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We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

Data Structures and Algorithms · Computer Science 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

Optimal transport has become part of the standard quantitative economics toolbox. It is the framework of choice to describe models of matching with transfers, but beyond that, it allows to: extend quantile regression; identify discrete…

General Economics · Economics 2021-07-13 Alfred Galichon

The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…

Optimization and Control · Mathematics 2023-08-08 Luca Nenna , Brendan Pass

Although Sinkhorn divergences are now routinely used in data sciences to compare probability distributions, the computational effort required to compute them remains expensive, growing in general quadratically in the size $n$ of the support…

Machine Learning · Statistics 2020-10-27 Meyer Scetbon , Marco Cuturi

While the continuous Entropic Optimal Transport (EOT) field has been actively developing in recent years, it became evident that the classic EOT problem is prone to different issues like the sensitivity to outliers and imbalance of classes…

Machine Learning · Computer Science 2025-02-04 Milena Gazdieva , Arip Asadulaev , Alexander Korotin , Evgeny Burnaev

We study the optimal transport problem for pairs of stationary finite-state Markov chains, with an emphasis on the computation of optimal transition couplings. Transition couplings are a constrained family of transport plans that capture…

Optimization and Control · Mathematics 2021-09-20 Kevin O'Connor , Kevin McGoff , Andrew B. Nobel

Given a set of $K$ probability densities, we consider the multimarginal generative modeling problem of learning a joint distribution that recovers these densities as marginals. The structure of this joint distribution should identify…

Machine Learning · Computer Science 2023-10-06 Michael S. Albergo , Nicholas M. Boffi , Michael Lindsey , Eric Vanden-Eijnden

Optimal transport (OT) is known to be sensitive against outliers because of its marginal constraints. Outlier robust OT variants have been proposed based on the definition that outliers are samples which are expensive to move. In this…

Machine Learning · Statistics 2022-06-27 Kilian Fatras

Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches…

We study the inverse optimal transport problem of recovering the ground cost from an optimal transport plan. In discrete settings, this problem reduces to inverse linear programming and is intrinsically ill-posed, exhibiting…

Optimization and Control · Mathematics 2026-04-27 Gabriel Peyré , Clarice Poon , Oscar Tron

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

This paper considers the decentralized (discrete) optimal transport (D-OT) problem. In this setting, a network of agents seeks to design a transportation plan jointly, where the cost function is the sum of privately held costs for each…

Optimization and Control · Mathematics 2024-09-23 Ivan Lau , Shiqian Ma , César A. Uribe

We study an entropic optimal transport problem in which the transport plan is penalized by a nonlinear convex functional acting on the coupling. We establish existence, uniqueness, and uniform a priori bounds for minimizers, and we show…

Optimization and Control · Mathematics 2025-12-15 Anna Kazeykina , Zhenjie Ren , Xiaozhen Wang , Yufei Zhang

Optimal Transport (OT) distances such as Wasserstein have been used in several areas such as GANs and domain adaptation. OT, however, is very sensitive to outliers (samples with large noise) in the data since in its objective function,…

Machine Learning · Computer Science 2020-10-13 Yogesh Balaji , Rama Chellappa , Soheil Feizi

Generative adversarial networks (GANs) are the state of the art in generative modeling. Unfortunately, most GAN methods are susceptible to mode collapse, meaning that they tend to capture only a subset of the modes of the true distribution.…

Machine Learning · Statistics 2019-07-10 Luca Ambrogioni , Umut Güçlü , Marcel van Gerven

Sampling from diffusion probabilistic models (DPMs) can be viewed as a piecewise distribution transformation, which generally requires hundreds or thousands of steps of the inverse diffusion trajectory to get a high-quality image. Recent…

Computer Vision and Pattern Recognition · Computer Science 2023-07-24 Zezeng Li , ShengHao Li , Zhanpeng Wang , Na Lei , Zhongxuan Luo , Xianfeng Gu

Flow-based Generative Models (FGMs) effectively transform noise into complex data distributions. Incorporating Optimal Transport (OT) to couple noise and data during FGM training has been shown to improve the straightness of flow…

Machine Learning · Computer Science 2025-10-20 Lingkai Kong , Molei Tao , Yang Liu , Bryan Wang , Jinmiao Fu , Chien-Chih Wang , Huidong Liu

Over the last several years, there has been significant progress in developing neural solvers for the Schr\"odinger Bridge (SB) problem and applying them to generative modelling. This new research field is justifiably fruitful as it is…

This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…

Mathematical Physics · Physics 2023-10-17 Lorenzo Portinale

In machine learning, Optimal Transport (OT) theory is extensively utilized to compare probability distributions across various applications, such as graph data represented by node distributions and image data represented by pixel…

Machine Learning · Computer Science 2025-01-30 Jianming Huang , Xun Su , Zhongxi Fang , Hiroyuki Kasai