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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

This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…

Computational Finance · Quantitative Finance 2026-04-21 Sri Sairam Gautam B

Optimal Transport (OT) offers a powerful framework for finding correspondences between distributions and addressing matching and alignment problems in various areas of computer vision, including shape analysis, image generation, and…

Computer Vision and Pattern Recognition · Computer Science 2026-05-27 Xinran Liu , Elaheh Akbari , Rocio Diaz Martin , Navid NaderiAlizadeh , Soheil Kolouri

Imitation learning holds tremendous promise in learning policies efficiently for complex decision making problems. Current state-of-the-art algorithms often use inverse reinforcement learning (IRL), where given a set of expert…

Robotics · Computer Science 2023-02-22 Siddhant Haldar , Vaibhav Mathur , Denis Yarats , Lerrel Pinto

We investigate unpaired image inverse problems, a challenging setting where only independent, non-paired sets of noisy measurements and clean target signals are available for training. We propose a novel inverse problem solver based on…

Machine Learning · Computer Science 2026-05-21 Donggyu Lee , Taekyung Lee , Jaewoong Choi

This paper considers the decentralized (discrete) optimal transport (D-OT) problem. In this setting, a network of agents seeks to design a transportation plan jointly, where the cost function is the sum of privately held costs for each…

Optimization and Control · Mathematics 2024-09-23 Ivan Lau , Shiqian Ma , César A. Uribe

We study the Unbalanced Optimal Transport (UOT) between two measures of possibly different masses with at most $n$ components, where the marginal constraints of standard Optimal Transport (OT) are relaxed via Kullback-Leibler divergence…

Optimization and Control · Mathematics 2024-01-09 Quang Minh Nguyen , Hoang H. Nguyen , Yi Zhou , Lam M. Nguyen

Network alignment, which aims to find node correspondence across different networks, is the cornerstone of various downstream multi-network and Web mining tasks. Most of the embedding-based methods indirectly model cross-network node…

Artificial Intelligence · Computer Science 2025-02-27 Qi Yu , Zhichen Zeng , Yuchen Yan , Lei Ying , R. Srikant , Hanghang Tong

Out-of-distribution (OOD) data poses serious challenges in deployed machine learning models, so methods of predicting a model's performance on OOD data without labels are important for machine learning safety. While a number of methods have…

An Optimal Transport (OT)-based decentralized collaborative multi-robot exploration strategy is proposed in this paper. This method is to achieve an efficient exploration with a predefined priority in the given domain. In this context, the…

Systems and Control · Electrical Eng. & Systems 2020-10-01 Rabiul Hasan Kabir , Kooktae Lee

Comparing unpaired samples of a distribution or population taken at different points in time is a fundamental task in many application domains where measuring populations is destructive and cannot be done repeatedly on the same sample, such…

Clustering is a fundamental task in the computer vision and machine learning community. Although various methods have been proposed, the performance of existing approaches drops dramatically when handling incomplete high-dimensional data…

Computer Vision and Pattern Recognition · Computer Science 2021-03-23 Mingjie Luo , Siwei Wang , Xinwang Liu , Wenxuan Tu , Yi Zhang , Xifeng Guo , Sihang Zhou , En Zhu

Generative Design (GD) combines artificial intelligence (AI), physics-based modeling, and multi-objective optimization to autonomously explore and refine engineering designs. Despite its promise in aerospace, automotive, and other…

Computational Engineering, Finance, and Science · Computer Science 2025-11-24 Sergio Torregrosa , David Munoz , Hector Navarro , Charbel Farhat , Francisco Chinesta

An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…

Optimization and Control · Mathematics 2019-02-20 Montacer Essid , Debra Laefer , Esteban G. Tabak

We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

Machine Learning · Computer Science 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

Optimal transport (OT) and unbalanced optimal transport (UOT) are central in many machine learning, statistics and engineering applications. 1D OT is easily solved, with complexity O(n log n), but no efficient algorithm was known for 1D…

Performance · Computer Science 2024-02-15 Gabriel Gouvine

In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…

Probability · Mathematics 2022-02-22 Lei Yu

Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

Optimization and Control · Mathematics 2024-03-11 Xun Tang , Holakou Rahmanian , Michael Shavlovsky , Kiran Koshy Thekumparampil , Tesi Xiao , Lexing Ying

We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalence forms of the multimarginal POT problem in terms of…

Machine Learning · Statistics 2022-02-25 Khang Le , Huy Nguyen , Tung Pham , Nhat Ho

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.…