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We study the problem of quantization of discrete probability distributions, arising in universal coding, as well as other applications. We show, that in many situations this problem can be reduced to the covering problem for the unit…

Information Theory · Computer Science 2010-08-24 Yuriy A. Reznik

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…

Optimization and Control · Mathematics 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

This paper addresses the optimization problem of minimizing non-convex continuous functions, which is relevant in the context of high-dimensional machine learning applications characterized by over-parametrization. We analyze a randomized…

Machine Learning · Computer Science 2025-02-28 Jim Zhao , Aurelien Lucchi , Nikita Doikov

We study a 1D transport equation with nonlocal velocity. First, we prove eventual regularization of the viscous regularization when dissipation is in the supercritical range with non-negative initial data. Next, we will prove global…

Analysis of PDEs · Mathematics 2013-10-24 Tam Do

We discuss the mathematical modeling and numerical discretization of transport problems on one-dimensional networks. Suitable coupling conditions are derived that guarantee conservation of mass across network junctions and dissipation of a…

Numerical Analysis · Mathematics 2020-01-23 Herbert Egger , Nora Philippi

This paper presents a fast algorithm for computing transport properties of two-dimensional Dirac operators with linear domain walls, which model the macroscopic behavior of the robust and asymmetric transport observed at an interface…

Mathematical Physics · Physics 2023-05-17 Guillaume Bal , Jeremy G Hoskins , Zhongjian Wang

In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is…

Probability · Mathematics 2010-09-02 Rémi Rhodes , Vincent Vargas

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

Statistics Theory · Mathematics 2024-12-10 Bernard Bercu , Jérémie Bigot

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…

Machine Learning · Computer Science 2024-03-11 Jean-Frédéric Diebold , Nicolas Papadakis , Arnaud Dessein , Charles-Alban Deledalle

Grogan et al [11,12] have recently proposed a solution to colour transfer by minimising the Euclidean distance L2 between two probability density functions capturing the colour distributions of two images (palette and target). It was shown…

Computer Vision and Pattern Recognition · Computer Science 2019-07-15 Rozenn Dahyot , Hana Alghamdi , Mairead Grogan

We consider the minimization of non-convex functions that typically arise in machine learning. Specifically, we focus our attention on a variant of trust region methods known as cubic regularization. This approach is particularly attractive…

Machine Learning · Computer Science 2017-07-04 Jonas Moritz Kohler , Aurelien Lucchi

We investigate the Cauchy problem for a quasilinear equation with transport rough input of the form $\mathrm{d} u-\partial_i(a^{ij}(u)\partial_j u)\mathrm{d} t =\mathrm{d} \mathbf{X}_t^i(x)\partial_i u_t,$ $u_0\in L^2$ on the torus $\mathbb…

Probability · Mathematics 2020-12-16 Antoine Hocquet

Interpolating between measures supported by polygonal or polyhedral domains is a problem that has been recently addressed by the semi-discrete optimal transport framework. Within this framework, one of the domains is discretized with a set…

Optimization and Control · Mathematics 2022-06-10 Agathe Herrou , Bruno Lévy , Vincent Nivoliers , Nicolas Bonneel , Julie Digne

We consider a probabilistic model for large-scale task allocation problems for multi-agent systems, aiming to determine an optimal deployment strategy that minimizes the overall transport cost. Specifically, we assign transportation agents…

Systems and Control · Electrical Eng. & Systems 2025-03-13 Anqi Dong , Karl H. Johansson , Johan Karlsson

We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…

Optimization and Control · Mathematics 2026-04-29 Marcel Nutz , Chenyang Zhong

We address optimal control problems on the space of measures for an objective containing a smooth functional and an optimal transport regularization. That is, the quadratic Monge-Kantorovich distance between a given prior measure and the…

Optimization and Control · Mathematics 2025-10-27 Nicolas Borchard , Gerd Wachsmuth

We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure $\mu$ is transported to a discrete target measure $\nu$, with particular attention to the OT map approximation. In this setting, Stochastic…

In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…

Optimization and Control · Mathematics 2023-07-12 Stefano Cipolla , Jacek Gondzio , Filippo Zanetti

As the title suggests, this is the third paper in a series addressing bilevel optimization problems that are governed by the Kantorovich problem of optimal transport. These tasks can be reformulated as mathematical problems with…

Optimization and Control · Mathematics 2025-09-03 Sebastian Hillbrecht