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We study causal optimal transport in continuous time, with Markovian cost, between a finite-state Markov source and a diffusion target. By replacing the source with its conditional law given the observation of the target, we characterize…

Optimization and Control · Mathematics 2026-05-20 Julio Backhoff , Erhan Bayraktar , Ibrahim Ekren , Antonios Zitridis

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

Statistics Theory · Mathematics 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

The scarcity of labeled data is a long-standing challenge for many machine learning tasks. We propose our gradient flow method to leverage the existing dataset (i.e., source) to generate new samples that are close to the dataset of interest…

Machine Learning · Computer Science 2023-11-06 Xinru Hua , Truyen Nguyen , Tam Le , Jose Blanchet , Viet Anh Nguyen

To determine causal relationships between two variables, approaches based on Functional Causal Models (FCMs) have been proposed by properly restricting model classes; however, the performance is sensitive to the model assumptions, which…

Machine Learning · Computer Science 2022-03-30 Ruibo Tu , Kun Zhang , Hedvig Kjellström , Cheng Zhang

The topic of this study lies in the intersection of two fields. One is related with analyzing transport phenomena in complicated flows.For this purpose, we use so-called coherent sets: non-dispersing, possibly moving regions in the flow's…

Numerical Analysis · Mathematics 2021-07-28 Péter Koltai , Johannes von Lindheim , Sebastian Neumayer , Gabriele Steidl

We present a machine learning based approach to address the study of transport processes, ubiquitous in continuous mechanics, with particular attention to those phenomena ruled by complex micro-physics, impractical to theoretical…

Plasma Physics · Physics 2022-06-16 Francesco Miniati , Gianluca Gregori

Let $\pi_{0}$ and $\pi_{1}$ be two distributions on the Borel space $(\mathbb{R}^{d},\mathcal{B}(\mathbb{R}^{d}))$. Any measurable function $T:\mathbb{R}^{d}\rightarrow\mathbb{R}^{d}$ such that $Y=T(X)\sim\pi_{1}$ if $X\sim\pi_{0}$ is…

Computation · Statistics 2020-01-22 Jeremy Heng , Arnaud Doucet , Yvo Pokern

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

We examine optimal matchings or transport between two stationary random measures. It covers allocation from the Lebesgue measure to a point process and matching a point process to a regular (shifted) lattice. The main focus of the article…

Probability · Mathematics 2026-01-21 Raphaël Lachièze-Rey , D. Yogeshwaran

Causal discovery in the presence of missing data introduces a chicken-and-egg dilemma. While the goal is to recover the true causal structure, robust imputation requires considering the dependencies or, preferably, causal relations among…

Machine Learning · Computer Science 2024-06-04 Vy Vo , He Zhao , Trung Le , Edwin V. Bonilla , Dinh Phung

Predicting how distributions over discrete variables vary over time is a common task in time series forecasting. But whereas most approaches focus on merely predicting the distribution at subsequent time steps, a crucial piece of…

Machine Learning · Computer Science 2023-03-15 Mukul Bhutani , J. Zico Kolter

We extend flow matching to ensembles of linear systems in both deterministic and stochastic settings. Averaging over system parameters induces memory leading to a non-Markovian interpolation problem for the stochastic case. In this setting,…

Optimization and Control · Mathematics 2025-10-17 Daniel Owusu Adu , Yongxin Chen

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

This paper introduces a graph-based, potential-guided method for path planning problems in unknown environments, where obstacles are unknown until the robots are in close proximity to the obstacle locations. Inspired by optimal transport…

Optimization and Control · Mathematics 2019-09-26 Haoyan Zhai , Magnus Egerstedt , Haomin Zhou

We give new computable necessary conditions for a class of optimal transportation problems to have smooth solutions.

Analysis of PDEs · Mathematics 2010-05-25 Paul W. Y. Lee

We present a set-oriented graph-based computational framework for continuous-time optimal transport over nonlinear dynamical systems. We recover provably optimal control laws for steering a given initial distribution in phase space to a…

Dynamical Systems · Mathematics 2018-12-21 Karthik Elamvazhuthi , Piyush Grover

The traffic assignment problem is essential for traffic flow analysis, traditionally solved using mathematical programs under the Equilibrium principle. These methods become computationally prohibitive for large-scale networks due to…

Machine Learning · Computer Science 2026-04-28 Mostafa Ameli , Sulthana Shams , Van Anh Le , Alexander Skabardonis

In this work, we develop a new framework for dynamic network flow problems based on optimal transport theory. We show that the dynamic multi-commodity minimum-cost network flow problem can be formulated as a multi-marginal optimal transport…

Optimization and Control · Mathematics 2021-06-29 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

In this paper, we develop a distributionally robust chance-constrained formulation of the Optimal Power Flow problem (OPF) whereby the system operator can leverage contextual information. For this purpose, we exploit an ambiguity set based…

Optimization and Control · Mathematics 2022-10-05 Adrián Esteban-Pérez , Juan M. Morales

Vehicle platooning facilitates the partial automation of vehicles and can significantly reduce fuel consumption. Mobile communication infrastructure makes it possible to dynamically coordinate the formation of platoons en route. We consider…

Systems and Control · Computer Science 2016-02-25 Sebastian van de Hoef , Karl H. Johansson , Dimos V. Dimarogonas