Related papers: The Monge optimal transport barycenter problem
We study a new variant of mathematical prediction-correction model for crowd motion. The prediction phase is handled by a transport equation where the vector field is computed via an eikonal equation $\Vert \nabla\varphi\Vert=f$, with a…
A likelihood-free transport filtering method is proposed based on the couplings between state and observation variables. By exploiting a block-triangular structure in the transport map, the analysis step of filtering is reformulated as the…
In the statistical problem of denoising, Bayes and empirical Bayes methods can "overshrink" their output relative to the latent variables of interest. This work is focused on constrained denoising problems which mitigate such phenomena. At…
We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…
Traditional approaches to the design of multi-agent navigation algorithms consider the environment as a fixed constraint, despite the obvious influence of spatial constraints on agents' performance. Yet hand-designing improved environment…
Trajectory prediction is crucial for the reliability and safety of autonomous driving systems, yet it remains a challenging task in complex interactive scenarios due to noisy trajectory observations and intricate agent interactions.…
Computational implementation of optimal transport barycenters for a set of target probability measures requires a form of approximation, a widespread solution being empirical approximation of measures. We provide an $O(\sqrt{N/n})$…
This paper studies the numerical solution of traveling singular sources problems. In such problems, a big challenge is the sources move with different speeds, which are described by some ordinary differential equations. A…
In this paper, we study a spline collocation method for a numerical solution to the optimal transport problem We mainly solve the \MAE with the second boundary condition numerically by proposing a center matching algorithm. We prove a…
Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…
We present a dynamical version for the multi-marginal optimal transport problem with infimal convolution cost, using the theory of Wasserstein barycentres. We show, how our formulation relates to the dynamical version of the multi-marginal…
We study the problem of bounding path-dependent expectations (within any finite time horizon $d$) over the class of discrete-time martingales whose marginal distributions lie within a prescribed tolerance of a given collection of benchmark…
We propose a numerical method for solving the multi-marginal Monge problem, which extends the classical Monge formulation to settings involving multiple target distributions. Our approach is based on the Hilbert space embedding of…
This paper presents a systematic approach for analyzing the departure-time choice equilibrium (DTCE) problem of a single bottleneck with heterogeneous commuters. The approach is based on the fact that the DTCE is equivalently represented as…
Inspired by the Boltzmann kinetics, we propose a collision-based dynamics with a Monte Carlo solution algorithm that approximates the solution of the multi-marginal optimal transport problem via randomized pairwise swapping of sample…
We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…
We study the Monge and Kantorovich transportation problems on $\mathbb{R}^{\infty}$ within the class of exchangeable measures. With the help of the de Finetti decomposition theorem the problem is reduced to an unconstrained optimal…
A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…
This paper mainly addresses the Monge mass transfer problem in the 1-D case. Through an ingenious approximation mechanism, one transforms the Monge problem into a sequence of minimization problems, which can be converted into a sequence of…
Paper provides a method for solving the reverse Monge-Kantorovich transport problem (TP). It allows to accumulate positive decision-taking experience made by decision-taker in situations that can be presented in the form of TP. The initial…