Related papers: Regularized estimation of Monge-Kantorovich quanti…
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…
Partial Optimal Transport (POT) has recently emerged as a central tool in various Machine Learning (ML) applications. It lifts the stringent assumption of the conventional Optimal Transport (OT) that input measures are of equal masses,…
Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…
This paper explores the process of optimal quantization for several types of discrete probability distributions. Quantization is a technique used to approximate a complex distribution with a smaller set of representative points, which is…
In several applications, including imaging of deformable objects while in motion, simultaneous localization and mapping, and unlabeled sensing, we encounter the problem of recovering a signal that is measured subject to unknown…
We propose a new regularized optimal transport (OT) formulation, termed sliced-regularized optimal transport (SROT). Unlike entropic OT (EOT), which regularizes the transport plan toward an independent coupling, SROT regularizes it toward a…
In the last ten years, full-waveform inversion has emerged as a robust and efficient high-resolution velocity model-building tool for seismic imaging, with the unique ability to recover complex subsurface structures. Originally based on a…
We study estimators of the optimal transport (OT) map between two probability distributions. We focus on plugin estimators derived from the OT map between estimates of the underlying distributions. We develop novel stability bounds for OT…
The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…
The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…
Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…
In 2012, Pflug and Pichler proved, under regularity assumptions, that the value function in Multistage Stochastic Programming (MSP) is Lipschitz continuous w.r.t. the Nested Distance, which is a distance between scenario trees (or discrete…
This note outlines a mean-field approach to dynamic optimal transport problems based on the recently proposed McKean-Pontryagin maximum principle. Key aspects of the proposed methodology include i) avoidance of sampling over stochastic…
Distributed optimization requires nodes to coordinate, yet full synchronization scales poorly. When $n$ nodes collaborate through $m$ pairwise regularizers, standard methods demand $\mathcal{O}(m)$ communications per iteration. This paper…
This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…
This work studies how the introduction of the entropic regularization term in unbalanced Optimal Transport (OT) models may alter their homogeneity with respect to the input measures. We observe that in common settings (including balanced OT…
Quantum detector tomography (QDT) is a fundamental technique for calibrating quantum devices and performing quantum engineering tasks. In this paper, we utilize regularization to improve the QDT accuracy whenever the probe states are…
Entropically regularized optimal transport between probability measures supported on compact subsets of Euclidean space admits a representation as an information projection under moment inequality constraints. Exploiting this structure, I…
Optimal transport (OT) and Gromov-Wasserstein (GW) alignment are powerful frameworks for geometrically driven matching of probability distributions, yet their large-scale usage is hampered by high statistical and computational costs.…
We approach the problem of learning continuous normalizing flows from a dual perspective motivated by entropy-regularized optimal transport, in which continuous normalizing flows are cast as gradients of scalar potential functions. This…