Related papers: Adapted Optimal Transport between Filtered Gaussia…
Correctly estimating the discrepancy between two data distributions has always been an important task in Machine Learning. Recently, Cuturi proposed the Sinkhorn distance which makes use of an approximate Optimal Transport cost between two…
This paper introduces Gaussian Spatial Transport (GST), a novel framework that leverages Gaussian splatting to facilitate transport from the probability measure in the image coordinate space to the annotation map. We propose a Gaussian…
We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…
This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a…
We study a nonlinear multimarginal optimal transport problem arising in risk management, where the objective is to maximize a spectral risk measure of the pushforward of a coupling by a cost function. Although this problem is inherently…
Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…
Recently, two concepts from optimal transport theory have successfully been brought to the Gromov--Wasserstein (GW) setting. This introduces a linear version of the GW distance and multi-marginal GW transport. The former can reduce the…
In this work, we analyze the properties of the solution to the covariance steering problem for discrete time Gaussian linear systems with a squared Wasserstein distance terminal cost. In our previous work, we have shown that by utilizing…
We study Fokker--Planck equations with symmetric, positive definite mobility matrices capturing diffusion in heterogeneous environments. A weighted Wasserstein metric is introduced for which these equations are gradient flows. This metric…
We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly…
We develop a theory for image restoration with a learned regularizer that is analogous to that of Meyer's characterization of solutions of the classical variational method of Rudin-Osher-Fatemi (ROF). The learned regularizer we use is a…
We propose an efficient transfer Bayesian optimization method, which finds the maximum of an expensive-to-evaluate black-box function by using data on related optimization tasks. Our method uses auxiliary information that represents the…
The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…
An intriguing question in martingale optimal transport is to characterize the martingale with prescribed initial and terminal marginals whose transition kernel is as Gaussian as possible. In this work we address an extension of this…
The Bregman-Wasserstein divergence is the optimal transport cost when the underlying cost function is given by a Bregman divergence, and arises naturally in fields such as statistics and machine learning. We establish fundamental properties…
In the context of optimal transport methods, the subspace detour approach was recently presented by Muzellec and Cuturi (2019). It consists in building a nearly optimal transport plan in the measures space from an optimal transport plan in…
Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…
We derive upper bounds on the Wasserstein distance ($W_1$), with respect to $\sup$-norm, between any continuous $\mathbb{R}^d$ valued random field indexed by the $n$-sphere and the Gaussian, based on Stein's method. We develop a novel…
Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…
We investigate the problem of pairwise multi-marginal optimal transport, that is, given a collection of probability distributions $\{P_\alpha\}$ on a Polish space $\mathcal{X}$, to find a coupling $\{X_\alpha\}$, $X_\alpha\sim P_\alpha$,…