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An optimal randomized strategy for design of balanced, normalized mass transport plans is developed. It replaces -- but specializes to -- the deterministic, regularized optimal transport (OT) strategy, which yields only a…

Systems and Control · Electrical Eng. & Systems 2025-05-08 Sarah Boufelja Y. , Anthony Quinn , Robert Shorten

Many-to-many matching seeks to match multiple points in one set and multiple points in another set, which is a basis for a wide range of data mining problems. It can be naturally recast in the framework of Optimal Transport (OT). However,…

Machine Learning · Computer Science 2025-04-01 Weijie Liu , Han Bao , Makoto Yamada , Zenan Huang , Nenggan Zheng , Hui Qian

We study the use of amortized optimization to predict optimal transport (OT) maps from the input measures, which we call Meta OT. This helps repeatedly solve similar OT problems between different measures by leveraging the knowledge and…

Machine Learning · Computer Science 2023-06-06 Brandon Amos , Samuel Cohen , Giulia Luise , Ievgen Redko

Diffusion and flow matching policies have recently demonstrated remarkable performance in robotic applications by accurately capturing multimodal robot trajectory distributions. However, their computationally expensive inference, due to the…

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…

Optimization and Control · Mathematics 2020-07-03 Arthur Mensch , Gabriel Peyré

The Optimal transport (OT) problem is rapidly finding its way into machine learning. Favoring its use are its metric properties. Many problems admit solutions with guarantees only for objects embedded in metric spaces, and the use of…

Machine Learning · Computer Science 2022-12-26 Liang Mi , Azadeh Sheikholeslami , José Bento

Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…

Statistics Theory · Mathematics 2025-05-26 Michel Groppe , Shayan Hundrieser

Unbalanced optimal transport (UOT) is a natural extension of optimal transport (OT) allowing comparison between measures of different masses. It arises naturally in machine learning by offering a robustness against outliers. The aim of this…

Optimization and Control · Mathematics 2025-10-06 Luca Nenna , Paul Pegon , Louis Tocquec

We propose a new field-level emulator that bridges two simulators using unpaired simulation datasets. Our method leverages a flow-based approach to learn the likelihood transport from one simulator to the other. Since multiple transport…

Cosmology and Nongalactic Astrophysics · Physics 2025-10-29 Justine Zeghal , Benjamin Remy , Yashar Hezaveh , Francois Lanusse , Laurence Perreault Levasseur

Optimal transport (OT) is a powerful framework to compare probability measures, a fundamental task in many statistical and machine learning problems. Substantial advances have been made in designing OT variants which are either…

Machine Learning · Computer Science 2025-02-04 Clément Bonet , Kimia Nadjahi , Thibault Séjourné , Kilian Fatras , Nicolas Courty

Mismatch capacity characterizes the highest information rate for a channel under a prescribed decoding metric, and is thus a highly relevant fundamental performance metric when dealing with many practically important communication…

Information Theory · Computer Science 2022-08-17 Wenhao Ye , Huihui Wu , Shitong Wu , Yizhu Wang , Wenyi Zhang , Hao Wu , Bo Bai

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

Unbalanced optimal transport (UOT) extends classical optimal transport to measures with different total masses, but statistical guarantees for Monge-type estimation remain limited. We study unbalanced transport with quadratic cost and…

Statistics Theory · Mathematics 2026-05-12 Donlapark Ponnoprat , Noboru Isobe , Masaaki Imaizumi

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

Optimization and Control · Mathematics 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

Flow models have rapidly become the go-to method for training and deploying large-scale generators, owing their success to inference-time flexibility via adjustable integration steps. A crucial ingredient in flow training is the choice of…

Optimal transport (OT) has profoundly impacted machine learning by providing theoretical and computational tools to realign datasets. In this context, given two large point clouds of sizes $n$ and $m$ in $\mathbb{R}^d$, entropic OT (EOT)…

Algorithmic trading refers to executing buy and sell orders for specific assets based on automatically identified trading opportunities. Strategies based on reinforcement learning (RL) have demonstrated remarkable capabilities in addressing…

Trading and Market Microstructure · Quantitative Finance 2024-07-03 Xi Cheng , Jinghao Zhang , Yunan Zeng , Wenfang Xue

Optimal Transmission Switching (OTS) problems minimize operational costs while treating both the transmission line energization statuses and generator setpoints as decision variables. The combination of nonlinearities from an AC power flow…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Babak Taheri , Daniel K. Molzahn

Neural network-based optimal transport (OT) is a recent and fruitful direction in the generative modeling community. It finds its applications in various fields such as domain translation, image super-resolution, computational biology and…

Machine Learning · Computer Science 2026-02-25 Roman Tarasov , Petr Mokrov , Milena Gazdieva , Evgeny Burnaev , Alexander Korotin

The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…

Machine Learning · Computer Science 2024-10-18 Xinran Liu , Rocío Díaz Martín , Yikun Bai , Ashkan Shahbazi , Matthew Thorpe , Akram Aldroubi , Soheil Kolouri