Related papers: k-Sample inference via Multimarginal Optimal Trans…
In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is…
We investigate properties of a bootstrap-based methodology for testing hypotheses about equality of certain characteristics of the distributions between different populations in the context of functional data. The suggested testing…
We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
Optimal Transport (OT) problem investigates a transport map that bridges two distributions while minimizing a given cost function. In this regard, OT between tractable prior distribution and data has been utilized for generative modeling…
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) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…
Optimal transport (OT) is a widely used technique for distribution alignment, with applications throughout the machine learning, graphics, and vision communities. Without any additional structural assumptions on trans-port, however, OT can…
Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative…
Multimarginal optimal transport (MOT) has gained increasing attention in recent years, notably due to its relevance in machine learning and statistics, where one seeks to jointly compare and align multiple probability distributions. This…
Optimal transport (OT) is a popular and powerful tool for comparing probability measures. However, OT suffers a few drawbacks: (i) input measures required to have the same mass, (ii) a high computational complexity, and (iii) indefiniteness…
Subsampling methods aim to select a subsample as a surrogate for the observed sample. Such methods have been used pervasively in large-scale data analytics, active learning, and privacy-preserving analysis in recent decades. Instead of…
The ability to measure similarity between documents enables intelligent summarization and analysis of large corpora. Past distances between documents suffer from either an inability to incorporate semantic similarities between words or from…
We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…
In this article we revisit the weak optimal transport (WOT) problem, introduced by Gozlan, Roberto, Samson and Tetali (2017). We work on the real line, with barycentric cost functions, and as our first result give the following…
Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…
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…
Optimal transport (OT) is attracting increasing attention in machine learning. It aims to transport a source distribution to a target one at minimal cost. In its vanilla form, the source and target distributions are predetermined, which…
The optimal transport problem for measures supported on non-Euclidean spaces has recently gained ample interest in diverse applications involving representation learning. In this paper, we focus on circular probability measures, i.e.,…
Optimal transport (OT) theory describes general principles to define and select, among many possible choices, the most efficient way to map a probability measure onto another. That theory has been mostly used to estimate, given a pair of…