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A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

Optimization and Control · Mathematics 2018-01-23 Jonathan Korman , Robert J. McCann

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…

Optimization and Control · Mathematics 2019-05-13 Andrew M. Stuart , Marie-Therese Wolfram

We introduce a new class of objectives for optimal transport computations of datasets in high-dimensional Euclidean spaces. The new objectives are parametrized by $\rho \geq 1$, and provide a metric space $\mathcal{R}_{\rho}(\cdot, \cdot)$…

Data Structures and Algorithms · Computer Science 2023-07-20 Moses Charikar , Beidi Chen , Christopher Re , Erik Waingarten

Functional lifting methods provide a tool for approximating solutions of difficult non-convex problems by embedding them into a larger space. In this work, we investigate a mathematically rigorous formulation based on embedding into the…

Optimization and Control · Mathematics 2020-07-07 Thomas Vogt , Roland Haase , Danielle Bednarski , Jan Lellmann

We propose two deep neural network-based methods for solving semi-martingale optimal transport problems. The first method is based on a relaxation/penalization of the terminal constraint, and is solved using deep neural networks. The second…

Optimization and Control · Mathematics 2021-03-08 Ivan Guo , Nicolas Langrené , Grégoire Loeper , Wei Ning

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…

This paper studies a fundamental algorithmic problem related to the design of demand-aware networks: networks whose topologies adjust toward the traffic patterns they serve, in an online manner. The goal is to strike a tradeoff between the…

Data Structures and Algorithms · Computer Science 2020-04-07 Chen Avin , Kaushik Mondal , Stefan Schmid

Systematics contaminate observables, leading to distribution shifts relative to theoretically simulated signals-posing a major challenge for using pre-trained models to label such observables. Since systematics are often poorly understood…

Instrumentation and Methods for Astrophysics · Physics 2025-11-18 Sultan Hassan , Sambatra Andrianomena , Benjamin D. Wandelt

In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching affinity and determines the optimal…

Methodology · Statistics 2017-01-02 Arnaud Dupuy , Alfred Galichon , Yifei Sun

This article is an exposition on some recent theoretical advances in learning latent structured models, with a primary focus on the fundamental roles that optimal transport distances play in the statistical theory. We aim at what may be the…

Statistics Theory · Mathematics 2026-01-19 XuanLong Nguyen , Yun Wei

Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…

Computational Geometry · Computer Science 2023-11-07 Pankaj K. Agarwal , Sharath Raghvendra , Pouyan Shirzadian , Keegan Yao

This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These…

Optimization and Control · Mathematics 2023-09-08 Liviu Aolaritei , Nicolas Lanzetti , Hongruyu Chen , Florian Dörfler

A prominent model for transportation networks is branched transport, which seeks the optimal transportation scheme to move material from a given initial to a final distribution. The cost of the scheme encodes a higher transport efficiency…

Classical Analysis and ODEs · Mathematics 2020-09-04 Alessio Brancolini , Benedikt Wirth

In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…

Data Structures and Algorithms · Computer Science 2018-10-23 Kent Quanrud

One among several advantages of measure transport methods is that they allow for a unified framework for processing and analysis of data distributed according to a wide class of probability measures. Within this context, we present results…

Quantitative Methods · Quantitative Biology 2024-05-14 Vanessa Lopez-Marrero , Patrick R. Johnstone , Gilchan Park , Xihaier Luo

Multi-task learning has gained popularity due to the advantages it provides with respect to resource usage and performance. Nonetheless, the joint optimization of parameters with respect to multiple tasks remains an active research topic.…

Computer Vision and Pattern Recognition · Computer Science 2021-06-01 Lucas Pascal , Pietro Michiardi , Xavier Bost , Benoit Huet , Maria A. Zuluaga

Sliced optimal transport reduces optimal transport on multi-dimensional domains to transport on the line. More precisely, sliced optimal transport is the concatenation of the well-known Radon transform and the cumulative density transform,…

Numerical Analysis · Mathematics 2024-07-03 Michael Quellmalz , Robert Beinert , Gabriele Steidl

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

Optimal transport has been one of the most exciting subjects in mathematics, starting from the 18th century. As a powerful tool to transport between two probability measures, optimal transport methods have been reinvigorated nowadays in a…

Machine Learning · Statistics 2021-05-21 Jingyi Zhang , Wenxuan Zhong , Ping Ma