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An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…
Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…
Optimal transport (OT) has profoundly impacted machine learning by providing theoretical and computational tools to realign datasets. In this context, given two large point clouds of sizes $n$ and $m$ in $\mathbb{R}^d$, entropic OT (EOT)…
We investigate the optimal transport (OT) problem over networks, wherein supply and demand are conceptualized as temporal marginals governing departure rates of particles from source nodes and arrival rates at sink nodes. This setting…
Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…
We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…
Tensor decompositions have become essential tools for feature extraction and compression of multiway data. Recent advances in tensor operators have enabled desirable properties of standard matrix algebra to be retained for multilinear…
Tensor-valued data arise naturally in multidimensional signal and imaging problems, such as biomedical imaging. When incorporated into generalized linear models (GLMs), naive vectorization can destroy their multi-way structure and lead to…
Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…
Applications such as unbalanced and fully shuffled regression can be approached by optimizing regularized optimal transport (OT) distances, such as the entropic OT and Sinkhorn distances. A common approach for this optimization is to use a…
In this paper, we propose an accelerated version for the Sinkhorn algorithm, which is the reference method for computing the solution to Entropic Optimal Transport. Its main draw-back is the exponential slow-down of convergence as the…
In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…
The Sinkhorn--Knopp (SK) algorithm is a cornerstone method for matrix scaling and entropically regularized optimal transport (EOT). Despite its empirical efficiency, existing theoretical guarantees to achieve a target marginal accuracy…
In optimization, one of the well-known classical algorithms is power iterations. Simply stated, the algorithm recovers the dominant eigenvector of some diagonalizable matrix. Since numerous optimization problems can be formulated as an…
Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz $p$-th order derivatives, and develop two…
We introduce a simple, accurate, and extremely efficient method for numerically solving the multi-marginal optimal transport (MMOT) problems arising in density functional theory. The method relies on (i) the sparsity of optimal plans [for…
This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…
We present several new complexity results for the entropic regularized algorithms that approximately solve the optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. First, we improve the complexity…
Partial Optimal Transport (POT) addresses the problem of transporting only a fraction of the total mass between two distributions, making it suitable when marginals have unequal size or contain outliers. While Sinkhorn-based methods are…
The time-fractional optimal transport (OT) and mean-field planning (MFP) models are developed to describe the anomalous transport of the agents in a heterogeneous environment such that their densities are transported from the initial…