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We introduce and prove convergence of a damped Newton algorithm to approximate solutions of the semi-discrete optimal transport problem with storage fees, corresponding to a problem with hard capacity constraints. This is a variant of the…
We present a functional calculus treatment of Entropic Optimal Transport (EOT) between Gaussian measures on separable Hilbert spaces, providing a unified framework that handles infinite-dimensional degeneracy. By leveraging the notion of…
Optimal transport (OT) measures distances between distributions in a way that depends on the geometry of the sample space. In light of recent advances in computational OT, OT distances are widely used as loss functions in machine learning.…
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…
We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…
In graph analysis, a classic task consists in computing similarity measures between (groups of) nodes. In latent space random graphs, nodes are associated to unknown latent variables. One may then seek to compute distances directly in the…
The optimal transport (OT) problem aims to find the most efficient mapping between two probability distributions under a given cost function, and has diverse applications in many fields such as machine learning, computer vision and computer…
In this paper, we study ordinary differential equations (ODE) coupled with solutions of a stochastic nonsmooth convex optimization problem (SNCOP). We use the regularization approach, the sample average approximation and the time-stepping…
Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…
Neural network-based optimal transport (OT) is a recent and fruitful direction in the generative modeling community. It finds its applications in various fields such as domain translation, image super-resolution, computational biology and…
We study the connections between ordinary differential equations and optimization algorithms in a non-Euclidean setting. We propose a novel accelerated algorithm for minimising convex functions over a convex constrained set. This algorithm…
We establish an equivalence between the $\ell_2$-regularized solution path for a convex loss function, and the solution of an ordinary differentiable equation (ODE). Importantly, this equivalence reveals that the solution path can be viewed…
Optimal transport on a graph focuses on finding the most efficient way to transfer resources from one distribution to another while considering the graph's structure. This paper introduces a new distributed algorithm that solves the optimal…
We study the unbalanced optimal transport (UOT) problem, where the marginal constraints are enforced using Maximum Mean Discrepancy (MMD) regularization. Our work is motivated by the observation that the literature on UOT is focused on…
Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…
We address the convergence problem in learning the Optimal Transport (OT) map, where the OT Map refers to a map from one distribution to another while minimizing the transport cost. Semi-dual Neural OT, a widely used approach for learning…
We develop a discretisation of the semigeostrophic rotating shallow water equations, based upon their optimal transport formulation. This takes the form of a Moreau-Yoshida regularisation of the Wasserstein metric. Solutions of the optimal…
Optimal transport (OT) is a framework that can be used to guide the optimal allocation of a limited amount of resources. The classical OT paradigm does not consider malicious attacks in its formulation and thus the designed transport plan…
Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…
Optimal transport (OT) theory provides powerful tools to compare probability measures. However, OT is limited to nonnegative measures having the same mass, and suffers serious drawbacks about its computation and statistics. This leads to…