Related papers: A Benamou-Brenier formulation for the multi-margin…
We present a primal-dual dynamical formulation of the multi-marginal optimal transport problem for (semi-)convex cost functions. Even in the two-marginal setting, this formulation applies to cost functions not covered by the classical…
We formulate and study an optimal transportation problem with infinitely many marginals; this is a natural extension of the multi-marginal problem studied by Gangbo and Swiech (1998). We prove results on the existence, uniqueness and…
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…
We introduce and study a multi-marginal optimal partial transport problem. Under a natural and sharp condition on the dominating marginals, we establish uniqueness of the optimal plan. Our strategy of proof establishes and exploits a…
We extend the Benamou-Brenier formula from classical optimal transport to weak optimal transport and show that the barycentric optimal transport problem studied by Gozlan and Juillet has a dynamic analogue. We also investigate a martingale…
We show that the problem of finding the barycenter in the Hellinger-Kantorovich setting admits a least-cost soft multi-marginal formulation, provided that a one-sided hard marginal constraint is introduced. The constrained approach is then…
We consider the multi-marginal optimal transport of aligning several compactly supported marginals on the Heisenberg group to minimize the total cost, which we take to be the sum of the squared Carnot-Carath\'eodory distances from the…
The dynamical formulation of optimal transport, also known as Benamou-Brenier formulation or Computational Fluid Dynamics formulation, amounts to write the optimal transport problem as the optimization of a convex functional under a PDE…
We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…
We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…
The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…
We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…
In classical optimal transport, the contributions of Benamou$-$Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical…
We study a multi-marginal optimal transportation problem on a Riemannian manifold, with cost function given by the average distance squared from multiple points to their barycenter. Under a standard regularity condition on the first…
Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…
We propose a variational model with diffeomorphic optimal transportation for joint image reconstruction and motion estimation. The proposed model is a production of assembling the Wasserstein distance with the Benamou--Brenier formula in…
In this paper, we introduce a dynamical urban planning model. This leads us to study a system of nonlinear equations coupled through multi-marginal optimal transport problems. A simple case consists in solving two equations coupled through…
We introduce a Benamou-Brenier formulation for the continuous-time martingale optimal transport problem as a weak length relaxation of its discrete-time counterpart. By the correspondence between classical martingale problems and…
Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…