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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…
This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced…
Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…
Efficient computation of optimal transport distance between distributions is of growing importance in data science. Sinkhorn-based methods are currently the state-of-the-art for such computations, but require $O(n^2)$ computations. In…
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…
Reduced order models (ROMs) are widely used in scientific computing to tackle high-dimensional systems. However, traditional ROM methods may only partially capture the intrinsic geometric characteristics of the data. These characteristics…
In this paper, we propose an accelerated version for the Sinkhorn algorithm, which is the reference method for computing the solution to Entropic Optimal Transport. Its main draw-back is the exponential slow-down of convergence as the…
The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by…
We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of dimensionality with respect to the number of…
The optimal transport (OT) problem aims to find the most efficient mapping between two probability distributions under a given cost function, and has diverse applications in many fields such as machine learning, computer vision and computer…
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…
In this paper, we propose the optimal production transport model, which is an extension of the classical optimal transport model. We observe in economics, the production of the factories can always be adjusted within a certain range, while…
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…
Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…
Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…
Sinkhorn algorithm is the de-facto standard approximation algorithm for optimal transport, which has been applied to a variety of applications, including image processing and natural language processing. In theory, the proof of its…
The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…
The Sinkhorn algorithm has emerged as a powerful tool for solving optimal transport problems, finding applications in various domains such as machine learning, image processing, and computational biology. Despite its widespread use, the…
Sinkhorn's algorithm is a method of choice to solve large-scale optimal transport (OT) problems. In this context, it involves an inverse temperature parameter $\beta$ that determines the speed-accuracy trade-off. To improve this trade-off,…
Optimal transport (OT) has enjoyed great success in machine learning as a principled way to align datasets via a least-cost correspondence, driven in large part by the runtime efficiency of the Sinkhorn algorithm (Cuturi, 2013). However,…