Related papers: Variational Entropic Optimal Transport
The Optimal Transport (OT) problem investigates a transport map that connects two distributions while minimizing a given cost function. Finding such a transport map has diverse applications in machine learning, such as generative modeling…
We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…
Optimal transport (OT) has profoundly impacted machine learning by providing theoretical and computational tools to realign datasets. In this context, given two large point clouds of sizes $n$ and $m$ in $\mathbb{R}^d$, entropic OT (EOT)…
Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…
Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…
Multimarginal optimal transport (MOT) is a powerful framework for modeling interactions between multiple distributions, yet its applicability is bottlenecked by a high computational overhead. Entropic regularization provides computational…
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…
In many unpaired image domain translation problems, e.g., style transfer or super-resolution, it is important to keep the translated image similar to its respective input image. We propose the extremal transport (ET) which is a mathematical…
We present a new approach for Neural Optimal Transport (NOT) training procedure, capable of accurately and efficiently estimating optimal transportation plan via specific regularization on dual Kantorovich potentials. The main bottleneck of…
This paper addresses the practical challenge in Entropic Optimal Transport (EOT) where the underlying ground cost function is typically latent and unobserved. Rather than assuming a fixed geometric cost, we adopt a data-driven approach…
While the continuous Entropic Optimal Transport (EOT) field has been actively developing in recent years, it became evident that the classic EOT problem is prone to different issues like the sensitivity to outliers and imbalance of classes…
In machine learning, Optimal Transport (OT) theory is extensively utilized to compare probability distributions across various applications, such as graph data represented by node distributions and image data represented by pixel…
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…
Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately…
Energy-based models (EBMs) are known in the Machine Learning community for decades. Since the seminal works devoted to EBMs dating back to the noughties, there have been a lot of efficient methods which solve the generative modelling…
Recovering the dynamics from a few snapshots of a high-dimensional system is a challenging task in statistical physics and machine learning, with important applications in computational biology. Many algorithms have been developed to tackle…
We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…
Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…
It is well known that optimal transport suffers from the curse of dimensionality: when the prescribed marginals are approximated by i.i.d. samples, the convergence of the empirical optimal transport problem to the population counterpart…
Transportation of samples across different domains is a central task in several machine learning problems. A sensible requirement for domain transfer tasks in computer vision and language domains is the sparsity of the transportation map,…