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We investigate finding a map $g$ within a function class $G$ that minimises an Optimal Transport (OT) cost between a target measure $\nu$ and the image by $g$ of a source measure $\mu$. This is relevant when an OT map from $\mu$ to $\nu$…

Optimization and Control · Mathematics 2025-08-20 Eloi Tanguy , Agnès Desolneux , Julie Delon

Optimal transport (OT) has recently found widespread interest in machine learning. It allows to define novel distances between probability measures, which have shown promise in several applications. In this work, we discuss how to…

Machine Learning · Computer Science 2021-10-11 Bamdev Mishra , N T V Satyadev , Hiroyuki Kasai , Pratik Jawanpuria

In a martingale optimal transport (MOT) problem mass distributed according to the law $\mu$ is transported to the law $\nu$ in such a way that the martingale property is respected. Beiglb\"ock and Juillet (On a problem of optimal transport…

Probability · Mathematics 2022-10-04 David Hobson , Dominykas Norgilas

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

Statistics Theory · Mathematics 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

Quantum many-fermion systems give rise to diverse states of matter that often reveal themselves in distinctive transport properties. While some of these states can be captured by microscopic models accessible to numerical exact quantum…

Strongly Correlated Electrons · Physics 2019-05-08 Yi Zhang , Carsten Bauer , Peter Broecker , Simon Trebst , Eun-Ah Kim

We consider the rate-limited quantum-to-classical optimal transport in terms of output-constrained rate-distortion coding for both finite-dimensional and continuous-variable quantum-to-classical systems with limited classical common…

Quantum Physics · Physics 2023-11-30 Hafez M. Garmaroudi , S. Sandeep Pradhan , Jun Chen

This paper investigates the semi-discrete optimal transport (OT) problem with entropic regularization. We characterize the solution using a governing, well-posed ordinary differential equation (ODE). This naturally yields an algorithm to…

Numerical Analysis · Mathematics 2025-04-07 Luca Nenna , Daniyar Omarov , Brendan Pass

Quantum state tomography (QST) is a central task for quantum information processing, enabling quantum cryptography, computation, and state certification. Traditional QST relies on projective measurements of single- and two-qubit Pauli…

Quantum Physics · Physics 2026-03-17 Jeanne Bourgeois , Gianmichele Blasi , Géraldine Haack

We prove Kantorovich duality for a linearized version of a recently proposed non-quadratic quantum optimal transport problem, where quantum channels realize the transport. As an application, we determine optimal solutions of both the primal…

Mathematical Physics · Physics 2026-04-29 Gergely Bunth , József Pitrik , Tamás Titkos , Dániel Virosztek

We study the structural properties of multi-period martingale optimal transport (MOT). We develop new tools to address these problems, and use them to prove several uniqueness and structural results on three-period martingale optimal…

Optimization and Control · Mathematics 2025-06-09 Brendan Pass , Joshua Hiew

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

Optimal transport (OT) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…

Machine Learning · Computer Science 2023-08-08 Yikun Bai , Berhnard Schmitzer , Mathew Thorpe , Soheil Kolouri

A solution of the free Schr\"odinger equation is investigated by means of Optimal transport. The curve of probability measures $\mu_t$ this solution defines is shown to be an absolutely continuous curve in the Wasserstein space…

Quantum Physics · Physics 2025-12-09 Bernadette Lessel

In this work, we study the optimal transport (OT) problem between symmetric positive definite (SPD) matrix-valued measures. We formulate the above as a generalized optimal transport problem where the cost, the marginals, and the coupling…

Functional Analysis · Mathematics 2023-02-09 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Junbin Gao

A class of functional differential equations are investigated. Using the Girsanov-transformation argument we establish the quadratic transportation cost inequalities for a class of finite-dimensional neutral functional stochastic…

Probability · Mathematics 2012-01-09 Jianhai Bao , Chenggui Yuan

We study a rather general class of optimal "ballistic" transport problems for matrix-valued measures. These problems naturally arise, in the spirit of \emph{Y. Brenier. Comm. Math. Phys. (2018) 364(2) 579-605}, from a certain dual…

Functional Analysis · Mathematics 2021-11-30 Dmitry Vorotnikov

Although optimal transport (OT) problems admit closed form solutions in a very few notable cases, e.g. in 1D or between Gaussians, these closed forms have proved extremely fecund for practitioners to define tools inspired from the OT…

Statistics Theory · Mathematics 2020-12-15 Hicham Janati , Boris Muzellec , Gabriel Peyré , Marco Cuturi

A recent paper by Jordan et al. introduced Decoded Quantum Interferometry (DQI), a novel quantum algorithm that uses the quantum Fourier transform to reduce linear optimization problems -- max-XORSAT and max-LINSAT -- to decoding problems.…

Quantum Physics · Physics 2026-03-11 Daniel Cohen Hillel

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

In this paper we study the three-marginal optimal mass transportation problem for the Coulomb cost on the plane $\R^2$. The key question is the optimality of the so-called Seidl map, first disproved by Colombo and Stra. We generalize the…

Analysis of PDEs · Mathematics 2021-12-02 Ugo Bindini , Luigi De Pascale , Anna Kausamo