相关论文: Unbalanced Optimal Transport: Dynamic and Kantorov…
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…
Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…
The Wasserstein-Fisher-Rao (WFR) metric extends dynamic optimal transport (OT) by coupling displacement with change of mass, providing a principled geometry for modeling unbalanced snapshot dynamics. Existing WFR solvers, however, are often…
A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…
Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the behavior of minimum Wasserstein estimators is poorly…
We establish novel quantitative stability results for optimal transport problems with respect to perturbations in the target measure. We provide explicit bounds on the stability of optimal transport potentials and maps, which are relevant…
We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…
This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a…
This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…
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…
Persistence diagrams, an important summary in topological data analysis, consist of a set of ordered pairs, each with positive multiplicity. Persistence diagrams are obtained via Mobius inversion and may be compared using a one-parameter…
Despite the obvious similarities between the metrics used in topological data analysis and those of optimal transport, an optimal-transport based formalism to study persistence diagrams and similar topological descriptors has yet to come.…
The group of diffeomorphisms of a compact manifold endowed with the L^2 metric acting on the space of probability densities gives a unifying framework for the incompressible Euler equation and the theory of optimal mass transport. Recently,…
In this work, we show the intrinsic relations between optimal transportation and convex geometry, especially the variational approach to solve Alexandrov problem: constructing a convex polytope with prescribed face normals and volumes. This…
Wasserstein Generative Adversarial Networks (WGANs) are the popular generative models built on the theory of Optimal Transport (OT) and the Kantorovich duality. Despite the success of WGANs, it is still unclear how well the underlying OT…
In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…
We statistically analyze empirical plug-in estimators for unbalanced optimal transport (UOT) formalisms, focusing on the Kantorovich-Rubinstein distance, between general intensity measures based on observations from spatio-temporal point…
In this paper numerical methods of computing distances between two Radon measures on R are discussed. Efficient algorithms for Wasserstein-type metrics are provided. In particular, we propose a novel algorithm to compute the flat metric…
Stability of the value function and the set of minimizers w.r.t. the given data is a desirable feature of optimal transport problems. For the classical Kantorovich transport problem, stability is satisfied under mild assumptions and in…
In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…