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This paper studies the estimation of large-scale optimal transport maps (OTM), which is a well-known challenging problem owing to the curse of dimensionality. Existing literature approximates the large-scale OTM by a series of…

机器学习 · 统计学 2021-06-11 Cheng Meng , Yuan Ke , Jingyi Zhang , Mengrui Zhang , Wenxuan Zhong , Ping Ma

The time-fractional optimal transport (OT) and mean-field planning (MFP) models are developed to describe the anomalous transport of the agents in a heterogeneous environment such that their densities are transported from the initial…

最优化与控制 · 数学 2023-09-06 Yiqun Li , Hong Wang , Wuchen Li

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we…

统计方法学 · 统计学 2019-06-17 Francois-Xavier Briol , Alessandro Barp , Andrew B. Duncan , Mark Girolami

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

We introduce a new paradigm, $\textit{measure synchronization}$, for synchronizing graphs with measure-valued edges. We formulate this problem as maximization of the cycle-consistency in the space of probability measures over relative…

计算机视觉与模式识别 · 计算机科学 2020-04-03 Tolga Birdal , Michael Arbel , Umut Şimşekli , Leonidas Guibas

Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches…

Comparing structured objects such as graphs is a fundamental operation involved in many learning tasks. To this end, the Gromov-Wasserstein (GW) distance, based on Optimal Transport (OT), has proven to be successful in handling the specific…

机器学习 · 计算机科学 2022-03-02 Cédric Vincent-Cuaz , Rémi Flamary , Marco Corneli , Titouan Vayer , Nicolas Courty

In this paper, we propose a new framework named Communication Optimal Transport (CommOT) for computing the rate distortion (RD) function. This work is motivated by observing the fact that the transition law and the relative entropy in…

信息论 · 计算机科学 2022-12-21 Shitong Wu , Wenhao Ye , Hao Wu , Huihui Wu , Wenyi Zhang , Bo Bai

Learning to align multiple datasets is an important problem with many applications, and it is especially useful when we need to integrate multiple experiments or correct for confounding. Optimal transport (OT) is a principled approach to…

机器学习 · 计算机科学 2021-08-03 Ruishan Liu , Akshay Balsubramani , James Zou

Quantifying differences between flow fields is a key challenge in fluid mechanics, particularly when evaluating the effectiveness of flow control. Traditional vector metrics, such as the Euclidean distance, provide straightforward pointwise…

流体动力学 · 物理学 2025-11-12 Jonathan Quang Tran , Chi-An Yeh , Kunihiko Taira

Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance…

机器学习 · 统计学 2022-10-21 Titouan Vayer , Rémi Flamary , Romain Tavenard , Laetitia Chapel , Nicolas Courty

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

机器学习 · 计算机科学 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

For two multisets $S$ and $T$ of points in $[\Delta]^2$, such that $|S| = |T|= n$, the earth-mover distance (EMD) between $S$ and $T$ is the minimum cost of a perfect bipartite matching with edges between points in $S$ and $T$, i.e.,…

数据结构与算法 · 计算机科学 2014-04-28 Arman Yousefi , Rafail Ostrovsky

We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive a convex programming dual reformulation for general nominal distributions, transport…

最优化与控制 · 数学 2025-03-27 Jie Wang , Rui Gao , Yao Xie

Optimal transport is an important tool in machine learning, allowing to capture geometric properties of the data through a linear program on transport polytopes. We present a single-loop optimization algorithm for minimizing general convex…

机器学习 · 计算机科学 2023-06-21 Marin Ballu , Quentin Berthet

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…

统计理论 · 数学 2021-07-20 Tianyi Lin , Zeyu Zheng , Elynn Y. Chen , Marco Cuturi , Michael I. Jordan

This article gives an introduction to optimal transport, a mathematical theory that makes it possible to measure distances between functions (or distances between more general objects), to interpolate between objects or to enforce…

偏微分方程分析 · 数学 2017-10-10 Bruno Levy , Erica Schwindt

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

数值分析 · 数学 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

概率论 · 数学 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

统计理论 · 数学 2021-02-18 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes