相关论文: On Efficient Optimal Transport: An Analysis of Gre…

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

In 2013, Cuturi [Cut13] introduced the Sinkhorn algorithm for matrix scaling as a method to compute solutions to regularized optimal transport problems. In this paper, aiming at a better convergence rate for a high accuracy solution, we…

In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Although Sinkhorn divergences are now routinely used in data sciences to compare probability distributions, the computational effort required to compute them remains expensive, growing in general quadratically in the size $n$ of the support…

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

Sinkhorn algorithm has been used pervasively to approximate the solution to optimal transport (OT) and unbalanced optimal transport (UOT) problems. However, its practical application is limited due to the high computational complexity. To…

This paper presents consideration of the Semi-Relaxed Sinkhorn (SR-Sinkhorn) algorithm for the semi-relaxed optimal transport (SROT) problem, which relaxes one marginal constraint of the standard OT problem. For evaluation of how the…

In [Q. Liao et al., Commun. Math. Sci., 20(2022)], a linear-time Sinkhorn algorithm is developed based on dynamic programming, which significantly reduces the computational complexity involved in solving optimal transport problems. However,…

Transportation cost is an attractive similarity measure between probability distributions due to its many useful theoretical properties. However, solving optimal transport exactly can be prohibitively expensive. Therefore, there has been…

Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…

In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

This paper studies the equitable and optimal transport (EOT) problem, which has many applications such as fair division problems and optimal transport with multiple agents etc. In the discrete distributions case, the EOT problem can be…

We show that the discrete Sinkhorn algorithm - as applied in the setting of Optimal Transport on a compact manifold - converges to the solution of a fully non-linear parabolic PDE of Monge-Ampere type, in a large-scale limit. The latter…

We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalence forms of the multimarginal POT problem in terms of…

Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…

Optimal transport (OT) and maximum mean discrepancies (MMD) are now routinely used in machine learning to compare probability measures. We focus in this paper on \emph{Sinkhorn divergences} (SDs), a regularized variant of OT distances which…

Several recent applications of optimal transport (OT) theory to machine learning have relied on regularization, notably entropy and the Sinkhorn algorithm. Because matrix-vector products are pervasive in the Sinkhorn algorithm, several…

In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…