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Partial identification often arises when the joint distribution of the data is known only up to its marginals. We consider the corresponding partially identified GMM model and develop a methodology for identification, estimation, and…

Econometrics · Economics 2025-12-29 Grigory Franguridi , Laura Liu

Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…

Machine Learning · Statistics 2023-02-09 Marco Cuturi , Michal Klein , Pierre Ablin

Quantifying uncertainty in future climate projections is hindered by the prohibitive computational cost of running physical climate models, which severely limits the availability of training data. We propose a data-efficient framework for…

Methodology · Statistics 2026-02-27 Johannes Brachem , Paul F. V. Wiemann , Matthias Katzfuss

We propose a unified, few-step generative modeling framework based on \emph{cumulative flow maps} for long-range transport in probability space, inspired by flow-map techniques for physical transport and dynamics. At its core is a…

Machine Learning · Computer Science 2026-05-06 Zhiqi Li , Duowen Chen , Yuchen Sun , Bo Zhu

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

Machine Learning · Computer Science 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

When predicting observations across space and time, the spatial layout of errors impacts a model's real-world utility. For instance, in bike sharing demand prediction, error patterns translate to relocation costs. However, commonly used…

Machine Learning · Computer Science 2025-04-15 Nina Wiedemann , Théo Uscidda , Martin Raubal

Data classification without access to labeled samples remains a challenging problem. It usually depends on an appropriately chosen distance between features, a topic addressed in metric learning. Recently, Huizing, Cantini and Peyr\'e…

Optimization and Control · Mathematics 2025-07-18 Janis Auffenberg , Jonas Bresch , Oleh Melnyk , Gabriele Steidl

Variational Auto-Encoders enforce their learned intermediate latent-space data distribution to be a simple distribution, such as an isotropic Gaussian. However, this causes the posterior collapse problem and loses manifold structure which…

Machine Learning · Computer Science 2018-09-18 Huidong Liu , Yang Guo , Na Lei , Zhixin Shu , Shing-Tung Yau , Dimitris Samaras , Xianfeng Gu

We investigate the optimal transport (OT) problem over networks, wherein supply and demand are conceptualized as temporal marginals governing departure rates of particles from source nodes and arrival rates at sink nodes. This setting…

Optimization and Control · Mathematics 2026-02-17 Anqi Dong , Karl H. Johansson , Johan Karlsson

We tackle the challenge of disentangled representation learning in generative adversarial networks (GANs) from the perspective of regularized optimal transport (OT). Specifically, a smoothed OT loss gives rise to an implicit transportation…

Machine Learning · Computer Science 2019-12-05 Pierre Bréchet , Tao Wu , Thomas Möllenhoff , Daniel Cremers

This letter investigates dynamical optimal transport of underactuated linear systems over an infinite time horizon. In our previous work, we proposed to integrate model predictive control and the celebrated Sinkhorn algorithm to perform…

Optimization and Control · Mathematics 2023-08-16 Kaito Ito , Kenji Kashima

We propose a discrete time formulation of the semi martingale optimal transport problembased on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by Guo et…

Optimization and Control · Mathematics 2024-06-18 Jean-David Benamou , Guillaume Chazareix , Grégoire Loeper

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

Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which requires minimal hyperparameter tuning and scales favorably to…

Machine Learning · Statistics 2023-10-13 Jonah Botvinick-Greenhouse , Yunan Yang , Romit Maulik

Tilted (entropic) risk, obtained by applying a log-exponential transform to a base loss, is a well established tool in statistics and machine learning for emphasizing rare or high loss events while retaining a tractable optimization…

Machine Learning · Computer Science 2025-12-04 Vahid R. Ramezani , Benjamin Englard

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…

Optimization and Control · Mathematics 2025-11-20 Karthik Elamvazhuthi , Sachin Shivakumar

Generative Design (GD) combines artificial intelligence (AI), physics-based modeling, and multi-objective optimization to autonomously explore and refine engineering designs. Despite its promise in aerospace, automotive, and other…

Computational Engineering, Finance, and Science · Computer Science 2025-11-24 Sergio Torregrosa , David Munoz , Hector Navarro , Charbel Farhat , Francisco Chinesta

An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…

Optimization and Control · Mathematics 2025-07-28 Jacob J. M. Francis , Colin J. Cotter , Marion P. Mittermaier

We propose novel fast algorithms for optimal transport (OT) utilizing a cyclic symmetry structure of input data. Such OT with cyclic symmetry appears universally in various real-world examples: image processing, urban planning, and graph…

Machine Learning · Computer Science 2023-11-23 Shoichiro Takeda , Yasunori Akagi , Naoki Marumo , Kenta Niwa

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

Machine Learning · Statistics 2018-03-06 Brahim Khalil Abid , Robert M. Gower
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