Related papers: Sparse Regularized Optimal Transport without Curse…
Spatial coupling has recently emerged as a powerful paradigm to construct graphical models that work well under low-complexity message-passing algorithms. Although much progress has been made on the analysis of spatially coupled models…
Linear programs with quadratic regularization are attracting renewed interest due to their applications in optimal transport: unlike entropic regularization, the squared-norm penalty gives rise to sparse approximations of optimal transport…
We study the notion of debiasability for cost functions arising in optimal transport. We call a symmetric cost function $c:\mathscr{X}\times\mathscr{X}\to\mathbb{R}\cup\{+\infty\}$ debiasable if it satisfies $c(x,y)\ge…
We study the estimation of optimal transport (OT) maps between an arbitrary source probability measure and a log-concave target probability measure. Our contributions are twofold. First, we propose a new evolution equation in the set of…
Regularization by the Shannon entropy enables us to efficiently and approximately solve optimal transport problems on a finite set. This paper is concerned with regularized optimal transport problems via Bregman divergence. We introduce the…
This article addresses regularity of optimal transport maps for cost="squared distance" on Riemannian manifolds that are products of arbitrarily many round spheres with arbitrary sizes and dimensions. Such manifolds are known to be…
An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…
We study the stability of entropically regularized optimal transport with respect to the marginals. Given marginals converging weakly, we establish a strong convergence for the Schr\"odinger potentials describing the density of the optimal…
We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the…
Information geometry and optimal transport are two distinct geometric frameworks for modeling families of probability measures. During the recent years, there has been a surge of research endeavors that cut across these two areas and…
We study the potential functions that determine the optimal density for $\varepsilon$-entropically regularized optimal transport, the so-called Schr\"odinger potentials, and their convergence to the counterparts in classical optimal…
In this work, we use the JKO scheme to approximate a general class of diffusion problems generated by Darcy's law. Although the scheme is now classical, if the energy density is spatially inhomogeneous or irregular, many standard methods…
This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…
We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…
In this paper, we formulate the problem of inferring a Finite Mixture Model from discrete data as an optimal transport problem with entropic regularization of parameter $\lambda\geq 0$. Our method unifies hard and soft clustering, the…
We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…
We consider the problem of robotic planning under uncertainty in this paper. This problem may be posed as a stochastic optimal control problem, a solution to which is fundamentally intractable owing to the infamous "curse of…
We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…
We introduce the Sinkhorn treatment effect, an entropic optimal transport measure of divergence between counterfactual distributions. Unlike classical quantities such as the average treatment effect, this measure captures differences across…