Related papers: A time-fractional optimal transport and mean-field…
Mean-field games (MFGs) have shown strong modeling capabilities for large systems in various fields, driving growth in computational methods for mean-field game problems. However, high order methods have not been thoroughly investigated. In…
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…
Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…
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…
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…
Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…
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…
Optimal Transport (OT) problem aims to find a transport plan that bridges two distributions while minimizing a given cost function. OT theory has been widely utilized in generative modeling. In the beginning, OT distance has been used as a…
We investigate the optimal transport (OT) problem over networks, wherein supply and demand are conceptualized as temporal marginals governing departure rates of particles from source nodes and arrival rates at sink nodes. This setting…
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}…
We investigate a first-order mean field planning problem of the form \begin{equation} \left\lbrace\begin{aligned} -\partial_t u + H(x,Du) &= f(x,m) &&\text{in } (0,T)\times \mathbb{R}^d, \\ \partial_t m - \nabla\cdot (m\,H_p(x,Du)) &= 0…
This paper concerns the application of techniques from optimal transport (OT) to mean field control, in which the probability measures of interest in OT correspond to empirical distributions associated with a large collection of controlled…
Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…
Optimal Transport (OT) problem investigates a transport map that bridges two distributions while minimizing a given cost function. In this regard, OT between tractable prior distribution and data has been utilized for generative modeling…
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…
Sampling from diffusion probabilistic models (DPMs) can be viewed as a piecewise distribution transformation, which generally requires hundreds or thousands of steps of the inverse diffusion trajectory to get a high-quality image. Recent…
Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…
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…
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…
High-fidelity modeling of turbulent flows requires capturing complex spatiotemporal dynamics and multi-scale intermittency, posing a fundamental challenge for traditional knowledge-based systems. While deep generative models, such as…