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This paper slightly improves a classical result by Gangbo and McCann (1996) about the structure of optimal transport plans for costs that are concave functions of the Euclidean distance. Since the main difficulty for proving the existence…

Optimization and Control · Mathematics 2025-09-03 Paul Pegon , Davide Piazzoli , Filippo Santambrogio

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

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

Optimal transport (OT) is a popular and powerful tool for comparing probability measures. However, OT suffers a few drawbacks: (i) input measures required to have the same mass, (ii) a high computational complexity, and (iii) indefiniteness…

Machine Learning · Computer Science 2023-02-27 Tam Le , Truyen Nguyen , Kenji Fukumizu

We study limit theorems for entropic optimal transport (EOT) maps, dual potentials, and the Sinkhorn divergence. The key technical tool we use is a first and second-order Hadamard differentiability analysis of EOT potentials with respect to…

Statistics Theory · Mathematics 2023-06-16 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…

Machine Learning · Computer Science 2025-05-20 Peter Chen , Yue Xie , Qingpeng Zhang

Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…

We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…

Optimization and Control · Mathematics 2025-04-08 Promit Ghosal , Marcel Nutz

We investigate the minimum cost of a wide class of combinatorial optimization problems over random bipartite geometric graphs in $\mathbb{R}^d$ where the edge cost between two points is given by a $p$-th power of their Euclidean distance.…

Probability · Mathematics 2023-07-20 Michael Goldman , Dario Trevisan

Entropic Brenier maps are regularized analogues of Brenier maps (optimal transport maps) which converge to Brenier maps as the regularization parameter shrinks. In this work, we prove quantitative stability bounds between entropic Brenier…

Probability · Mathematics 2024-04-04 Vincent Divol , Jonathan Niles-Weed , Aram-Alexandre Pooladian

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

Given a source and a target probability measure supported on $\mathbb{R}^d$, the Monge problem asks to find the most efficient way to map one distribution to the other. This efficiency is quantified by defining a \textit{cost} function…

Multimarginal optimal transport (MOT) is a powerful framework for modeling interactions between multiple distributions, yet its applicability is bottlenecked by a high computational overhead. Entropic regularization provides computational…

Machine Learning · Computer Science 2025-06-03 Dor Tsur , Ziv Goldfeld , Kristjan Greenewald , Haim Permuter

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

Statistics Theory · Mathematics 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

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…

Optimization and Control · Mathematics 2025-06-23 Thomas Le Corre , Ana Busic , Sean Meyn

We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly…

Statistics Theory · Mathematics 2024-03-05 Laya Ghodrati , Victor M. Panaretos

We revisit the question of characterizing the convergence rate of plug-in estimators of optimal transport costs. It is well known that an empirical measure comprising independent samples from an absolutely continuous distribution on…

Probability · Mathematics 2024-02-06 Tudor Manole , Jonathan Niles-Weed

We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…

Optimization and Control · Mathematics 2019-03-20 Ari Arapostathis

In this paper we focus on the mobile sensor coverage problem formulated as a continuous locational optimization problem. Cort\`es et al. first proposed a distributed version of the Lloyd descent algorithm with guaranteed convergence to a…

Systems and Control · Computer Science 2014-12-02 Ajay Deshpande

The 2-opt heuristic is a very simple local search heuristic for the traveling salesperson problem. In practice it usually converges quickly to solutions within a few percentages of optimality. In contrast to this, its running-time is…

Data Structures and Algorithms · Computer Science 2023-08-02 Marvin Künnemann , Bodo Manthey , Rianne Veenstra
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