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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…

Machine Learning · Statistics 2019-06-11 Saied Mahdian , Jose Blanchet , Peter Glynn

In this paper, we formulate the problem of inferring a Finite Mixture Model from discrete data as an optimal transport problem with entropic regularization of parameter $\lambda\geq 0$. Our method unifies hard and soft clustering, the…

Machine Learning · Computer Science 2024-03-11 Jean-Frédéric Diebold , Nicolas Papadakis , Arnaud Dessein , Charles-Alban Deledalle

A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

Optimization and Control · Mathematics 2018-01-23 Jonathan Korman , Robert J. McCann

We study a generalization of the multi-marginal optimal transport problem, which has no fixed number of marginals $N$ and is inspired of statistical mechanics. It consists in optimizing a linear combination of the costs for all the possible…

Optimization and Control · Mathematics 2025-01-15 Simone Di Marino , Mathieu Lewin , Luca Nenna

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…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…

Data Structures and Algorithms · Computer Science 2018-10-23 Kent Quanrud

A new pairwise cost function is proposed for the optimal transport barycenter problem, adopting the form of the minimal action between two points, with a Lagrangian that takes into account an underlying probability distribution. Under this…

Computation · Statistics 2025-11-11 Zichu Wang , Esteban G. Tabak

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

Optimal transport has been one of the most exciting subjects in mathematics, starting from the 18th century. As a powerful tool to transport between two probability measures, optimal transport methods have been reinvigorated nowadays in a…

Machine Learning · Statistics 2021-05-21 Jingyi Zhang , Wenxuan Zhong , Ping Ma

We consider approximating distributions within the framework of optimal mass transport and specialize to the problem of clustering data sets. Distances between distributions are measured in the Wasserstein metric. The main problem we…

Systems and Control · Computer Science 2013-10-04 Francesca P. Carli , Lipeng Ning , Tryphon T. Georgiou

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…

Machine Learning · Statistics 2020-06-17 Yasunori Akagi , Yusuke Tanaka , Tomoharu Iwata , Takeshi Kurashima , Hiroyuki Toda

Current research on robust trajectory planning for autonomous agents aims to mitigate uncertainties arising from disturbances and modeling errors while ensuring guaranteed safety. Existing methods primarily utilize stochastic optimal…

Systems and Control · Electrical Eng. & Systems 2025-02-13 Christian Vitale , Savvas Papaioannou , Panayiotis Kolios , Georgios Ellinas

We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show…

Optimization and Control · Mathematics 2021-01-12 Mattia Zorzi

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…

Statistics Theory · Mathematics 2022-08-05 Johan Segers

This article introduces a generalization of the discrete optimal transport, with applications to color image manipulations. This new formulation includes a relaxation of the mass conservation constraint and a regularization term. These two…

Computer Vision and Pattern Recognition · Computer Science 2013-07-23 Sira Ferradans , Nicolas Papadakis , Gabriel Peyré , Jean-François Aujol

This article details a general numerical framework to approximate so-lutions to linear programs related to optimal transport. The general idea is to introduce an entropic regularization of the initial linear program. This regularized…

Numerical Analysis · Mathematics 2014-12-17 Jean-David Benamou , Guillaume Carlier , Marco Cuturi , Luca Nenna , Gabriel Peyré

The theory of Monge-Kantorovich Optimal Mass Transport (OMT) has in recent years spurred a fast developing phase of research in stochastic control, control of ensemble systems, thermodynamics, data science, and several other fields in…

Optimization and Control · Mathematics 2025-08-14 Mahmoud Abdelgalil , Tryphon T. Georgiou

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…

Probability · Mathematics 2007-10-09 Christian Léonard

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

Machine Learning · Statistics 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard