability · Mathematics 2013-10-04 Xiaolu Tan , Nizar Touzi

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

Data Structures and Algorithms · Computer Science 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

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

Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…

Machine Learning · Computer Science 2021-11-15 Weijie Liu , Chao Zhang , Nenggan Zheng , Hui Qian

Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…

Machine Learning · Statistics 2023-02-09 Marco Cuturi , Michal Klein , Pierre Ablin

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 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
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