相关论文: On Efficient Optimal Transport: An Analysis of Gre…
The Wasserstein metric is broadly used in optimal transport for comparing two probabilistic distributions, with successful applications in various fields such as machine learning, signal processing, seismic inversion, etc. Nevertheless, the…
This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…
Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…
This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely-used iterative Bregman projections algorithm (or Sinkhorn--Knopp…
The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…
Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…
In this note, we generalize the classical optimal partial transport (OPT) problem by modifying the mass destruction/creation term to function-based terms, introducing what we term ``generalized optimal partial transport'' problems. We then…
The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by…
Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…
The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…
We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…
We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…
The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…
The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…
The all-pairs shortest distances (APSD) with differential privacy (DP) problem takes as input an undirected, weighted graph $G = (V,E, \mathbf{w})$ and outputs a private estimate of the shortest distances in $G$ between all pairs of…
We propose Log-Averaged Mirror Prox (LAMP), a linear-space primal-dual method for large-scale optimal transport. LAMP implements primal mirror prox updates by tracking an averaged dual sequence, reducing storage complexity from ${O}(nm)$ to…
We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of…
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…
Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…
This paper proposes an efficient HOT algorithm for solving the optimal transport (OT) problems with finite supports. We particularly focus on an efficient implementation of the HOT algorithm for the case where the supports are in…