Related papers: Accelerated Sinkhorn Algorithms for Partial Optima…
This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…
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…
Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…
Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…
In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stochastic Volatility Models, where martingale constraints…
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…
Computing the optimal transport distance between statistical distributions is a fundamental task in machine learning. One remarkable recent advancement is entropic regularization and the Sinkhorn algorithm, which utilizes only matrix…
While the optimal transport (OT) problem was originally formulated as a linear program, the addition of entropic regularization has proven beneficial both computationally and statistically, for many applications. The Sinkhorn fixed-point…
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…
In 2013, Cuturi [Cut13] introduced the Sinkhorn algorithm for matrix scaling as a method to compute solutions to regularized optimal transport problems. In this paper, aiming at a better convergence rate for a high accuracy solution, we…
Sinkhorn's algorithm is a method of choice to solve large-scale optimal transport (OT) problems. In this context, it involves an inverse temperature parameter $\beta$ that determines the speed-accuracy trade-off. To improve this trade-off,…
Although Sinkhorn divergences are now routinely used in data sciences to compare probability distributions, the computational effort required to compute them remains expensive, growing in general quadratically in the size $n$ of the support…
This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…
We propose Mirror Descent Optimal Transport (MDOT), a novel method for solving discrete optimal transport (OT) problems with high precision, by unifying temperature annealing in entropic-regularized OT (EOT) with mirror descent techniques.…
While optimal transport (OT) enforces a rigid constraint by requiring two measures to be matched exactly, partial optimal transport relaxes this requirement by allowing mass to remain unmatched through a global budget, scalar rebate, or…
Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…
In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…
This paper concerns the application of techniques from optimal transport (OT) to mean field control, in which the probability measures of interest in OT correspond to empirical distributions associated with a large collection of controlled…
In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…
This paper studies the equitable and optimal transport (EOT) problem, which has many applications such as fair division problems and optimal transport with multiple agents etc. In the discrete distributions case, the EOT problem can be…