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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…

机器学习 · 计算机科学 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

Motivated by the manifold hypothesis, which states that data with a high extrinsic dimension may yet have a low intrinsic dimension, we develop refined statistical bounds for entropic optimal transport that are sensitive to the intrinsic…

统计理论 · 数学 2023-08-25 Austin J. Stromme

Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…

机器学习 · 计算机科学 2025-05-20 Peter Chen , Yue Xie , Qingpeng Zhang

In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…

最优化与控制 · 数学 2025-07-17 Vishwak Srinivasan , Qijia Jiang

This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the…

图形学 · 计算机科学 2017-07-25 Gabriel Peyré , Lenaïc Chizat , François-Xavier Vialard , Justin Solomon

In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…

概率论 · 数学 2022-02-22 Lei Yu

Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…

机器学习 · 统计学 2023-02-09 Marco Cuturi , Michal Klein , Pierre Ablin

The Gaussian-smoothed optimal transport (GOT) framework, recently proposed by Goldfeld et al., scales to high dimensions in estimation and provides an alternative to entropy regularization. This paper provides convergence guarantees for…

机器学习 · 计算机科学 2021-03-02 Yixing Zhang , Xiuyuan Cheng , Galen Reeves

The Word Movers Distance (WMD) measures the semantic dissimilarity between two text documents by computing the cost of optimally moving all words of a source/query document to the most similar words of a target document. Computing WMD…

分布式、并行与集群计算 · 计算机科学 2022-04-27 Jesmin Jahan Tithi , Fabrizio Petrini

We present Optimal Transport GAN (OT-GAN), a variant of generative adversarial nets minimizing a new metric measuring the distance between the generator distribution and the data distribution. This metric, which we call mini-batch energy…

机器学习 · 计算机科学 2018-03-16 Tim Salimans , Han Zhang , Alec Radford , Dimitris Metaxas

Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…

最优化与控制 · 数学 2015-06-16 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

We develop a statistical inference method for an optimal transport map between distributions on real numbers with uniform confidence bands. The concept of optimal transport (OT) is used to measure distances between distributions, and OT…

统计理论 · 数学 2024-02-16 Donlapark Ponnoprat , Ryo Okano , Masaaki Imaizumi

Optimal transport (OT) and the related Wasserstein metric (W) are powerful and ubiquitous tools for comparing distributions. However, computing pairwise Wasserstein distances rapidly becomes intractable as cohort size grows. An attractive…

机器学习 · 计算机科学 2024-06-05 Doron Haviv , Russell Zhang Kunes , Thomas Dougherty , Cassandra Burdziak , Tal Nawy , Anna Gilbert , Dana Pe'er

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

最优化与控制 · 数学 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…

机器学习 · 统计学 2021-12-03 Quang Huy Tran , Hicham Janati , Ievgen Redko , Rémi Flamary , Nicolas Courty

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…

We study limit theorems for entropic optimal transport (EOT) maps, dual potentials, and the Sinkhorn divergence. The key technical tool we use is a first and second-order Hadamard differentiability analysis of EOT potentials with respect to…

统计理论 · 数学 2023-06-16 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

Deep Metric Learning algorithms aim to learn an efficient embedding space to preserve the similarity relationships among the input data. Whilst these algorithms have achieved significant performance gains across a wide plethora of tasks,…

计算机视觉与模式识别 · 计算机科学 2022-09-15 Soumava Kumar Roy , Yan Han , Mehrtash Harandi , Lars Petersson

Several problems in machine learning are naturally expressed as the design and analysis of time-evolving probability distributions. This includes sampling via diffusion methods, optimizing the weights of neural networks, and analyzing the…

最优化与控制 · 数学 2026-05-28 Gabriel Peyré