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The optimal transport problem for measures supported on non-Euclidean spaces has recently gained ample interest in diverse applications involving representation learning. In this paper, we focus on circular probability measures, i.e.,…
We propose a general framework of mass transport between vector-valued measures, which will be called simultaneous optimal transport (SOT). The new framework is motivated by the need to transport resources of different types simultaneously,…
Flow matching has recently emerged as a powerful framework for continuous-time generative modeling. However, when applied to long-tailed distributions, standard flow matching suffers from majority bias, producing minority modes with low…
In compact settings, the convergence rate of the empirical optimal transport cost to its population value is well understood for a wide class of spaces and cost functions. In unbounded settings, however, hitherto available results require…
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…
The goal of optimal transport (OT) is to find optimal assignments or matchings between data sets which minimize the total cost for a given cost function. However, sometimes the cost function is unknown but we have access to (parts of) the…
This paper addresses the problem of estimating entropy-regularized optimal transport (EOT) maps with squared-Euclidean cost between source and target measures that are subGaussian. In the case that the target measure is compactly supported…
This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two…
In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through $\phi$-divergences and Wasserstein distances, respectively. While the former focuses on ambiguity in…
Optimal Transport (OT) has fueled machine learning (ML) across many domains. When paired data measurements $(\boldsymbol{\mu}, \boldsymbol{\nu})$ are coupled to covariates, a challenging conditional distribution learning setting arises.…
In past work on fairness in machine learning, the focus has been on forcing the prediction of classifiers to have similar statistical properties for people of different demographics. To reduce the violation of these properties, fairness…
We study the semi-discrete formulation of one-dimensional partial optimal transport with quadratic cost, where a probability density is partially transported to a finite sum of Dirac masses of smaller total mass. This problem arises…
Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…
The power and flexibility of Optimal Transport (OT) have pervaded a wide spectrum of problems, including recent Machine Learning challenges such as unsupervised domain adaptation. Its essence of quantitatively relating two probability…
This article gives an introduction to optimal transport, a mathematical theory that makes it possible to measure distances between functions (or distances between more general objects), to interpolate between objects or to enforce…
Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…
In this paper, we introduce a primal-dual algorithm for solving (martingale) optimal transportation problems, with cost functions satisfying the twist condition, close to the one that has been used recently for training generative…
Imbalance in covariate distributions leads to biased estimates of causal effects. Weighting methods attempt to correct this imbalance but rely on specifying models for the treatment assignment mechanism, which is unknown in observational…
Algorithmic trading refers to executing buy and sell orders for specific assets based on automatically identified trading opportunities. Strategies based on reinforcement learning (RL) have demonstrated remarkable capabilities in addressing…
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…