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Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

The theory of optimal transport of probability measures has wide-ranging applications across a number of different fields, including concentration of measure, machine learning, Markov chains, and economics. The generalisation of optimal…

Quantum Physics · Physics 2026-04-21 Emily Beatty

Optimal transport distances, otherwise known as Wasserstein distances, have recently drawn ample attention in computer vision and machine learning as a powerful discrepancy measure for probability distributions. The recent developments on…

Machine Learning · Computer Science 2015-11-11 Soheil Kolouri , Yang Zou , Gustavo K. Rohde

We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…

Optimization and Control · Mathematics 2020-01-15 T. Ö. Çelik , A. Jamneshan , G. Montúfar , B. Sturmfels , L. Venturello

We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…

Computation · Statistics 2019-08-06 Jialin Liu , Wotao Yin , Wuchen Li , Yat Tin Chow

Topological Data Analysis methods can be useful for classification and clustering tasks in many different fields as they can provide two dimensional persistence diagrams that summarize important information about the shape of potentially…

Quantum Physics · Physics 2024-09-02 Bernardo Ameneyro , Rebekah Herrman , George Siopsis , Vasileios Maroulas

Optimal transport between classical probability distributions has been proven useful in areas such as machine learning and random combinatorial optimization. Quantum optimal transport, and the quantum Wasserstein distance as the minimal…

We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical…

Probabilistic circuits (PCs) are a powerful modeling framework for representing tractable probability distributions over combinatorial spaces. In machine learning and probabilistic programming, one is often interested in understanding…

Data Structures and Algorithms · Computer Science 2021-12-10 Yash Pote , Kuldeep S. Meel

Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…

Machine Learning · Computer Science 2020-02-21 Marin Ballu , Quentin Berthet , Francis Bach

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

Methodology · Statistics 2019-04-10 Victor M. Panaretos , Yoav Zemel

We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…

Machine Learning · Computer Science 2024-04-02 Zhuoran Yang , Yufeng Zhang , Yongxin Chen , Zhaoran Wang

Optimal transport provides a powerful mathematical framework with applications spanning numerous fields. A cornerstone within this domain is the $p$-Wasserstein distance, which serves to quantify the cost of transporting one probability…

Quantum Physics · Physics 2025-03-13 Emily Beatty , Daniel Stilck França

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

Optimization and Control · Mathematics 2025-02-18 Kaiwen Shi

We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…

Optimization and Control · Mathematics 2022-10-17 Bahar Taşkesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Karthik Natarajan

Optimal transport provides a metric which quantifies the dissimilarity between probability measures. For measures supported in discrete metric spaces, finding the optimal transport distance has cubic time complexity in the size of the…

Machine Learning · Computer Science 2024-01-30 Samantha Chen , Puoya Tabaghi , Yusu Wang

Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this…

Machine Learning · Statistics 2021-10-14 Kilian Fatras , Younes Zine , Rémi Flamary , Rémi Gribonval , Nicolas Courty

The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…

Machine Learning · Computer Science 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

This paper is concerned by statistical inference problems from a data set whose elements may be modeled as random probability measures such as multiple histograms or point clouds. We propose to review recent contributions in statistics on…

Statistics Theory · Mathematics 2019-08-27 Jérémie Bigot
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