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相关论文: A new class of transport distances

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We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…

偏微分方程分析 · 数学 2024-12-23 Martin Burger , Matthias Erbar , Franca Hoffmann , Daniel Matthes , André Schlichting

We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…

机器学习 · 计算机科学 2020-11-03 Frank Nielsen , Ke Sun

We introduce the setting of extended metric-topological measure spaces as a general "Wiener-like" framework for optimal transport problems and nonsmooth metric analysis in infinite dimension. After a brief review of optimal transport tools…

泛函分析 · 数学 2015-06-22 Luigi Ambrosio , Matthias Erbar , Giuseppe Savaré

In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph $G$. Different graph structures lead to different specifications of the optimal transport problem. For…

统计理论 · 数学 2024-07-08 Patrick Cheridito , Stephan Eckstein

Optimal transport between classical probability distributions has been proven useful in areas such as machine learning and random combinatorial optimization. Quantum optimal transport, and the quantum Wasserstein distance as the minimal…

It has been shown beneficial for many types of data which present an underlying hierarchical structure to be embedded in hyperbolic spaces. Consequently, many tools of machine learning were extended to such spaces, but only few…

机器学习 · 计算机科学 2023-06-27 Clément Bonet , Laetitia Chapel , Lucas Drumetz , Nicolas Courty

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

最优化与控制 · 数学 2018-01-23 Robert J McCann

We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…

最优化与控制 · 数学 2022-09-16 Luca Nenna , Brendan Pass

We propose a model of optimal parallel transport between vector fields on a connection graph, which consists of a weighted graph along with a map from its edges to an orthogonal group. Inspired by the well-known equivalence of 1-Wasserstein…

最优化与控制 · 数学 2025-03-18 Sawyer Robertson , Dhruv Kohli , Gal Mishne , Alexander Cloninger

We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…

最优化与控制 · 数学 2020-01-15 T. Ö. Çelik , A. Jamneshan , G. Montúfar , B. Sturmfels , L. Venturello

Measuring dependence between random variables is a fundamental problem in Statistics, with applications across diverse fields. While classical measures such as Pearson's correlation have been widely used for over a century, they have…

统计理论 · 数学 2025-10-08 Marta Catalano , Hugo Lavenant

Replacing the quadratic proximal penalty familiar from Hilbert spaces by an unbalanced optimal transport distance, we develop forward-backward type optimisation methods in spaces of Radon measures. We avoid the actual computation of the…

最优化与控制 · 数学 2025-02-19 Tuomo Valkonen

Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

机器学习 · 统计学 2020-11-10 Titouan Vayer

Two geometrical structures have been extensively studied for a manifold of probability distributions. One is based on the Fisher information metric, which is invariant under reversible transformations of random variables, while the other is…

最优化与控制 · 数学 2017-10-02 Shun-ichi Amari , Ryo Karakida , Masafumi Oizumi

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

最优化与控制 · 数学 2015-03-10 Gabriel Peyré

Let $\mathsf{H}$ be a separable Hilbert space. We prove that the Grassmannian $\mathsf{P}_c(\mathsf{H})$ of the finite dimensional subspaces of $\mathsf{H}$ is an Alexandrov space of nonnegative curvature and we employ its metric geometry…

微分几何 · 数学 2021-04-07 Paolo Antonini , Fabio Cavalletti

Comparing metric measure spaces (i.e. a metric space endowed with aprobability distribution) is at the heart of many machine learning problems. The most popular distance between such metric measure spaces is theGromov-Wasserstein (GW)…

最优化与控制 · 数学 2023-01-18 Thibault Séjourné , François-Xavier Vialard , Gabriel Peyré

We define a metric---the network Gromov-Wasserstein distance---on weighted, directed networks that is sensitive to the presence of outliers. In addition to proving its theoretical properties, we supply network invariants based on optimal…

离散数学 · 计算机科学 2019-09-05 Samir Chowdhury , Facundo Mémoli

In this article we study the noncommutative transport distance introduced by Carlen and Maas and its entropic regularization defined by Becker and Li. We prove a duality formula that can be understood as a quantum version of the dual…

数学物理 · 物理学 2022-04-27 Melchior Wirth

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

机器学习 · 计算机科学 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy