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We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

Probability · Mathematics 2025-11-03 Karol Bołbotowski

Optimal transport is a machine learning problem with applications including distribution comparison, feature selection, and generative adversarial networks. In this paper, we propose feature-robust optimal transport (FROT) for…

Gradients of neural networks encode valuable information for optimization, editing, and analysis of models. Therefore, practitioners often treat gradients as inputs to task-specific algorithms, e.g. for pruning or optimization. Recent works…

Machine Learning · Computer Science 2025-10-14 Yoav Gelberg , Yam Eitan , Aviv Navon , Aviv Shamsian , Theo , Putterman , Michael Bronstein , Haggai Maron

We consider a PDE approach to numerically solving the optimal transportation problem on the sphere. We focus on both the traditional squared geodesic cost and a logarithmic cost, which arises in the reflector antenna design problem. At each…

Numerical Analysis · Mathematics 2021-07-09 Brittany Froese Hamfeldt , Axel G. R. Turnquist

Training data are usually limited or heterogeneous in many chemical and biological applications. Existing machine learning models for chemistry and materials science fail to consider generalizing beyond training domains. In this article, we…

Machine Learning · Computer Science 2023-10-31 Fang Wu , Nicolas Courty , Shuting Jin , Stan Z. Li

The use of distances based on optimal transportation has recently shown promise for discrimination of power spectra. In particular, spectral estimation methods based on l1 regularization as well as covariance based methods can be shown to…

Computer Vision and Pattern Recognition · Computer Science 2019-04-09 Ali Sadeghian , Deoksu Lim , Johan Karlsson , Jian Li

Recently, researchers proposed various low-precision gradient compression, for efficient communication in large-scale distributed optimization. Based on these work, we try to reduce the communication complexity from a new direction. We…

Machine Learning · Computer Science 2019-01-25 Jianqiao Wangni , Ke Li , Jianbo Shi , Jitendra Malik

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework…

Machine Learning · Computer Science 2019-06-26 Yujia Xie , Minshuo Chen , Haoming Jiang , Tuo Zhao , Hongyuan Zha

Optimal transport (OT) and unbalanced optimal transport (UOT) are central in many machine learning, statistics and engineering applications. 1D OT is easily solved, with complexity O(n log n), but no efficient algorithm was known for 1D…

Performance · Computer Science 2024-02-15 Gabriel Gouvine

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

Data Structures and Algorithms · Computer Science 2025-01-14 Sina Moradi

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

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

This article reviews the use of first order convex optimization schemes to solve the discretized dynamic optimal transport problem, initially proposed by Benamou and Brenier. We develop a staggered grid discretization that is well adapted…

Numerical Analysis · Mathematics 2014-02-11 Nicolas Papadakis , Gabriel Peyré , Edouard Oudet

A simple procedure to map two probability measures in $\mathbb{R}^d$ is the so-called \emph{Knothe-Rosenblatt rearrangement}, which consists in rearranging monotonically the marginal distributions of the last coordinate, and then the…

Optimization and Control · Mathematics 2008-10-24 Guillaume Carlier , Alfred Galichon , Filippo Santambrogio

We consider the transfer operators of non-uniformly expanding maps for potentials of various regularity, and show that a specific property of potentials ("flatness") implies a Ruelle-Perron-Frobenius Theorem and a decay of the transfer…

Classical Analysis and ODEs · Mathematics 2022-07-14 Benoît Kloeckner

In this paper, we develop several related finite dimensional variational principles for discrete optimal transport (DOT), Minkowski type problems for convex polytopes and discrete Monge-Ampere equation (DMAE). A link between the discrete…

Geometric Topology · Mathematics 2013-02-25 Xianfeng Gu , Feng Luo , Jian Sun , S. -T. Yau

We develop an $\e$-regularity theory at the boundary for a general class of Monge-Amp\`ere type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between H\"older densities supported on $C^2$…

Analysis of PDEs · Mathematics 2014-12-19 Shibing Chen , Alessio Figalli

Weak optimal transport generalizes the classical theory of optimal transportation to nonlinear cost functions and covers a range of problems that lie beyond the traditional theory - including entropic transport, martingale transport, and…

Probability · Mathematics 2025-07-16 Filip Pramenković

We propose a new algorithm that uses an auxiliary neural network to express the potential of the optimal transport map between two data distributions. In the sequel, we use the aforementioned map to train generative networks. Unlike WGANs,…

Machine Learning · Computer Science 2020-04-21 Vaios Laschos , Jan Tinapp , Klaus Obermayer

This paper presents a widely applicable approach to solving (multi-marginal, martingale) optimal transport and related problems via neural networks. The core idea is to penalize the optimization problem in its dual formulation and reduce it…

Optimization and Control · Mathematics 2019-01-28 Stephan Eckstein , Michael Kupper