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A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…

Machine Learning · Computer Science 2023-12-07 Zhengqi Lin , Andrzej Ruszczynski

Sinkhorn algorithm is the de-facto standard approximation algorithm for optimal transport, which has been applied to a variety of applications, including image processing and natural language processing. In theory, the proof of its…

Data Structures and Algorithms · Computer Science 2025-01-14 Kazuki Watanabe , Noboru Isobe

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions…

Statistics Theory · Mathematics 2021-03-11 Qijun Tong , Kei Kobayashi

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv

We propose a novel approach to the action segmentation task for long, untrimmed videos, based on solving an optimal transport problem. By encoding a temporal consistency prior into a Gromov-Wasserstein problem, we are able to decode a…

Computer Vision and Pattern Recognition · Computer Science 2024-04-09 Ming Xu , Stephen Gould

We present a study of the application of a variant of a recently introduced heuristic algorithm for the optimization of transport routes on complex networks to the problem of finding the optimal routes of communication between nodes on…

Physics and Society · Physics 2009-11-13 Yong Yu , Bogdan Danila , John A. Marsh , Kevin E. Bassler

Measuring similarities between different tasks is critical in a broad spectrum of machine learning problems, including transfer, multi-task, continual, and meta-learning. Most current approaches to measuring task similarities are…

Machine Learning · Computer Science 2022-08-26 Xinran Liu , Yikun Bai , Yuzhe Lu , Andrea Soltoggio , Soheil Kolouri

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Collaborative learning has recently achieved very significant results. It still suffers, however, from several issues, including the type of information that needs to be exchanged, the criteria for stopping and how to choose the right…

Machine Learning · Computer Science 2021-03-29 Fatima Ezzahraa Ben Bouazza , Younès Bennani

We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…

Optimization and Control · Mathematics 2025-03-03 Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler

We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…

Optimization and Control · Mathematics 2020-09-11 Nazarii Tupitsa , Pavel Dvurechensky , Alexander Gasnikov , César A. Uribe

Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

Machine Learning · Computer Science 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…

Optimization and Control · Mathematics 2025-07-17 Vishwak Srinivasan , Qijia Jiang

We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…

Analysis of PDEs · Mathematics 2022-09-01 Simone Di Marino , Lorenzo Portinale , Emanuela Radici

We present a method to extract temporal hypergraphs from sequences of 2-dimensional functions obtained as solutions to Optimal Transport problems. We investigate optimality principles exhibited by these solutions from the point of view of…

Discrete Mathematics · Computer Science 2023-01-10 Diego Baptista , Caterina De Bacco

Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact algorithms for computing Optimal Transport can be slow, which has motivated the development of approximate numerical solvers (e.g. Sinkhorn…

Machine Learning · Computer Science 2022-03-09 Nathaniel Lahn , Sharath Raghvendra , Kaiyi Zhang

Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which requires minimal hyperparameter tuning and scales favorably to…

Machine Learning · Statistics 2023-10-13 Jonah Botvinick-Greenhouse , Yunan Yang , Romit Maulik

After presenting an overview about variational problems on probability measures for functionals involving transport costs and extra terms encouraging or discouraging concentration, we look for optimality conditions, regularity properties…

Optimization and Control · Mathematics 2007-05-23 Filippo Santambrogio

We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning…

Statistics Theory · Mathematics 2021-08-05 Jose Blanchet , Karthyek Murthy , Viet Anh Nguyen