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We introduce an optimal transport topology on the space of probability measures over a fiber bundle, which penalizes the transport cost from one fiber to another. For simplicity, we illustrate our construction in the Euclidean case…

Analysis of PDEs · Mathematics 2024-01-12 Jan Peszek , David Poyato

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

Statistics Theory · Mathematics 2023-01-05 Shayan Hundrieser , Gilles Mordant , Christoph Alexander Weitkamp , Axel Munk

Optimal Transport (OT) has recently emerged as a powerful framework for learning minimal-displacement maps between distributions. The predominant approach involves a neural parametrization of the Monge formulation of OT, typically assuming…

Machine Learning · Computer Science 2024-07-23 Athina Sotiropoulou , David Alvarez-Melis

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

Probability · Mathematics 2013-10-04 Xiaolu Tan , Nizar Touzi

We study optimal transport (OT) problem for probability measures supported on a tree metric space. It is known that such OT problem (i.e., tree-Wasserstein (TW)) admits a closed-form expression, but depends fundamentally on the underlying…

Machine Learning · Statistics 2024-03-04 Tam Le , Truyen Nguyen , Kenji Fukumizu

This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the…

Graphics · Computer Science 2017-07-25 Gabriel Peyré , Lenaïc Chizat , François-Xavier Vialard , Justin Solomon

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

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

Optimization and Control · Mathematics 2024-06-07 Clément Sarrazin , Bernhard Schmitzer

We investigate the optimal transport (OT) problem over networks, wherein supply and demand are conceptualized as temporal marginals governing departure rates of particles from source nodes and arrival rates at sink nodes. This setting…

Optimization and Control · Mathematics 2026-02-17 Anqi Dong , Karl H. Johansson , Johan Karlsson

We discuss the approximate phenomenological description of the motion of a single second-class particle in a two-species totally asymmetric simple exclusion process (TASEP) on a 1D lattice. Initially, the second class particle is located at…

Statistical Mechanics · Physics 2020-01-29 Aanjaneya Kumar , Deepak Dhar

It is an attractive hypothesis that the spatial structure of visual cortical architecture can be explained by the coordinated optimization of multiple visual cortical maps representing orientation preference (OP), ocular dominance (OD),…

Neurons and Cognition · Quantitative Biology 2015-06-03 Lars Reichl , Dominik Heide , Siegrid Löwel , Justin C. Crowley , Matthias Kaschube , Fred Wolf

A common way to quantify the ,,distance'' between measures is via their discrepancy, also known as maximum mean discrepancy (MMD). Discrepancies are related to Sinkhorn divergences $S_\varepsilon$ with appropriate cost functions as…

Optimization and Control · Mathematics 2020-08-25 Sebastian Neumayer , Gabriele Steidl

This paper is concerned with the theoretical and computational development of a new class of nonlinear filtering algorithms called the optimal transport particle filters (OTPF). The algorithm is based on a recently introduced variational…

Optimization and Control · Mathematics 2023-04-04 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…

Analysis of PDEs · Mathematics 2022-11-18 Alessio Porretta

The optimal transportation problem, first suggested by Gaspard Monge in the 18th century and later revived in the 1940s by Leonid Kantorovich, deals with the question of transporting a certain measure to another, using transport maps or…

Optimization and Control · Mathematics 2025-01-24 Shlomi Gover

The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability…

Artificial Intelligence · Computer Science 2022-12-29 Sarah Boufelja Y. , Anthony Quinn , Martin Corless , Robert Shorten

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

This paper is devoted to variational problems on the set of probability measures which involve optimal transport between unequal dimensional spaces. In particular, we study the minimization of a functional consisting of the sum of a term…

Analysis of PDEs · Mathematics 2019-11-18 Luca Nenna , Brendan Pass

Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…

Machine Learning · Computer Science 2025-05-20 Peter Chen , Yue Xie , Qingpeng Zhang

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann
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