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An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…

Optimization and Control · Mathematics 2019-02-20 Montacer Essid , Debra Laefer , Esteban G. Tabak

Optimal transport distances have become a classic tool to compare probability distributions and have found many applications in machine learning. Yet, despite recent algorithmic developments, their complexity prevents their direct use on…

Machine Learning · Statistics 2021-01-07 Kilian Fatras , Younes Zine , Szymon Majewski , Rémi Flamary , Rémi Gribonval , Nicolas Courty

This paper considers the decentralized (discrete) optimal transport (D-OT) problem. In this setting, a network of agents seeks to design a transportation plan jointly, where the cost function is the sum of privately held costs for each…

Optimization and Control · Mathematics 2024-09-23 Ivan Lau , Shiqian Ma , César A. Uribe

Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…

Optimization and Control · Mathematics 2023-01-25 Florian Beier , Johannes von Lindheim , Sebastian Neumayer , Gabriele Steidl

We develop a statistical inference method for an optimal transport map between distributions on real numbers with uniform confidence bands. The concept of optimal transport (OT) is used to measure distances between distributions, and OT…

Statistics Theory · Mathematics 2024-02-16 Donlapark Ponnoprat , Ryo Okano , Masaaki Imaizumi

This paper studies the equitable and optimal transport (EOT) problem, which has many applications such as fair division problems and optimal transport with multiple agents etc. In the discrete distributions case, the EOT problem can be…

Optimization and Control · Mathematics 2021-10-04 Minhui Huang , Shiqian Ma , Lifeng Lai

Modeling heterogeneous and multi-lane traffic flow is essential for understanding and controlling complex transportation systems. In this work, we consider three vehicle populations: two classes of human-driven vehicles (cars and trucks)…

Optimization and Control · Mathematics 2025-10-17 Maria Teresa Chiri , Christopher Denaro , Xiaoqian Gong , Benedetto Piccoli

Future wireless communication systems must simultaneously address multiple challenges to ensure accurate data detection, deliver high Quality of Service (QoS), adding enable a high data transmission with low system design. Additionally,…

Information Theory · Computer Science 2024-10-03 Amina Darghouthi , Abdelhakim Khlifi , Belgacem Chibani

We present a novel framework for solving optimal transport (OT) problems based on the Hamilton--Jacobi (HJ) equation, whose viscosity solution uniquely characterizes the OT map. By leveraging the method of characteristics, we derive…

Machine Learning · Computer Science 2025-10-02 Yesom Park , Shu Liu , Mo Zhou , Stanley Osher

Several recent applications of optimal transport (OT) theory to machine learning have relied on regularization, notably entropy and the Sinkhorn algorithm. Because matrix-vector products are pervasive in the Sinkhorn algorithm, several…

Machine Learning · Statistics 2021-03-09 Meyer Scetbon , Marco Cuturi , Gabriel Peyré

Optimal transport (OT) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…

Machine Learning · Computer Science 2023-08-08 Yikun Bai , Berhnard Schmitzer , Mathew Thorpe , Soheil Kolouri

Hamilton-Jacobi (HJ) partial differential equations (PDEs) have diverse applications spanning physics, optimal control, game theory, and imaging sciences. This research introduces a first-order optimization-based technique for HJ PDEs,…

Numerical Analysis · Mathematics 2023-10-04 Tingwei Meng , Wenbo Hao , Siting Liu , Stanley J. Osher , Wuchen Li

Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact algorithms for computing Optimal Transport can be slow, which has motivated the development of approximate numerical solvers (e.g. Sinkhorn…

Machine Learning · Computer Science 2022-03-09 Nathaniel Lahn , Sharath Raghvendra , Kaiyi Zhang

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

Optimization and Control · Mathematics 2018-05-02 Justin Solomon

This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These…

Optimization and Control · Mathematics 2023-09-08 Liviu Aolaritei , Nicolas Lanzetti , Hongruyu Chen , Florian Dörfler

Flow models parameterized as time-dependent velocity fields can generate data from noise by integrating an ODE. These models are often trained using flow matching, i.e. by sampling random pairs of noise and target points…

Machine Learning · Computer Science 2026-01-26 Alireza Mousavi-Hosseini , Stephen Y. Zhang , Michal Klein , Marco Cuturi

Optimal power flow (OPF) is an important problem for power generation and it is in general non-convex. With the employment of renewable energy, it will be desirable if OPF can be solved very efficiently so its solution can be used in real…

Optimization and Control · Mathematics 2011-09-27 Albert Y. S. Lam , Baosen Zhang , David Tse

This paper investigates the semi-discrete optimal transport (OT) problem with entropic regularization. We characterize the solution using a governing, well-posed ordinary differential equation (ODE). This naturally yields an algorithm to…

Numerical Analysis · Mathematics 2025-04-07 Luca Nenna , Daniyar Omarov , Brendan Pass

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 (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…

Machine Learning · Computer Science 2022-12-27 Shintaro Nakamura , Han Bao , Masashi Sugiyama
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