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We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…

Machine Learning · Statistics 2014-06-18 Marco Cuturi , Arnaud Doucet

In this work we prove the existence and uniqueness of the optimal transport map for $L^p$-Wasserstein distance with $p>1$, and particularly present an explicit expression of the optimal transport map for the case $p=2$. As an application,…

Probability · Mathematics 2018-03-01 Jinghai Shao

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

Optimization and Control · Mathematics 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

We study the optimal transport problem in sub-Riemannian manifolds where the cost function is given by the square of the sub-Riemannian distance. Under appropriate assumptions, we generalize Brenier-McCann's Theorem proving existence and…

Optimization and Control · Mathematics 2009-10-15 Alessio Figalli , Ludovic Rifford

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…

Optimization and Control · Mathematics 2024-03-04 Guillaume Carlier , Lénaïc Chizat , Maxime Laborde

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

Machine Learning · Statistics 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

We study sparse optimal control of a non-local continuity equation, where the goal is to steer a distribution via finitely many controllable agents or actuators. This model arises naturally in mean-field multi-agent systems and takes the…

Optimization and Control · Mathematics 2026-03-03 Enrico Sartor , Florian Dörfler , Nicolas Lanzetti

In this paper we analyze a mass transportation problem in a bounded domain with the possibility to transport mass to/from the boundary, paying the transport cost, that is given by the Euclidean distance plus an extra cost depending on the…

Functional Analysis · Mathematics 2016-09-28 Samer Dweik

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…

Machine Learning · Statistics 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe

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

We present a dynamical version for the multi-marginal optimal transport problem with infimal convolution cost, using the theory of Wasserstein barycentres. We show, how our formulation relates to the dynamical version of the multi-marginal…

Optimization and Control · Mathematics 2025-12-16 Friedemann Krannich

Let $f: [0,1]^d \rightarrow \mathbb{R}$ be a continuous function with zero mean and interpret $f_{+} = \max(f, 0)$ and $f_{-} = -\min(f, 0)$ as the densities of two measures. We prove that if the cost of transport from $f_{+}$ to $f_{-}$ is…

Classical Analysis and ODEs · Mathematics 2019-05-22 Amir Sagiv , Stefan Steinerberger

We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p $\in$ [1, $\infty$) between the empirical measure of independent and identically distributed R d-valued random variables…

Probability · Mathematics 2018-12-21 Jérôme Dedecker , Florence Merlevède

Metro networks serve as good examples of traffic systems for understanding the relations between geometric structures and transport properties.We study and compare 28 world major metro networks in terms of the Wasserstein distance, the key…

Physics and Society · Physics 2014-04-15 Wei Li , Jiao Gu , Shiping Liu , Yueying Zhu , Shengfeng Deng , Longfeng Zhao , Jihui Han , Xu Cai

Motivated by pedestrian modelling, we study evolution of measures in the Wasserstein space. In particular, we consider the Cauchy problem for a transport equation, where the velocity field depends on the measure itself. We deal with…

Analysis of PDEs · Mathematics 2012-06-06 Benedetto Piccoli , Francesco Rossi

The presentation covers prerequisite results from Topology and Measure Theory. This is then followed by an introduction into couplings and basic definitions for optimal transport. The Kantrorovich problem is then introduced and an existence…

Probability · Mathematics 2020-10-12 Austin Vandegriffe

The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…

Optimization and Control · Mathematics 2020-10-30 Lenaic Chizat , Pierre Roussillon , Flavien Léger , François-Xavier Vialard , Gabriel Peyré

We introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to…

Optimization and Control · Mathematics 2017-05-19 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…

Probability · Mathematics 2007-10-09 Christian Léonard

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji