English
Related papers

Related papers: Vector valued optimal transport: from dynamic to s…

200 papers

In recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…

Numerical Analysis · Mathematics 2020-09-14 Robert J. Berman

We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier. Our extension allows optimal transfer of unnormalized and unequal masses. We…

Optimization and Control · Mathematics 2019-10-23 Wilfrid Gangbo , Wuchen Li , Stanley Osher , Michael Puthawala

We propose a technique for interpolating between probability distributions on discrete surfaces, based on the theory of optimal transport. Unlike previous attempts that use linear programming, our method is based on a dynamical formulation…

Analysis of PDEs · Mathematics 2018-09-20 Hugo Lavenant , Sebastian Claici , Edward Chien , Justin Solomon

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

We introduce an optimal transport-based model for learning a metric tensor from cross-sectional samples of evolving probability measures on a common Riemannian manifold. We neurally parametrize the metric as a spatially-varying matrix field…

Machine Learning · Computer Science 2023-03-08 Christopher Scarvelis , Justin Solomon

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

In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph $G$. Different graph structures lead to different specifications of the optimal transport problem. For…

Statistics Theory · Mathematics 2024-07-08 Patrick Cheridito , Stephan Eckstein

Optimal transport theory has recently found many applications in machine learning thanks to its capacity for comparing various machine learning objects considered as distributions. The Kantorovitch formulation, leading to the Wasserstein…

Machine Learning · Statistics 2018-11-08 Titouan Vayer , Laetita Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…

Optimization and Control · Mathematics 2025-12-11 Mao Nishino , Martin Bauer , Tom Needham , Nicolas Charon

We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…

Functional Analysis · Mathematics 2023-03-06 Krzysztof J. Ciosmak

Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…

Machine Learning · Computer Science 2023-11-27 Clément Bonet

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

In this paper we propose and study a novel optimal transport based regularization of linear dynamic inverse problems. The considered inverse problems aim at recovering a measure valued curve and are dynamic in the sense that (i) the…

Functional Analysis · Mathematics 2023-04-26 Kristian Bredies , Silvio Fanzon

Given a family of probability measures in P(X), the space of probability measures on a Hilbert space X, our goal in this paper is to highlight one ore more curves in P(X) that summarize efficiently that family. We propose to study this…

Machine Learning · Statistics 2015-11-24 Vivien Seguy , Marco Cuturi

In this paper we develop a rigorous foundation for the study of integration and measures on the space $\mathscr{G}(V)$ of all graphs defined on a countable labelled vertex set $V$. We first study several interrelated $\sigma$-algebras and a…

Classical Analysis and ODEs · Mathematics 2015-06-05 Apoorva Khare , Bala Rajaratnam

In this paper we consider the Benamou-Brenier formulation of optimal transport for nonlinear control affine systems on $\Rd$, removing the compactness assumption of the underlying manifold in previous work by the author. By using Bernard's…

Optimization and Control · Mathematics 2025-05-02 Karthik Elamvazhuthi

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

Machine Learning · Statistics 2025-05-13 Gabriel Peyré

Optimal transport and its related problems, including optimal partial transport, have proven to be valuable tools in machine learning for computing meaningful distances between probability or positive measures. This success has led to a…

Machine Learning · Computer Science 2023-07-26 Xinran Liu , Yikun Bai , Huy Tran , Zhanqi Zhu , Matthew Thorpe , Soheil Kolouri

In this paper we propose a gauge-theoretic approach to the problems of optimal mass transport for vector and matrix densities. This resolves both the issues of positivity and action transitivity constraints. Bures-type metrics on the…

Differential Geometry · Mathematics 2025-10-03 Boris Khesin , Klas Modin

Permutation tests enable testing statistical hypotheses in situations when the distribution of the test statistic is complicated or not available. In some situations, the test statistic under investigation is multivariate, with the multiple…

Methodology · Statistics 2023-11-08 Zdeněk Hlávka , Daniel Hlubinka , Šárka Hudecová