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The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

Machine Learning · Computer Science 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

We investigate the problem of sampling from posterior distributions with intractable normalizing constants in Bayesian inference. Our solution is a new generative modeling approach based on optimal transport (OT) that learns a deterministic…

Computation · Statistics 2026-03-03 Ke Li , Wei Han , Yuexi Wang , Yun Yang

In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…

Probability · Mathematics 2022-02-22 Lei Yu

Missing data is a crucial issue when applying machine learning algorithms to real-world datasets. Starting from the simple assumption that two batches extracted randomly from the same dataset should share the same distribution, we leverage…

Machine Learning · Statistics 2020-07-02 Boris Muzellec , Julie Josse , Claire Boyer , Marco Cuturi

Optimal transport (OT) theory has attracted much attention in machine learning and signal processing applications. OT defines a notion of distance between probability distributions of source and target data points. A crucial factor that…

Machine Learning · Computer Science 2024-09-17 Pratik Jawanpuria , Dai Shi , Bamdev Mishra , Junbin Gao

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…

We study statistical inference for the optimal transport (OT) map (also known as the Brenier map) from a known absolutely continuous reference distribution onto an unknown finitely discrete target distribution. We derive limit distributions…

Statistics Theory · Mathematics 2024-05-21 Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…

Machine Learning · Statistics 2020-06-17 Yasunori Akagi , Yusuke Tanaka , Tomoharu Iwata , Takeshi Kurashima , Hiroyuki Toda

This paper proposes a Multimarginal Optimal Transport ($MOT$) approach for simultaneously comparing $k\geq 2$ measures supported on finite subsets of $\mathbb{R}^d$, $d \geq 1$. We derive asymptotic distributions of the optimal value of the…

Statistics Theory · Mathematics 2025-09-04 Natalia Kravtsova

Optimal transport (OT) is attracting increasing attention in machine learning. It aims to transport a source distribution to a target one at minimal cost. In its vanilla form, the source and target distributions are predetermined, which…

Machine Learning · Computer Science 2024-01-23 Liangliang Shi , Zhaoqi Shen , Junchi Yan

Optimal transport (OT) is a widely used technique for distribution alignment, with applications throughout the machine learning, graphics, and vision communities. Without any additional structural assumptions on trans-port, however, OT can…

Machine Learning · Computer Science 2021-07-20 Chi-Heng Lin , Mehdi Azabou , Eva L. Dyer

The nonlinear filtering problem is concerned with finding the conditional probability distribution (posterior) of the state of a stochastic dynamical system, given a history of partial and noisy observations. This paper presents a…

Optimization and Control · Mathematics 2024-03-26 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

Optimal transport (OT) is a powerful geometric tool for comparing two distributions and has been employed in various machine learning applications. In this work, we propose a novel OT formulation that takes feature correlations into account…

Machine Learning · Computer Science 2021-10-08 Pratik Jawanpuria , N T V Satyadev , Bamdev Mishra

Optimal transport (OT) is a powerful framework to compare probability measures, a fundamental task in many statistical and machine learning problems. Substantial advances have been made in designing OT variants which are either…

Machine Learning · Computer Science 2025-02-04 Clément Bonet , Kimia Nadjahi , Thibault Séjourné , Kilian Fatras , Nicolas Courty

Factorial designs are frequently used in different fields of science, e.g. psychological, medical or biometric studies. Standard approaches, as the ANOVA $F$-test, make different assumptions on the distribution of the error terms, the…

Methodology · Statistics 2018-02-21 Maria Umlauft

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

Optimal transport distances (OT) have been widely used in recent work in Machine Learning as ways to compare probability distributions. These are costly to compute when the data lives in high dimension. Recent work by Paty et al., 2019,…

Machine Learning · Computer Science 2021-11-10 Patric M. Fulop , Vincent Danos

Distributional data have become increasingly prominent in modern signal processing, highlighting the necessity of computing optimal transport (OT) maps across multiple probability distributions. Nevertheless, recent studies on neural OT…

Machine Learning · Computer Science 2025-04-25 Mingchen Jiang , Peng Xu , Xichen Ye , Xiaohui Chen , Yun Yang , Yifan Chen

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

Machine Learning · Statistics 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard

We study optimal transport (OT) problem for probability measures supported on a tree metric space. It is known that such OT problem (i.e., tree-Wasserstein (TW)) admits a closed-form expression, but depends fundamentally on the underlying…

Machine Learning · Statistics 2024-03-04 Tam Le , Truyen Nguyen , Kenji Fukumizu