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This paper mainly investigates the approximation of a global maximizer of the 1-D Monge-Kantorovich mass transfer problem through the approach of nonlinear differential equations with Dirichlet boundary. Using an approximation mechanism,…
Optimal transport has emerged as a fundamental methodology with applications spanning multiple research areas in recent years. However, the convergence rate of the empirical estimator to its population counterpart suffers from the curse of…
This article generalizes the study of branched/ramified optimal transportation to those with capacity constraints. Each admissible transport network studied here is represented by a transport multi-path between measures, with a capacity…
Numerical methods for the optimal transport problem is an active area of research. Recent work of Kitagawa and Abedin shows that the solution of a time-dependent equation converges exponentially fast as time goes to infinity to the solution…
We introduce a new class of distances between nonnegative Radon measures in Euclidean spaces. They are modeled on the dynamical characterization of the Kantorovich-Rubinstein-Wasserstein distances proposed by Benamou-Brenier and provide a…
In recent work arXiv:2109.07820 we have shown the equivalence of the widely used nonconvex (generalized) branched transport problem with a shape optimization problem of a street or railroad network, known as (generalized) urban planning…
In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…
We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of…
We establish novel quantitative stability results for optimal transport problems with respect to perturbations in the target measure. We provide explicit bounds on the stability of optimal transport potentials and maps, which are relevant…
In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…
In realistic distributed optimization scenarios, individual nodes possess only partial information and communicate over bandwidth constrained channels. For this reason, the development of efficient distributed algorithms is essential. In…
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…
In this paper we analyze a mass transportation problem in a bounded domain with the possibility to transport mass to/from the boundary, paying the transport cost, that is given by the Euclidean distance plus an extra cost depending on the…
Bellman's optimality principle has been of enormous importance in the development of whole branches of applied mathematics, computer science, optimal control theory, economics, decision making, and classical physics. Examples are numerous:…
The aim of this paper is to obtain quantitative bounds for solutions to the optimal matching problem in dimension two. These bounds show that up to a logarithmically divergent shift, the optimal transport maps are close to be the identity…
A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…
Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…
We propose a numerical method to find the optimal transport map between a measure supported on a lower-dimensional subset of R^d and a finitely supported measure. More precisely, the source measure is assumed to be supported on a simplex…
We propose a fast algorithm to approximate the optimal transport distance. The main idea is to add a Fisher information regularization into the dynamical setting of the problem, originated by Benamou and Brenier. The regularized problem is…
We study causal optimal transport in continuous time, with Markovian cost, between a finite-state Markov source and a diffusion target. By replacing the source with its conditional law given the observation of the target, we characterize…