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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…

Machine Learning · Computer Science 2025-06-03 Dor Tsur , Ziv Goldfeld , Kristjan Greenewald , Haim Permuter

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

Generative autoencoders learn compact latent representations of data distributions through jointly optimized encoder--decoder pairs. In particular, Wasserstein autoencoders (WAEs) minimize a relaxed optimal transport (OT) objective, where…

Machine Learning · Computer Science 2026-03-25 Moritz Piening , Matthias Chung

We introduce a novel neural network-based algorithm to compute optimal transport (OT) plans for general cost functionals. In contrast to common Euclidean costs, i.e., $\ell^1$ or $\ell^2$, such functionals provide more flexibility and allow…

Machine Learning · Computer Science 2024-05-31 Arip Asadulaev , Alexander Korotin , Vage Egiazarian , Petr Mokrov , Evgeny Burnaev

The goal of optimal transport (OT) is to find optimal assignments or matchings between data sets which minimize the total cost for a given cost function. However, sometimes the cost function is unknown but we have access to (parts of) the…

Optimization and Control · Mathematics 2026-05-28 Alberto González-Sanz , Michel Groppe , Axel Munk

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

Statistics Theory · Mathematics 2023-01-05 Shayan Hundrieser , Gilles Mordant , Christoph Alexander Weitkamp , Axel Munk

Learning conditional distributions is challenging because the desired outcome is not a single distribution but multiple distributions that correspond to multiple instances of the covariates. We introduce a novel neural entropic optimal…

Machine Learning · Computer Science 2024-06-05 Bao Nguyen , Binh Nguyen , Hieu Trung Nguyen , Viet Anh Nguyen

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) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…

Machine Learning · Statistics 2020-06-17 Yasunori Akagi , Yusuke Tanaka , Tomoharu Iwata , Takeshi Kurashima , Hiroyuki Toda

Distributional data have become increasingly prominent in modern signal processing, highlighting the necessity of computing optimal transport (OT) maps across multiple probability distributions. Nevertheless, recent studies on neural OT…

Machine Learning · Computer Science 2025-04-25 Mingchen Jiang , Peng Xu , Xichen Ye , Xiaohui Chen , Yun Yang , Yifan Chen

We introduce COT-GAN, an adversarial algorithm to train implicit generative models optimized for producing sequential data. The loss function of this algorithm is formulated using ideas from Causal Optimal Transport (COT), which combines…

Machine Learning · Statistics 2020-10-23 Tianlin Xu , Li K. Wenliang , Michael Munn , Beatrice Acciaio

The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…

Machine Learning · Computer Science 2022-04-06 Johannes Gasteiger , Marten Lienen , Stephan Günnemann

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…

Probability · Mathematics 2026-02-16 Fan Chen , Giovanni Conforti , Zhenjie Ren , Xiaozhen Wang

Optimal transport (OT) is a central framework for modeling distribution shifts. Because OT compares distributions directly in input space, a well-designed ground metric between observations is essential to ensure that the optimizer does not…

Machine Learning · Computer Science 2026-05-07 Philip Naumann , Jacob Kauffmann , Klaus-Robert Müller , Grégoire Montavon

Generative modelling is a key tool in unsupervised machine learning which has achieved stellar success in recent years. Despite this huge success, even the best generative models such as Generative Adversarial Networks (GANs) and…

Machine Learning · Statistics 2021-01-15 Aratrika Mustafi

Optimal Transport (OT) offers a powerful framework for finding correspondences between distributions and addressing matching and alignment problems in various areas of computer vision, including shape analysis, image generation, and…

Computer Vision and Pattern Recognition · Computer Science 2026-05-27 Xinran Liu , Elaheh Akbari , Rocio Diaz Martin , Navid NaderiAlizadeh , Soheil Kolouri

We consider the fundamental problem of sampling the optimal transport coupling between given source and target distributions. In certain cases, the optimal transport plan takes the form of a one-to-one mapping from the source support to the…

Machine Learning · Computer Science 2025-10-28 Mara Daniels , Tyler Maunu , Paul Hand

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…

Optimization and Control · Mathematics 2026-04-29 Marcel Nutz , Chenyang Zhong

This paper addresses the problem of estimating entropy-regularized optimal transport (EOT) maps with squared-Euclidean cost between source and target measures that are subGaussian. In the case that the target measure is compactly supported…

Machine Learning · Statistics 2023-11-21 Matthew Werenski , James M. Murphy , Shuchin Aeron

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…

Optimization and Control · Mathematics 2021-10-04 Minhui Huang , Shiqian Ma , Lifeng Lai