Related papers: Conditional Unbalanced Optimal Transport Maps: An …
We investigate the problem of sampling from posterior distributions with intractable normalizing constants in Bayesian inference. Our solution is a new generative modeling approach based on optimal transport (OT) that learns a deterministic…
Optimal Transport (OT) is a fundamental tool for comparing probability distributions, but its exact computation remains prohibitive for large datasets. In this work, we introduce novel families of upper and lower bounds for the OT problem…
We introduce COT-FM, a general framework that reshapes the probability path in Flow Matching (FM) to achieve faster and more reliable generation. FM models often produce curved trajectories due to random or batchwise couplings, which…
The relevance of optimal transport methods to machine learning has long been hindered by two salient limitations. First, the $O(n^3)$ computational cost of standard sample-based solvers (when used on batches of $n$ samples) is prohibitive.…
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)…
We present two neural network approaches that approximate the solutions of static and dynamic…
Unbalanced Optimal Transport (UOT) has emerged as a robust relaxation of standard Optimal Transport, particularly effective for handling outliers and mass variations. However, scalable algorithms for UOT, specifically those based on…
Under the prevalent potential outcome model in causal inference, each unit is associated with multiple potential outcomes but at most one of which is observed, leading to many causal quantities being only partially identified. The inherent…
The Unbalanced Optimal Transport (UOT) problem plays increasingly important roles in computational biology, computational imaging and deep learning. Scaling algorithm is widely used to solve UOT due to its convenience and good convergence…
Conditional score-based diffusion model (SBDM) is for conditional generation of target data with paired data as condition, and has achieved great success in image translation. However, it requires the paired data as condition, and there…
Bi-causal optimal transport (OT) is a natural framework for comparing and coupling stochastic processes under nonanticipative information constraints, with important applications in robust finance, sequential uncertainty quantification, and…
In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…
Tabular anomaly detection (TAD) remains challenging due to the heterogeneity of tabular data: features lack natural relationships, vary widely in distribution and scale, and exhibit diverse types. Consequently, each TAD method makes…
We study the fundamental computational problem of approximating optimal transport (OT) equations using neural differential equations (Neural ODEs). More specifically, we develop a novel framework for approximating unbalanced optimal…
Estimating the reachable set of a dynamical system is a fundamental problem in control theory, particularly when control inputs are bounded. Direct simulation using randomly sampled admissible controls often leads to trajectories that…
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.…
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…
We introduce the framework of quadratic-form optimal transport (QOT), whose transport cost has the form $\iint c\,\mathrm{d}\pi \otimes\mathrm{d}\pi$ for some coupling $\pi$ between two marginals. Interesting examples of quadratic-form…
In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…
Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…