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We present rectified flow, a surprisingly simple approach to learning (neural) ordinary differential equation (ODE) models to transport between two empirically observed distributions \pi_0 and \pi_1, hence providing a unified solution to…

Machine Learning · Computer Science 2022-09-08 Xingchao Liu , Chengyue Gong , Qiang Liu

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…

Optimization and Control · Mathematics 2025-07-17 Vishwak Srinivasan , Qijia Jiang

The dynamical formulation of the optimal transport can be extended through various choices of the underlying geometry (kinetic energy), and the regularization of density paths (potential energy). These combinations yield different…

Machine Learning · Computer Science 2024-07-04 Kirill Neklyudov , Rob Brekelmans , Alexander Tong , Lazar Atanackovic , Qiang Liu , Alireza Makhzani

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…

Machine Learning · Statistics 2022-09-30 Qiang Liu

Deep Ensemble (DE) approach is a straightforward technique used to enhance the performance of deep neural networks by training them from different initial points, converging towards various local optima. However, a limitation of this…

Machine Learning · Computer Science 2024-04-25 Hyunsu Kim , Jongmin Yoon , Juho Lee

This work introduces a novel nonlinear optimal filtering method, termed the Ensemble Schr{\"o}dinger Bridge nonlinear filter. The proposed filter combines the standard prediction step with a diffusion-generative-modeling-based analysis…

Machine Learning · Computer Science 2026-05-12 Hui Sun

We demonstrate the relevance of an algorithm called generalized iterative scaling (GIS) or simultaneous multiplicative algebraic reconstruction technique (SMART) and its rescaled block-iterative version (RBI-SMART) in the field of optimal…

Numerical Analysis · Mathematics 2023-05-15 Johannes von Lindheim , Gabriele Steidl

Generalized Schr\"odinger Bridges (GSBs) are a fundamental mathematical framework used to analyze the most likely particle evolution based on the principle of least action including kinetic and potential energy. In parallel to their…

Machine Learning · Statistics 2024-12-31 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

A normalizing flow is an invertible mapping between an arbitrary probability distribution and a standard normal distribution; it can be used for density estimation and statistical inference. Computing the flow follows the change of…

Machine Learning · Computer Science 2021-12-10 Derek Onken , Samy Wu Fung , Xingjian Li , Lars Ruthotto

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

Optimization and Control · Mathematics 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…

Probability · Mathematics 2025-10-06 Giacomo Greco , Maxence Noble , Giovanni Conforti , Alain Durmus

Optimal transport (OT) theory provides a principled framework for modeling mass movement in applications such as mobility, logistics, and economics. Classical formulations, however, generally ignore capacity limits that are intrinsic in…

Optimization and Control · Mathematics 2025-11-04 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

In optimal transport (OT), a Monge map is known as a mapping that transports a source distribution to a target distribution in the most cost-efficient way. Recently, multiple neural estimators for Monge maps have been developed and applied…

Computer Vision and Pattern Recognition · Computer Science 2024-03-12 Luca Eyring , Dominik Klein , Théo Uscidda , Giovanni Palla , Niki Kilbertus , Zeynep Akata , Fabian Theis

Score-based generative models exhibit state of the art performance on density estimation and generative modeling tasks. These models typically assume that the data geometry is flat, yet recent extensions have been developed to synthesize…

Metasurface inverse design is challenged by the intricate relationship between structural parameters and electromagnetic responses, as well as the high dimensionality of the optimization space. Local models, while commonly employed, quickly…

This work studies the Schr\"odinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initial and terminal densities supported over the Lie group while…

Optimization and Control · Mathematics 2026-03-23 Hamza Mahmood , Abhishek Halder , Adeel Akhtar

In this paper, we present quantum algorithms for a class of highly-oscillatory transport equations, which arise in semiclassical computation of surface hopping problems and other related non-adiabatic quantum dynamics, based on the…

Numerical Analysis · Mathematics 2025-09-05 Anjiao Gu , Shi Jin

A Schr\"{o}dinger bridge establishes a dynamic transport map between two target distributions via a reference process, simultaneously solving an associated entropic optimal transport problem. We consider the setting where samples from the…

Machine Learning · Computer Science 2025-01-22 Stefano Peluchetti

Global pooling is one of the most significant operations in many machine learning models and tasks, whose implementation, however, is often empirical in practice. In this study, we develop a novel and solid global pooling framework through…

Machine Learning · Computer Science 2022-09-30 Minjie Cheng , Hongteng Xu

We study a semimartingale optimal transport problem interpolating between the Schr\"odinger bridge and the stretched Brownian motion associated with the Bass solution of the Skorokhod embedding problem. The cost combines an entropy term on…

Probability · Mathematics 2026-03-31 Pierre Henry-Labordere , Grégoire Loeper , Othmane Mazhar , Huyên Pham , Nizar Touzi
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