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The optimal transport (OT) map offers the most economical way to transfer one probability measure distribution to another. Classical OT theory does not involve a discussion of preserving topological connections and orientations in…

General Topology · Mathematics 2025-07-03 Yuping Lv , Qi Zhao , Xuebin Chang , Wei Zeng

In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…

Probability · Mathematics 2022-02-22 Lei Yu

Optimal transport (OT) plays an essential role in various areas like machine learning and deep learning. However, computing discrete optimal transport plan for large scale problems with adequate accuracy and efficiency is still highly…

Machine Learning · Computer Science 2021-07-20 Dongsheng An , Na Lei , Xianfeng Gu

The aim of this paper is to recover displacement interpolations of probability measures, in the sense of the Optimal Transport theory, by semiclassical measures associated with solutions of Schr\"odinger equations defined on the flat torus.…

Analysis of PDEs · Mathematics 2018-04-18 L. Zanelli

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

Optimal transport (OT) has recently been shown as a promising criterion for unsupervised restoration when no explicit prior model is available. Despite its theoretical appeal, OT still significantly falls short of supervised methods on…

Computer Vision and Pattern Recognition · Computer Science 2025-09-17 Fei Wen , Wei Wang , Zeyu Yan , Wenbin Jiang

Optimal Transport (OT) has proven effective for domain adaptation (DA) by aligning distributions across domains with differing statistical properties. Building on the approach of Courty et al. (2016), who mapped source data to the target…

Machine Learning · Statistics 2025-05-15 Brian Britos , Mathias Bourel

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

We study the optimal transport problem for $d>2$ discrete measures. This is a linear programming problem on $d$-tensors. It gives a way to compute a "distance" between two sets of discrete measures. We introduce an entropic regularization…

Computer Vision and Pattern Recognition · Computer Science 2021-07-27 Shmuel Friedland

Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative…

Optimization and Control · Mathematics 2024-12-17 Jean-David Benamou , Guillaume Chazareix , Marc Hoffmann , Grégoire Loeper , François-Xavier Vialard

Sorting an array is a fundamental routine in machine learning, one that is used to compute rank-based statistics, cumulative distribution functions (CDFs), quantiles, or to select closest neighbors and labels. The sorting function is…

Machine Learning · Computer Science 2019-11-05 Marco Cuturi , Olivier Teboul , Jean-Philippe Vert

An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…

Optimization and Control · Mathematics 2025-07-28 Jacob J. M. Francis , Colin J. Cotter , Marion P. Mittermaier

In many unpaired image domain translation problems, e.g., style transfer or super-resolution, it is important to keep the translated image similar to its respective input image. We propose the extremal transport (ET) which is a mathematical…

Machine Learning · Computer Science 2023-11-03 Milena Gazdieva , Alexander Korotin , Daniil Selikhanovych , Evgeny Burnaev

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

We present a functional calculus treatment of Entropic Optimal Transport (EOT) between Gaussian measures on separable Hilbert spaces, providing a unified framework that handles infinite-dimensional degeneracy. By leveraging the notion of…

Optimization and Control · Mathematics 2026-05-27 Ho Yun

A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…

Numerical Analysis · Mathematics 2012-08-27 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman

We propose a novel approach based on optimal transport (OT) for tackling the problem of highly mixed data in blind hyperspectral unmixing. Our method constrains the distribution of the estimated abundance matrix to resemble a targeted…

Image and Video Processing · Electrical Eng. & Systems 2025-09-26 D. Doutsas , B. Figliuzzi

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

Optimization and Control · Mathematics 2023-06-22 Stephan Eckstein , Marcel Nutz

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework…

Machine Learning · Computer Science 2019-06-26 Yujia Xie , Minshuo Chen , Haoming Jiang , Tuo Zhao , Hongyuan Zha

In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…

Classical Analysis and ODEs · Mathematics 2021-06-02 Benoît Kloeckner