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We define a new two-parameter family of metrics on subsets of Borel probability measures on general metric fiber bundles, called the $ \textit{disintegrated Monge--Kantorovich metrics}$. This family contains the classical Monge-Kantorovich…

Metric Geometry · Mathematics 2026-02-17 Jun Kitagawa , Asuka Takatsu

In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the optimal…

Machine Learning · Computer Science 2020-06-19 Ashok Vardhan Makkuva , Amirhossein Taghvaei , Sewoong Oh , Jason D. Lee

Describing shapes by suitable measures in object segmentation, as proposed in [24], allows to combine the advantages of the representations as parametrized contours and indicator functions. The pseudo-Riemannian structure of optimal…

Differential Geometry · Mathematics 2013-09-10 Bernhard Schmitzer , Christoph Schnörr

This paper defines a new transport metric over the space of non-negative measures. This metric interpolates between the quadratic Wasserstein and the Fisher-Rao metrics and generalizes optimal transport to measures with different masses. It…

Analysis of PDEs · Mathematics 2015-07-13 Lenaic Chizat , Bernhard Schmitzer , Gabriel Peyré , François-Xavier Vialard

We present a toolkit of directed distances between quantile functions. By employing this, we solve some new optimal transport (OT) problems which e.g. considerably flexibilize some prominent OTs expressed through Wasserstein distances.

Information Theory · Computer Science 2021-07-02 Wolfgang Stummer

We consider symmetric multi-marginal Kantorovich optimal transport problems on finite state spaces with uniform-marginal constraint. These problems consist of minimizing a linear objective function over a high-dimensional polytope, here…

Analysis of PDEs · Mathematics 2021-10-29 Daniela Vögler

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

Statistics Theory · Mathematics 2019-11-05 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasserstein distances suffers from a severe curse of…

Statistics Theory · Mathematics 2020-01-28 Ziv Goldfeld , Kristjan Greenewald

The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…

Machine Learning · Computer Science 2024-10-18 Xinran Liu , Rocío Díaz Martín , Yikun Bai , Ashkan Shahbazi , Matthew Thorpe , Akram Aldroubi , Soheil Kolouri

We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost $c(x,y)$ which is not finite everywhere, but coincides with $|x-y|^2$ if the displacement $y-x$ belongs to a given convex set $C$ and it is…

Optimization and Control · Mathematics 2011-10-17 Chloé Jimenez , Filippo Santambrogio

The classical duality theory of Kantorovich and Kellerer for the classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach…

Functional Analysis · Mathematics 2017-10-25 Ibrahim Ekren , H. Mete Soner

We study optimal transportation with the quadratic cost function in geodesic metric spaces satisfying suitable non-branching assumptions. We introduce and study the notions of slope along curves and along geodesics and we apply the latter…

Metric Geometry · Mathematics 2011-11-23 Luigi Ambrosio , Tapio Rajala

Causal optimal transport and adapted Wasserstein distance have applications in different fields from optimization to mathematical finance and machine learning. The goal of this article is to provide equivalent formulations of these concepts…

Probability · Mathematics 2024-07-01 Mathias Beiglböck , Susanne Pflügl , Stefan Schrott

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

Machine Learning · Statistics 2014-03-25 Marco Cuturi

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

Statistics Theory · Mathematics 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

Optimal transportation problem seeks for a coupling $\pi$ of two probability measures $\mu$ and $\nu$ which minimize the total cost $\int c d\pi$, which is linear in $\pi$. In this paper, we introduce a variation of optimal transportation…

Optimization and Control · Mathematics 2025-02-06 Seonghyeon Jeong

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

The Wasserstein metric has become increasingly important in many machine learning applications such as generative modeling, image retrieval and domain adaptation. Despite its appeal, it is often too costly to compute. This has motivated…

Machine Learning · Computer Science 2025-06-04 Jonathan Bobrutsky , Amit Moscovich

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

Optimization and Control · Mathematics 2018-01-23 Robert J McCann
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