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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…

Optimization and Control · Mathematics 2023-08-11 Pavel Dvurechensky , Petr Ostroukhov , Alexander Gasnikov , César A. Uribe , Anastasiya Ivanova

Let $R$ and $B$ be two point sets in $\mathbb{R}^d$, with $|R|+ |B| = n$ and where $d$ is a constant. Next, let $\lambda : R \cup B \to \mathbb{N}$ such that $\sum_{r \in R } \lambda(r) = \sum_{b \in B} \lambda(b)$ be demand functions over…

Data Structures and Algorithms · Computer Science 2019-03-21 Pankaj K. Agarwal , Kyle Fox , Debmalya Panigrahi , Kasturi R. Varadarajan , Allen Xiao

Learning to align multiple datasets is an important problem with many applications, and it is especially useful when we need to integrate multiple experiments or correct for confounding. Optimal transport (OT) is a principled approach to…

Machine Learning · Computer Science 2021-08-03 Ruishan Liu , Akshay Balsubramani , James Zou

Sliced Optimal Transport (SOT) is a rapidly developing branch of optimal transport (OT) that exploits the tractability of one-dimensional OT problems. By combining tools from OT, integral geometry, and computational statistics, SOT enables…

Machine Learning · Statistics 2025-10-15 Khai Nguyen

This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two…

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…

Machine Learning · Statistics 2021-12-30 Boris Muzellec , Adrien Vacher , Francis Bach , François-Xavier Vialard , Alessandro Rudi

Optimal transport (OT) distances between probability distributions are parameterized by the ground metric they use between observations. Their relevance for real-life applications strongly hinges on whether that ground metric parameter is…

Machine Learning · Statistics 2020-11-06 Matthieu Heitz , Nicolas Bonneel , David Coeurjolly , Marco Cuturi , Gabriel Peyré

Trajectory optimization offers mature tools for motion planning in high-dimensional spaces under dynamic constraints. However, when facing complex configuration spaces, cluttered with obstacles, roboticists typically fall back to…

Robotics · Computer Science 2022-05-10 Tobia Marcucci , Mark Petersen , David von Wrangel , Russ Tedrake

We investigate the approximation of the Monge problem (minimizing \int\_$\Omega$ |T (x) -- x| d$\mu$(x) among the vector-valued maps T with prescribed image measure T \# $\mu$) by adding a vanishing Dirichlet energy, namely $\epsilon$…

Optimization and Control · Mathematics 2017-01-05 Luigi De Pascale , Jean Louet , Filippo Santambrogio

Optimal transport (OT) theory describes general principles to define and select, among many possible choices, the most efficient way to map a probability measure onto another. That theory has been mostly used to estimate, given a pair of…

Machine Learning · Computer Science 2023-04-03 Charlotte Bunne , Andreas Krause , Marco Cuturi

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

In this work, we solve a discrete optimal transport problem in a nonuniform environment. To solve the optimal transport problem, we build the cost matrix and then use classical solvers for discrete optimal transport. The challenge is to…

Optimization and Control · Mathematics 2026-03-17 Luca Dieci , Daniyar Omarov

Most common Optimal Transport (OT) solvers are currently based on an approximation of underlying measures by discrete measures. However, it is sometimes relevant to work only with moments of measures instead of the measure itself, and many…

Numerical Analysis · Mathematics 2022-12-05 Olga Mula , Anthony Nouy

The optimal transport (OT) map offers the most economical way to transfer one probability measure distribution to another. Classical OT theory does not involve a discussion of preserving topological connections and orientations in…

General Topology · Mathematics 2025-07-03 Yuping Lv , Qi Zhao , Xuebin Chang , Wei Zeng

Optimal Transport (OT) problem aims to find a transport plan that bridges two distributions while minimizing a given cost function. OT theory has been widely utilized in generative modeling. In the beginning, OT distance has been used as a…

Machine Learning · Computer Science 2024-03-08 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…

Machine Learning · Computer Science 2025-04-04 Mete Kemertas , Amir-massoud Farahmand , Allan D. Jepson

Optimal transport distances have become a classic tool to compare probability distributions and have found many applications in machine learning. Yet, despite recent algorithmic developments, their complexity prevents their direct use on…

Machine Learning · Statistics 2021-01-07 Kilian Fatras , Younes Zine , Szymon Majewski , Rémi Flamary , Rémi Gribonval , Nicolas Courty

Optimal transport (OT) measures distances between distributions in a way that depends on the geometry of the sample space. In light of recent advances in computational OT, OT distances are widely used as loss functions in machine learning.…

Methodology · Statistics 2021-06-22 Debarghya Mukherjee , Aritra Guha , Justin Solomon , Yuekai Sun , Mikhail Yurochkin

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

Probability · Mathematics 2017-08-29 Soumik Pal
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