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We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…

Optimization and Control · Mathematics 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz

This work analyzes the inverse optimal transport (IOT) problem under Bregman regularization. We establish well-posedness results, including existence, uniqueness (up to equivalence classes of solutions), and stability, under several…

Optimization and Control · Mathematics 2026-05-01 Chenglong Bao , Zanyu Li , Yunan Yang

Optimal Transport (OT) is a mathematical framework that first emerged in the eighteenth century and has led to a plethora of methods for answering many theoretical and applied questions. The last decade has been a witness to the remarkable…

Machine Learning · Computer Science 2024-03-25 Abdelwahed Khamis , Russell Tsuchida , Mohamed Tarek , Vivien Rolland , Lars Petersson

Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…

Machine Learning · Statistics 2021-12-03 Quang Huy Tran , Hicham Janati , Ievgen Redko , Rémi Flamary , Nicolas Courty

Integration against, and hence sampling from, high-dimensional probability distributions is of essential importance in many application areas and has been an active research area for decades. One approach that has drawn increasing attention…

Numerical Analysis · Mathematics 2023-08-22 Ilja Klebanov , T. J. Sullivan

We study inference in stochastic block models (SBMs) through the lens of optimal transport (OT). We first establish that maximum likelihood variational inference (MLVI) can be interpreted as a semi-relaxed Gromov-Wasserstein (srGW)…

Machine Learning · Statistics 2026-05-29 Simon Queric , Cédric Vincent-Cuaz , Charles Bouveyron , Marco Corneli

Quadratic regularization has emerged as a potential alternative to the popular entropic regularization in computational optimal transport, offering the theoretical advantage of producing sparse couplings through its hinge density structure.…

Optimization and Control · Mathematics 2026-05-27 Long Nguyen-Chi , Nam Nguyen , Binh Nguyen

We provide a new proof of the known partial regularity result for the optimal transportation map (Brenier map) between two sets. Contrary to the existing regularity theory for the Monge-Amp{\`e}re equation, which is based on the maximum…

Analysis of PDEs · Mathematics 2017-10-25 Michael Goldman , F Otto

Despite the recent popularity of neural network-based solvers for optimal transport (OT), there is no standard quantitative way to evaluate their performance. In this paper, we address this issue for quadratic-cost transport --…

Machine Learning · Computer Science 2021-10-26 Alexander Korotin , Lingxiao Li , Aude Genevay , Justin Solomon , Alexander Filippov , Evgeny Burnaev

We consider inference (filtering) problems over probabilistic graphical models with aggregate data generated by a large population of individuals. We propose a new efficient belief propagation type algorithm over tree-structured graphs with…

Machine Learning · Computer Science 2020-10-06 Rahul Singh , Isabel Haasler , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

Constraining the maximum likelihood density estimator to satisfy a sufficiently strong constraint, $\log-$concavity being a common example, has the effect of restoring consistency without requiring additional parameters. Since many results…

Econometrics · Economics 2018-11-26 Ryan Cumings-Menon

Conditional simulation is a fundamental task in statistical modeling: Generate samples from the conditionals given finitely many data points from a joint distribution. One promising approach is to construct conditional Brenier maps, where…

Optimal transport (OT) has profoundly impacted machine learning by providing theoretical and computational tools to realign datasets. In this context, given two large point clouds of sizes $n$ and $m$ in $\mathbb{R}^d$, entropic OT (EOT)…

An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…

Numerical Analysis · Mathematics 2015-09-15 Adam M. Oberman , Yuanlong Ruan

Optimal transport (OT) is a popular measure to compare probability distributions. However, OT suffers a few drawbacks such as (i) a high complexity for computation, (ii) indefiniteness which limits its applicability to kernel machines. In…

Machine Learning · Computer Science 2022-02-23 Tam Le , Truyen Nguyen , Dinh Phung , Viet Anh Nguyen

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…

Machine Learning · Statistics 2023-11-21 Matthew Werenski , James M. Murphy , Shuchin Aeron

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…

Machine Learning · Computer Science 2024-04-24 Yikun Bai , Ivan Medri , Rocio Diaz Martin , Rana Muhammad Shahroz Khan , Soheil Kolouri

We present a framework for performing regression when both covariate and response are probability distributions on a compact interval $\Omega\subset\mathbb{R}$. Our regression model is based on the theory of optimal transportation and links…

Methodology · Statistics 2021-12-21 Laya Ghodrati , Victor M. Panaretos

Neural network-based optimal transport (OT) is a recent and fruitful direction in the generative modeling community. It finds its applications in various fields such as domain translation, image super-resolution, computational biology and…

Machine Learning · Computer Science 2026-02-25 Roman Tarasov , Petr Mokrov , Milena Gazdieva , Evgeny Burnaev , Alexander Korotin

We study the sample complexity of entropic optimal transport in high dimensions using computationally efficient plug-in estimators. We significantly advance the state of the art by establishing dimension-free, parametric rates for…

Statistics Theory · Mathematics 2022-06-28 Philippe Rigollet , Austin J. Stromme