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An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…

Mathematical Physics · Physics 2021-02-10 Emanuele Caglioti , François Golse , Thierry Paul

The Kantorovich-Rubinshtein metric is an $L^1$-like metric on spaces of probability distributions that enjoys several serendipitous properties. It is complete separable if the underlying metric space of points is complete separable, and in…

General Topology · Mathematics 2022-12-23 Jean Goubault-Larrecq

Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…

Machine Learning · Computer Science 2023-11-27 Clément Bonet

Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…

Machine Learning · Statistics 2022-10-18 Sloan Nietert , Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

A remarkable connection between optimal design and Monge transport was initiated in the years 1997 in the context of the minimal elastic compliance problem and where the euclidean metric cost was naturally involved. In this paper we present…

Optimization and Control · Mathematics 2022-02-02 Karol Bołbotowski , Guy Bouchitté

An optimal transport path may be viewed as a geodesic in the space of probability measures under a suitable family of metrics. This geodesic may exhibit a tree-shaped branching structure in many applications such as trees, blood vessels,…

Metric Geometry · Mathematics 2021-09-02 Qinglan Xia

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

Optimization and Control · Mathematics 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

Optimal transport (\OT) theory defines a powerful set of tools to compare probability distributions. \OT~suffers however from a few drawbacks, computational and statistical, which have encouraged the proposal of several regularized variants…

Machine Learning · Statistics 2019-10-29 Tam Le , Makoto Yamada , Kenji Fukumizu , Marco Cuturi

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…

Metric Geometry · Mathematics 2026-05-12 Edivaldo Lopes dos Santos , Leandro Vicente Mauri , Washington Mio , Tom Needham

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…

Metric Geometry · Mathematics 2012-04-17 Otis Chodosh

Many variants of Optimal Transport (OT) have been developed to address its heavy computation. Among them, notably, Sliced Wasserstein (SW) is widely used for application domains by projecting the OT problem onto one-dimensional lines, and…

Machine Learning · Computer Science 2025-06-10 Viet-Hoang Tran , Trang Pham , Tho Tran , Minh Khoi Nguyen Nhat , Thanh Chu , Tam Le , Tan M. Nguyen

Tree-Sliced methods have recently emerged as an alternative to the traditional Sliced Wasserstein (SW) distance, replacing one-dimensional lines with tree-based metric spaces and incorporating a splitting mechanism for projecting measures.…

Machine Learning · Computer Science 2025-06-10 Thanh Tran , Viet-Hoang Tran , Thanh Chu , Trang Pham , Laurent El Ghaoui , Tam Le , Tan M. Nguyen

The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…

Optimization and Control · Mathematics 2017-08-08 Luigi De Pascale , Jean Louet

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

Machine Learning · Statistics 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

Given two n-dimensional measures $\mu$ and $\nu$ on Polish spaces, we propose an optimal transportation's formulation, inspired by classical Kan-torovitch's formulation in the scalar case. In particular, we established a strong duality…

Optimization and Control · Mathematics 2019-01-16 Xavier Bacon

Given a family of probability measures in P(X), the space of probability measures on a Hilbert space X, our goal in this paper is to highlight one ore more curves in P(X) that summarize efficiently that family. We propose to study this…

Machine Learning · Statistics 2015-11-24 Vivien Seguy , Marco Cuturi

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

Probability · Mathematics 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

Methodology · Statistics 2019-04-10 Victor M. Panaretos , Yoav Zemel

The Wasserstein distance has been an attractive tool in many fields. But due to its high computational complexity and the phenomenon of the curse of dimensionality in empirical estimation, various extensions of the Wasserstein distance have…

Statistics Theory · Mathematics 2022-09-07 Xianliang Xu , Zhongyi Huang