Related papers: Convergence rates for regularized unbalanced optim…
Capacity constrained optimal transport is a variant of optimal transport, which adds extra constraints on the set of feasible couplings in the original optimal transport problem to limit the mass transported between each pair of source and…
We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…
Optimal transport (OT) has profoundly impacted machine learning by providing theoretical and computational tools to realign datasets. In this context, given two large point clouds of sizes $n$ and $m$ in $\mathbb{R}^d$, entropic OT (EOT)…
Transport systems on networks are crucial in various applications, but face a significant risk of being adversely affected by unforeseen circumstances such as disasters. The application of entropy-regularized optimal transport (OT) on graph…
This paper introduces a framework that utilizes the Safe Screening technique to accelerate the optimization process of the Unbalanced Optimal Transport (UOT) problem by proactively identifying and eliminating zero elements in the sparse…
We propose dynamical optimal transport (OT) problems constrained in a parameterized probability subset. In application problems such as deep learning, the probability distribution is often generated by a parameterized mapping function. In…
The modeling of phenomenological structure is a crucial aspect in inverse imaging problems. One emerging modeling tool in computational imaging is the optimal transport framework. Its ability to model geometric displacements across an…
This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…
We study the quadratically regularized optimal transport (QOT) problem for quadratic cost and compactly supported marginals $\mu$ and $\nu$. It has been empirically observed that the optimal coupling $\pi_\epsilon$ for the QOT problem has…
We introduce and study a simple model capturing the main features of unbalanced optimal transport. It is based on equipping the conical extension of the group of all diffeomorphisms with a natural metric, which allows a Riemannian…
It is often desired that ordinal regression models yield unimodal predictions. However, in many recent works this characteristic is either absent, or implemented using soft targets, which do not guarantee unimodal outputs at inference. In…
This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…
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 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…
In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…
In graph analysis, a classic task consists in computing similarity measures between (groups of) nodes. In latent space random graphs, nodes are associated to unknown latent variables. One may then seek to compute distances directly in the…
In machine learning and computer graphics, a fundamental task is the approximation of a probability density function through a well-dispersed collection of samples. Providing a formal metric for measuring the distance between probability…
Lexical semantic change detection aims to identify shifts in word meanings over time. While existing methods using embeddings from a diachronic corpus pair estimate the degree of change for target words, they offer limited insight into…
Analysis of the convergence rates of modern convex optimization algorithms can be achived through binary means: analysis of emperical convergence, or analysis of theoretical convergence. These two pathways of capturing information diverge…
Optimal transport maps and plans between two absolutely continuous measures $\mu$ and $\nu$ can be approximated by solving semi-discrete or fully-discrete optimal transport problems. These two problems ensue from approximating $\mu$ or both…