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Related papers: An econometrician's guide to optimal transport

200 papers

The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…

Analysis of PDEs · Mathematics 2007-05-23 Claire David , Pierre Sagaut

We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Arthur Stephanovitch , Anqi Dong , Tryphon T. Georgiou

Optimal mass transport is described by an approximation of transport cost via semi-discrete costs. The notions of optimal partition and optimal strong partition are given as well. We also suggest an algorithm for computation of Optimal…

Numerical Analysis · Mathematics 2015-02-17 Gershon Wolansky

Recently, Optimal Transport has been proposed as a probabilistic framework in Machine Learning for comparing and manipulating probability distributions. This is rooted in its rich history and theory, and has offered new solutions to…

Machine Learning · Computer Science 2024-08-22 Eduardo Fernandes Montesuma , Fred Ngolè Mboula , Antoine Souloumiac

This paper studies the geometry of the optimizer for the optimal transport problem with capacity constraints. We introduce the concept of c-capacity monotonicity, which is a generalization of c-cyclical monotonicity in optimal transport. We…

Optimization and Control · Mathematics 2025-11-03 Dongwei Chen

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

Statistics Theory · Mathematics 2021-02-18 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

Finding optimal trajectories for multiple traffic demands in a congested network is a challenging task. Optimal transport theory is a principled approach that has been used successfully to study various transportation problems. Its usage is…

Physics and Society · Physics 2024-10-10 Abdullahi Adinoyi Ibrahim , Michael Muehlebach , Caterina De Bacco

Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…

Other Computer Science · Computer Science 2016-03-23 Justin Solomon , Raif Rustamov , Leonidas Guibas , Adrian Butscher

In this work we refer to motivations, applications, and relations of control theory with other areas of mathematics. We present a brief historical review of optimal control theory, from its roots in the calculus of variations and the…

Optimization and Control · Mathematics 2009-09-20 Cristiana J. Silva , Delfim F. M. Torres , Emmanuel Trelat

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

Optimization and Control · Mathematics 2024-06-07 Clément Sarrazin , Bernhard Schmitzer

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

Optimization and Control · Mathematics 2018-01-23 Robert J McCann

Optimal transport is a framework for comparing measures whereby a cost is incurred for transporting one measure to another. Recent works have aimed to improve optimal transport plans through the introduction of various forms of structure.…

Machine Learning · Computer Science 2022-06-30 Fabian Lim , Laura Wynter , Shiau Hong Lim

Quantum optimal transportation seeks an operator which minimizes the total cost of transporting a quantum state to another state, under some constraints that should be satisfied during transportation. We formulate this issue by extending…

Quantum Physics · Physics 2024-02-28 Kazuki Ikeda

The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of…

Differential Geometry · Mathematics 2018-04-20 Stefan Suhr

We present an overview of our recent work on implementable solutions to the Schroedinger bridge problem and their potential application to optimal transport and various generalizations.

Optimization and Control · Mathematics 2015-03-03 Yongxin Chen , Tryphon Georgiou , Michele Pavon

Information geometry and optimal transport are two distinct geometric frameworks for modeling families of probability measures. During the recent years, there has been a surge of research endeavors that cut across these two areas and…

Optimization and Control · Mathematics 2022-07-01 Gabriel Khan , Jun Zhang

In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is…

Probability · Mathematics 2010-09-02 Rémi Rhodes , Vincent Vargas

Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…

Optimization and Control · Mathematics 2022-06-28 Zixuan Cang , Qing Nie , Yanxiang Zhao

Continuous motorization and urbanization around the globe leads to an expansion of population in major cities. Therefore, ever-growing pressure imposed on the existing mass transit systems calls for a better technology, Intelligent…

Systems and Control · Computer Science 2013-04-16 Jimmy SJ. Ren , Wei Wang , Stephen Shaoyi Liao

Traffic congestion is one of the major challenges faced by the transportation industry. While this problem carries a high economical and environmental cost, the need for an efficient design of optimal paths for passengers in multilayer…

Physics and Society · Physics 2022-06-10 Abdullahi Adinoyi Ibrahim , Daniela Leite , Caterina De Bacco