Related papers: Scalable Simulation-free Entropic Unbalanced Optim…
Bi-causal optimal transport (OT) is a natural framework for comparing and coupling stochastic processes under nonanticipative information constraints, with important applications in robust finance, sequential uncertainty quantification, and…
In this article, we study unbalanced optimal transport (UOT) and establish a control-theoretic dynamical extension, which we call the unbalanced density control (UDC), for a class of Gaussian reference measures. In the static setting, we…
Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…
Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…
With the discovery of Wasserstein GANs, Optimal Transport (OT) has become a powerful tool for large-scale generative modeling tasks. In these tasks, OT cost is typically used as the loss for training GANs. In contrast to this approach, we…
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…
We establish the stability of solutions to the entropically regularized optimal transport problem with respect to the marginals and the cost function. The result is based on the geometric notion of cyclical invariance and inspired by the…
Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…
This paper addresses the problem of estimating entropy-regularized optimal transport (EOT) maps with squared-Euclidean cost between source and target measures that are subGaussian. In the case that the target measure is compactly supported…
Multimarginal optimal transport (MOT) has emerged as a useful framework for many applied problems. However, compared to the well-studied classical two-marginal optimal transport theory, analysis of MOT is far more challenging and remains…
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…
Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…
Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…
This letter investigates dynamical optimal transport of underactuated linear systems over an infinite time horizon. In our previous work, we proposed to integrate model predictive control and the celebrated Sinkhorn algorithm to perform…
We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both the…
Optimal transport aligns samples across distributions by minimizing the transportation cost between them, e.g., the geometric distances. Yet, it ignores coherence structure in the data such as clusters, does not handle outliers well, and…
The Self-Optimal-Transport (SOT) feature transform is designed to upgrade the set of features of a data instance to facilitate downstream matching or grouping related tasks. The transformed set encodes a rich representation of high order…
Optimal Transport (OT) has fueled machine learning (ML) across many domains. When paired data measurements $(\boldsymbol{\mu}, \boldsymbol{\nu})$ are coupled to covariates, a challenging conditional distribution learning setting arises.…
Unbalanced optimal transport (UOT) has been widely used as a fundamental tool in many application domains, where it often dominates the application running time. While many researchers have proposed various optimizations for UOT, few have…
Optimal transport (OT) has gained popularity due to its various applications in fields such as machine learning, statistics, and signal processing. However, the balanced mass requirement limits its performance in practical problems. To…