English
Related papers

Related papers: Optimal Transport with Tempered Exponential Measur…

200 papers

We study the optimal transport problem for pairs of stationary finite-state Markov chains, with an emphasis on the computation of optimal transition couplings. Transition couplings are a constrained family of transport plans that capture…

Optimization and Control · Mathematics 2021-09-20 Kevin O'Connor , Kevin McGoff , Andrew B. Nobel

We establish weak limits for the empirical entropy regularized optimal transport cost, the expectation of the empirical plan and the conditional expectation. Our results require only uniform boundedness of the cost function and no…

Statistics Theory · Mathematics 2023-05-18 Alberto González-Sanz , Shayan Hundrieser

We investigate the problem of optimal transport in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that has these…

Optimization and Control · Mathematics 2019-09-10 Dirk A. Lorenz , Paul Manns , Christian Meyer

In this note, we extend the regularity theory for monotone measure-preserving maps, also known as optimal transports for the quadratic cost optimal transport problem, to the case when the support of the target measure is an arbitrary convex…

Analysis of PDEs · Mathematics 2023-05-17 Alessio Figalli , Yash Jhaveri

Partial Optimal Transport (POT) has recently emerged as a central tool in various Machine Learning (ML) applications. It lifts the stringent assumption of the conventional Optimal Transport (OT) that input measures are of equal masses,…

We study stability of optimizers and convergence of Sinkhorn's algorithm for the entropic optimal transport problem. In the special case of the quadratic cost, our stability bounds imply that if one of the two entropic potentials is…

Probability · Mathematics 2025-10-06 Alberto Chiarini , Giovanni Conforti , Giacomo Greco , Luca Tamanini

Classic optimal transport theory is formulated through minimizing the expected transport cost between two given distributions. We propose the framework of distorted optimal transport by minimizing a distorted expected cost, which is the…

Optimization and Control · Mathematics 2025-05-20 Haiyan Liu , Bin Wang , Ruodu Wang , Sheng Chao Zhuang

We study the quadratically regularized optimal transport (QOT) problem for quadratic cost and compactly supported marginals $\mu$ and $\nu$. It has been empirically observed that the optimal coupling $\pi_\epsilon$ for the QOT problem has…

Optimization and Control · Mathematics 2024-10-07 Johannes Wiesel , Xingyu Xu

Entropically regularized optimal transport between probability measures supported on compact subsets of Euclidean space admits a representation as an information projection under moment inequality constraints. Exploiting this structure, I…

Statistics Theory · Mathematics 2026-01-15 Rami V. Tabri

This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two…

In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching affinity and determines the optimal…

Methodology · Statistics 2017-01-02 Arnaud Dupuy , Alfred Galichon , Yifei Sun

The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…

Mathematical Physics · Physics 2025-06-27 Emanuele Caputo , Augusto Gerolin , Nataliia Monina , Lorenzo Portinale

We consider the Monge-Kantorovich transport problem in a purely measure theoretic setting, i.e. without imposing continuity assumptions on the cost function. It is known that transport plans which are concentrated on c-monotone sets are…

Optimization and Control · Mathematics 2009-01-19 Mathias Beiglböck , Martin Goldstern , Gabriel Maresch , Walter Schachermayer

The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…

Machine Learning · Computer Science 2024-10-18 Xinran Liu , Rocío Díaz Martín , Yikun Bai , Ashkan Shahbazi , Matthew Thorpe , Akram Aldroubi , Soheil Kolouri

This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr\"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br\"odinger…

Analysis of PDEs · Mathematics 2019-08-09 Aymeric Baradat , Léonard Monsaingeon

This paper explores the controllability and state tracking of ensembles from the perspective of optimal transport theory. Ensembles, characterized as collections of systems evolving under the same dynamics but with varying initial…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Reza Hadadi

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

The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…

Machine Learning · Computer Science 2022-04-06 Johannes Gasteiger , Marten Lienen , Stephan Günnemann

We propose a novel amortized optimization method for predicting optimal transport (OT) plans across multiple pairs of measures by leveraging Kantorovich potentials derived from sliced OT. We introduce two amortization strategies:…

Machine Learning · Statistics 2026-04-17 Minh-Phuc Truong , Khai Nguyen

Entropic regularization provides a generalization of the original optimal transport problem. It introduces a penalty term defined by the Kullback-Leibler divergence, making the problem more tractable via the celebrated Sinkhorn algorithm.…

Optimization and Control · Mathematics 2023-01-04 Dávid Terjék , Diego González-Sánchez