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This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

Optimization and Control · Mathematics 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

Optimal transport (OT) measures distances between distributions in a way that depends on the geometry of the sample space. In light of recent advances in computational OT, OT distances are widely used as loss functions in machine learning.…

Methodology · Statistics 2021-06-22 Debarghya Mukherjee , Aritra Guha , Justin Solomon , Yuekai Sun , Mikhail Yurochkin

This paper presents a robust and efficient method for tracking topological features in time-varying scalar data. Structures are tracked based on the optimal matching between persistence diagrams with respect to the Wasserstein metric. This…

Image and Video Processing · Electrical Eng. & Systems 2019-01-03 Maxime Soler , Mélanie Plainchault , Bruno Conche , Julien Tierny

Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…

Machine Learning · Statistics 2025-06-19 Panos Tsimpos , Zhi Ren , Jakob Zech , Youssef Marzouk

Discriminating between distributions is an important problem in a number of scientific fields. This motivated the introduction of Linear Optimal Transportation (LOT), which embeds the space of distributions into an $L^2$-space. The…

Machine Learning · Statistics 2021-05-27 Caroline Moosmüller , Alexander Cloninger

Computing optimal transport (OT) distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. In this paper, we study the problem of approximating the general OT distance…

Data Structures and Algorithms · Computer Science 2023-01-18 Zhao Song , Tianyi Zhou

Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…

Machine Learning · Computer Science 2022-12-27 Shintaro Nakamura , Han Bao , Masashi Sugiyama

Optimal transport (OT) has enjoyed great success in machine learning as a principled way to align datasets via a least-cost correspondence, driven in large part by the runtime efficiency of the Sinkhorn algorithm (Cuturi, 2013). However,…

Machine Learning · Computer Science 2025-08-19 Peter Halmos , Julian Gold , Xinhao Liu , Benjamin J. Raphael

6-Degree of Freedom (6DoF) motion estimation with a combination of visual and inertial sensors is a growing area with numerous real-world applications. However, precise calibration of the time offset between these two sensor types is a…

Robotics · Computer Science 2025-01-06 Yunfei Fan , Tianyu Zhao , Linan Guo , Chen Chen , Xin Wang , Fengyi Zhou

Selecting input features of top relevance has become a popular method for building self-explaining models. In this work, we extend this selective rationalization approach to text matching, where the goal is to jointly select and align text…

Machine Learning · Computer Science 2020-05-28 Kyle Swanson , Lili Yu , Tao Lei

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

Data Structures and Algorithms · Computer Science 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…

Machine Learning · Computer Science 2021-11-15 Weijie Liu , Chao Zhang , Nenggan Zheng , Hui Qian

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

Machine Learning · Computer Science 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

Optimal Transport (OT) offers a powerful framework for finding correspondences between distributions and addressing matching and alignment problems in various areas of computer vision, including shape analysis, image generation, and…

Computer Vision and Pattern Recognition · Computer Science 2026-05-27 Xinran Liu , Elaheh Akbari , Rocio Diaz Martin , Navid NaderiAlizadeh , Soheil Kolouri

We devise a theoretical framework and a numerical method to infer trajectories of a stochastic process from samples of its temporal marginals. This problem arises in the analysis of single cell RNA-sequencing data, which provide high…

Machine Learning · Statistics 2023-04-04 Hugo Lavenant , Stephen Zhang , Young-Heon Kim , Geoffrey Schiebinger

The theory of weak optimal transport (WOT), introduced by [Gozlan et al., 2017], generalizes the classic Monge-Kantorovich framework by allowing the transport cost between one point and the points it is matched with to be nonlinear. In the…

Machine Learning · Statistics 2022-05-24 François-Pierre Paty , Philippe Choné , Francis Kramarz

This is the first part of a general description in terms of mass transport for time-evolving interacting particles systems, at a mesoscopic level. Beyond kinetic theory, our framework naturally applies in biology, computer vision, and…

Analysis of PDEs · Mathematics 2025-08-12 Giovanni Brigati , Jan Maas , Filippo Quattrocchi

Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…

Machine Learning · Computer Science 2021-01-07 Silvia Chiappa , Aldo Pacchiano

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…

Numerical Analysis · Mathematics 2024-11-14 Moaad Khamlich , Federico Pichi , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…

Machine Learning · Computer Science 2023-11-27 Clément Bonet