Related papers: Time Parameterized Optimal Transport
Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…
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…
Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…
In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $\mu, \nu \in \Delta^n$. Given a cost function $C : [n] \times [n] \to…
Two common problems in time series analysis are the decomposition of the data stream into disjoint segments that are each in some sense "homogeneous" - a problem known as Change Point Detection (CPD) - and the grouping of similar…
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…
Optimal transport has gained much attention in image processing field, such as computer vision, image interpolation and medical image registration. Recently, Bredies et al. (ESAIM:M2AN 54:2351-2382, 2020) and Schmitzer et al. (IEEE T MED…
Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…
Measuring dependence between random variables is a fundamental problem in Statistics, with applications across diverse fields. While classical measures such as Pearson's correlation have been widely used for over a century, they have…
In this paper, we apply the framework of optimal transport to the formulation of optimal design problems. By considering the Wasserstein space as a set of design variables, we associate each probability measure with a shape configuration of…
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…
This paper presents an adaptive online distributed optimal control approach that is applicable to optimal planning for very-large-scale robotics systems in highly uncertain environments. This approach is developed based on the optimal mass…
We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of…
Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $\mu$ and $\nu$, which is useful in many applications. Available algorithms for computing these maps do not appear to…
This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…
Complexity of the Operations Research Theory tasks can be often diminished in cases that do not require finding the exact solution. For example, forecasting two-dimensional hierarchical time series leads us to the transportation problem…
We present a toolkit of directed distances between quantile functions. By employing this, we solve some new optimal transport (OT) problems which e.g. considerably flexibilize some prominent OTs expressed through Wasserstein distances.
We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…
Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…