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The optimal transport (OT) map is a geometry-driven transformation between high-dimensional probability distributions which underpins a wide range of tasks in statistics, applied probability, and machine learning. However, existing…
We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalence forms of the multimarginal POT problem in terms of…
Many machine learning problems involve data supported on curved spaces such as spheres, rotation groups, hyperbolic spaces, and general Riemannian manifolds, where Euclidean geometry can distort distances, averages, and the resulting…
This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…
Learning to align multiple datasets is an important problem with many applications, and it is especially useful when we need to integrate multiple experiments or correct for confounding. Optimal transport (OT) is a principled approach to…
We study partially linear models when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked. This type of data combination problem arises very frequently in empirical microeconomics.…
Regularizing the optimal transport (OT) problem has proven crucial for OT theory to impact the field of machine learning. For instance, it is known that regularizing OT problems with entropy leads to faster computations and better…
Trajectory inference seeks to recover the temporal dynamics of a population from snapshots of its (uncoupled) temporal marginals, i.e. where observed particles are not tracked over time. Prior works addressed this challenging problem under…
In the realm of computer vision and graphics, accurately establishing correspondences between geometric 3D shapes is pivotal for applications like object tracking, registration, texture transfer, and statistical shape analysis. Moving…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
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…
Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…
Empirical researchers increasingly use upstream machine-learning (ML) methods to construct proxies for latent target variables from complex, unstructured data. A naive plug-in use of such proxies in downstream econometric models, however,…
Detecting anomalies in datasets is a longstanding problem in machine learning. In this context, anomalies are defined as a sample that significantly deviates from the remaining data. Meanwhile, optimal transport (OT) is a field of…
Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…
We present a novel reduced-order Model (ROM) that leverages optimal transport (OT) theory and displacement interpolation to enhance the representation of nonlinear dynamics in complex systems. While traditional ROM techniques face…
Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…
Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…
This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to…
We propose a novel approach based on optimal transport (OT) for tackling the problem of highly mixed data in blind hyperspectral unmixing. Our method constrains the distribution of the estimated abundance matrix to resemble a targeted…