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Building upon the success of optimal transport metrics defined for single collinear jets, we develop a multi-scale framework that models entire collider events as distributions on the manifold of their constituent jets, which are themselves…

High Energy Physics - Phenomenology · Physics 2025-07-10 Tianji Cai , Nathaniel Craig , Katy Craig , Xinyuan Lin

This paper addresses the problem of robust option pricing within the framework of Vectorial Martingale Optimal Transport (VMOT). We investigate the geometry of VMOT solutions for $N$-period market models and demonstrate that, when the…

Mathematical Finance · Quantitative Finance 2026-01-26 Joshua Zoen-Git Hiew , Tongseok Lim , Brendan Pass , Marcelo Cruz de Souza

In a previous paper it was shown that a machine learning regression problem can be solved within the framework of random function theory, with the optimal kernel analytically derived from symmetry and indifference principles and coinciding…

Machine Learning · Computer Science 2025-12-19 Yuriy N. Bakhvalov

Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…

Optimization and Control · Mathematics 2023-03-02 Yiling Xie , Yiling Luo , Xiaoming Huo

Entropy-regularized optimal transport, which has strong links to the Schr\"odinger bridge problem in statistical mechanics, enjoys a variety of applications from trajectory inference to generative modeling. A major driver of renewed…

Machine Learning · Statistics 2026-01-27 Anand Srinivasan , Jean-Jacques Slotine

Spherical harmonics provide a smooth, orthogonal, and symmetry-adapted basis to expand functions on a sphere, and they are used routinely in physical and theoretical chemistry as well as in different fields of science and technology, from…

Chemical Physics · Physics 2023-05-02 Filippo Bigi , Guillaume Fraux , Nicholas J. Browning , Michele Ceriotti

Accurately describing the distribution of CO$_2$ in the atmosphere with atmospheric tracer transport models is essential for greenhouse gas monitoring and verification support systems to aid implementation of international climate…

Machine Learning · Computer Science 2024-08-21 Vitus Benson , Ana Bastos , Christian Reimers , Alexander J. Winkler , Fanny Yang , Markus Reichstein

This work develops a compute-efficient algorithm to tackle a fundamental problem in transportation: that of urban travel demand estimation. It focuses on the calibration of origin-destination travel demand input parameters for…

Multiagent Systems · Computer Science 2024-12-19 Suyash Vishnoi , Akhil Shetty , Iveel Tsogsuren , Neha Arora , Carolina Osorio

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

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

Motivated by the entropic optimal transport problem in unbounded settings, we study versions of Hilbert's projective metric for spaces of integrable functions of bounded growth. These versions of Hilbert's metric originate from cones which…

Probability · Mathematics 2025-02-21 Stephan Eckstein

We introduce a new class of objectives for optimal transport computations of datasets in high-dimensional Euclidean spaces. The new objectives are parametrized by $\rho \geq 1$, and provide a metric space $\mathcal{R}_{\rho}(\cdot, \cdot)$…

Data Structures and Algorithms · Computer Science 2023-07-20 Moses Charikar , Beidi Chen , Christopher Re , Erik Waingarten

Smoothing a signal based on local neighborhoods is a core operation in machine learning and geometry processing. On well-structured domains such as vector spaces and manifolds, the Laplace operator derived from differential geometry offers…

Computer Vision and Pattern Recognition · Computer Science 2025-07-09 Nathan Kessler , Robin Magnet , Jean Feydy

The mismatch capacity characterizes the highest information rate of the channel under a prescribed decoding metric and serves as a critical performance indicator in numerous practical communication scenarios. Compared to the commonly used…

Information Theory · Computer Science 2025-07-29 Shitong Wu , Wenhao Ye , Xinwei Li , Lingyi Chen , Wenyi Zhang , Huihui Wu , Hao Wu

Solving large scale entropic optimal transport problems with the Sinkhorn algorithm remains challenging, and domain decomposition has been shown to be an efficient strategy for problems on large grids. Unbalanced optimal transport is a…

Optimization and Control · Mathematics 2026-01-26 Ismael Medina , The Sang Nguyen , Bernhard Schmitzer

Variational quantum eigensolver ans\"atze hold considerable promise for ground-state energy calculations on near-term quantum hardware, yet most promising ansatz designs currently strongly depend on how well the molecular orbital basis…

We present a novel kernel over the space of probability measures based on the dual formulation of optimal regularized transport. We propose an Hilbertian embedding of the space of probabilities using their Sinkhorn potentials, which are…

Machine Learning · Statistics 2022-10-14 François Bachoc , Louis Béthune , Alberto Gonzalez-Sanz , Jean-Michel Loubes

For more than 50 years we have known that photosynthetic systems harvest solar energy with almost unit {\it quantum efficiency}. However, recent experimental evidence of {\it quantum coherence} during the excitonic energy transport in…

Biological Physics · Physics 2012-05-25 Tobias Zech , Roberto Mulet , Thomas Wellens , Andreas Buchleitner

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu
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