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Related papers: Variational Entropic Optimal Transport

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Optimal transport (OT) barycenters are a mathematically grounded way of averaging probability distributions while capturing their geometric properties. In short, the barycenter task is to take the average of a collection of probability…

We introduce a new stochastic algorithm for solving entropic optimal transport (EOT) between two absolutely continuous probability measures $\mu$ and $\nu$. Our work is motivated by the specific setting of Monge-Kantorovich quantiles where…

Probability · Mathematics 2025-07-29 Bernard Bercu , Jérémie Bigot , Gauthier Thurin

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

Semi-discrete optimal transport (SOT), which maps a continuous probability measure to a discrete one, is a fundamental problem with wide-ranging applications. Entropic regularization is often employed to solve the SOT problem, leading to a…

Numerical Analysis · Mathematics 2025-08-01 Moaad Khamlich , Francesco Romor , Gianluigi Rozza

Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

Machine Learning · Computer Science 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

Data Structures and Algorithms · Computer Science 2025-01-14 Sina Moradi

Few-Shot Remote Sensing Scene Classification (FS-RSSC) presents the challenge of classifying remote sensing images with limited labeled samples. Existing methods typically emphasize single-modal feature learning, neglecting the potential…

Computer Vision and Pattern Recognition · Computer Science 2025-03-20 Zhong Ji , Ci Liu , Jingren Liu , Chen Tang , Yanwei Pang , Xuelong Li

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

Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative…

Optimization and Control · Mathematics 2024-12-17 Jean-David Benamou , Guillaume Chazareix , Marc Hoffmann , Grégoire Loeper , François-Xavier Vialard

Embedding high-dimensional data into a low-dimensional space is an indispensable component of data analysis. In numerous applications, it is necessary to align and jointly embed multiple datasets from different studies or experimental…

Machine Learning · Statistics 2024-07-03 Boris Landa , Yuval Kluger , Rong Ma

We present a functional calculus treatment of Entropic Optimal Transport (EOT) between Gaussian measures on separable Hilbert spaces, providing a unified framework that handles infinite-dimensional degeneracy. By leveraging the notion of…

Optimization and Control · Mathematics 2026-05-27 Ho Yun

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

Machine Learning · Computer Science 2018-11-15 Marco Cuturi , Gabriel Peyré

Motivated by robust dynamic resource allocation in operations research, we study the \textit{Online Learning to Transport} (OLT) problem where the decision variable is a probability measure, an infinite-dimensional object. We draw…

Machine Learning · Computer Science 2022-11-21 Wenxuan Guo , YoonHaeng Hur , Tengyuan Liang , Christopher Ryan

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Optimal transport has been an essential tool for reconstructing dynamics from complex data. With the increasingly available multifaceted data, a system can often be characterized across multiple spaces. Therefore, it is crucial to maintain…

Optimization and Control · Mathematics 2024-06-06 Zixuan Cang , Yanxiang Zhao

Learning conditional distributions $\pi^*(\cdot|x)$ is a central problem in machine learning, which is typically approached via supervised methods with paired data $(x,y) \sim \pi^*$. However, acquiring paired data samples is often…

Optimal transport (OT) theory provides powerful tools to compare probability measures. However, OT is limited to nonnegative measures having the same mass, and suffers serious drawbacks about its computation and statistics. This leads to…

Machine Learning · Statistics 2021-01-26 Tam Le , Truyen Nguyen

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework…

Machine Learning · Computer Science 2019-06-26 Yujia Xie , Minshuo Chen , Haoming Jiang , Tuo Zhao , Hongyuan Zha

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

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.…

Machine Learning · Computer Science 2025-06-04 Mete Kemertas , Allan D. Jepson , Amir-massoud Farahmand