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Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

Despite the remarkable empirical success of generative models, the available theory on their statistical accuracy in scientific computing remains largely pessimistic. This paper develops a theoretical framework for understanding the…

Machine Learning · Computer Science 2026-05-21 Likun Lin , Zhongjian Wang , Jack Xin , Zhiwen Zhang

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…

Image and Video Processing · Electrical Eng. & Systems 2020-05-12 John Lee , Nicholas P. Bertrand , Christopher J. Rozell

This work studies how the introduction of the entropic regularization term in unbalanced Optimal Transport (OT) models may alter their homogeneity with respect to the input measures. We observe that in common settings (including balanced OT…

Optimization and Control · Mathematics 2022-01-07 Théo Lacombe

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

Optimization and Control · Mathematics 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

Starting from Brenier's relaxed formulation of the incompressible Euler equation in terms of geodesics in the group of measure-preserving diffeomorphisms, we propose a numerical method based on Sinkhorn's algorithm for the entropic…

Numerical Analysis · Mathematics 2018-03-06 Jean-David Benamou , Guillaume Carlier , Luca Nenna

Recently, flow-based generative models have shown superior efficiency compared to diffusion models. In this paper, we study rectified flow models, which constrain transport trajectories to be linear from the base distribution to the data…

Machine Learning · Computer Science 2026-01-29 Hari Krishna Sahoo , Mudit Gaur , Vaneet Aggarwal

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

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…

Statistics Theory · Mathematics 2024-07-24 Thomas Staudt , Shayan Hundrieser

We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of…

Machine Learning · Statistics 2019-06-11 Saied Mahdian , Jose Blanchet , Peter Glynn

This paper investigates the semi-discrete optimal transport (OT) problem with entropic regularization. We characterize the solution using a governing, well-posed ordinary differential equation (ODE). This naturally yields an algorithm to…

Numerical Analysis · Mathematics 2025-04-07 Luca Nenna , Daniyar Omarov , Brendan Pass

We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…

Numerical Analysis · Mathematics 2026-03-03 Axel G. R. Turnquist

This paper studies fixed-rate randomized vector quantization under the constraint that the quantizer's output has a given fixed probability distribution. A general representation of randomized quantizers that includes the common models in…

Information Theory · Computer Science 2016-11-15 Naci Saldi , Tamás Linder , Serdar Yüksel

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

Constraining the maximum likelihood density estimator to satisfy a sufficiently strong constraint, $\log-$concavity being a common example, has the effect of restoring consistency without requiring additional parameters. Since many results…

Econometrics · Economics 2018-11-26 Ryan Cumings-Menon

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

Machine Learning · Computer Science 2018-11-15 Marco Cuturi , Gabriel Peyré

The quadratically regularized optimal transport problem has recently been considered in various applications where the coupling needs to be \emph{sparse}, i.e., the density of the coupling needs to be zero for a large subset of the product…

Analysis of PDEs · Mathematics 2024-08-01 Alejandro Garriz-Molina , Alberto González-Sanz , Gilles Mordant

We study the problem of estimating, in the sense of optimal transport metrics, a measure which is assumed supported on a manifold embedded in a Hilbert space. By establishing a precise connection between optimal transport metrics, optimal…

Machine Learning · Computer Science 2012-09-06 Guillermo D. Canas , Lorenzo Rosasco

We present a discretization of the dynamic optimal transport problem for which we can obtain the convergence rate for the value of the transport cost to its continuous value when the temporal and spatial stepsize vanish. This convergence…

Numerical Analysis · Mathematics 2025-01-30 Sadashige Ishida , Hugo Lavenant
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