English
Related papers

Related papers: Quadratically Regularized Optimal Transport: Exist…

200 papers

Distributionally robust optimization has been shown to offer a principled way to regularize learning models. In this paper, we find that Tikhonov regularization is distributionally robust in an optimal transport sense (i.e., if an adversary…

Optimization and Control · Mathematics 2022-10-05 Jiajin Li , Sirui Lin , Jose Blanchet , Viet Anh Nguyen

We highlight some recent new delevelopments concerning the sparse representation of possibly high-dimensional functions exhibiting strong anisotropic features and low regularity in isotropic Sobolev or Besov scales. Specifically, we focus…

Numerical Analysis · Mathematics 2014-09-30 Wolfgang Dahmen , Chunyan Huang , Gitta Kutyniok , Wang-Q Lim , Christoph Schwab , Gerrit Welper

Regularising the primal formulation of optimal transport (OT) with a strictly convex term leads to enhanced numerical complexity and a denser transport plan. Many formulations impose a global constraint on the transport plan, for instance…

Machine Learning · Computer Science 2023-10-05 Hugues Van Assel , Titouan Vayer , Remi Flamary , Nicolas Courty

Grogan et al [11,12] have recently proposed a solution to colour transfer by minimising the Euclidean distance L2 between two probability density functions capturing the colour distributions of two images (palette and target). It was shown…

Computer Vision and Pattern Recognition · Computer Science 2019-07-15 Rozenn Dahyot , Hana Alghamdi , Mairead Grogan

The stability of optimal transport maps with respect to perturbations of the marginals is a question of interest for several reasons, ranging from the justification of the linearized optimal transport framework to numerical analysis and…

Optimization and Control · Mathematics 2025-10-16 Cyril Letrouit

A general framework is given to analyze the falsifiability of economic models based on a sample of their observable components. It is shown that, when the restrictions implied by the economic theory are insufficient to identify the unknown…

Econometrics · Economics 2021-02-25 Ivar Ekeland , Alfred Galichon , Marc Henry

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

In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…

Many situations in physics, biology, and engineering consist of the transport of some physical quantity through a network of narrow channels. The ability of a network to transport such a quantity in every direction can be described by the…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Marc Durand , Denis Weaire

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

We study the inverse optimal transport problem of recovering the ground cost from an optimal transport plan. In discrete settings, this problem reduces to inverse linear programming and is intrinsically ill-posed, exhibiting…

Optimization and Control · Mathematics 2026-04-27 Gabriel Peyré , Clarice Poon , Oscar Tron

We investigate duality and existence of dual optimizers for several adapted optimal transport problems under minimal assumptions. This includes the causal and bicausal transport, the causal and bicausal barycenter problem, and a…

Probability · Mathematics 2024-11-20 Daniel Kršek , Gudmund Pammer

This thesis includes analysis of disordered spin ensembles corresponding to Exact Cover, a multi-access channel problem, and composite models combining sparse and dense interactions. The satisfiability problem in Exact Cover is addressed…

Disordered Systems and Neural Networks · Physics 2009-05-22 Jack Raymond

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

We study the regularity properties of the minimisers of entropic optimal transport providing a natural analogue of the $\varepsilon$-regularity theory of quadratic optimal transport in the entropic setting. More precisely, we show that if…

Analysis of PDEs · Mathematics 2025-01-14 Rishabh S. Gvalani , Lukas Koch

We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…

Probability · Mathematics 2008-09-09 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

Pairs potential-density in terms of elementary functions that represents flat rings structures are presented. We study structures representing one or several concentric flat rings. Also disks surrounded by concentric flat rings are…

Astrophysics · Physics 2015-05-13 Patricio S. Letelier

The purpose of this work is to develop and study a distributed strategy for Pareto optimization of an aggregate cost consisting of regularized risks. Each risk is modeled as the expectation of some loss function with unknown probability…

Optimization and Control · Mathematics 2019-09-23 Stefan Vlaski , Lieven Vandenberghe , Ali H. Sayed

We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost $c(x,y)$ which is not finite everywhere, but coincides with $|x-y|^2$ if the displacement $y-x$ belongs to a given convex set $C$ and it is…

Optimization and Control · Mathematics 2011-10-17 Chloé Jimenez , Filippo Santambrogio

This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…

Optimization and Control · Mathematics 2026-05-20 Anton Selitskiy , David Millard