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Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…

统计理论 · 数学 2025-05-26 Michel Groppe , Shayan Hundrieser

The quadratically regularized optimal transport problem has recently been considered in various applications where the coupling needs to be \emph{sparse}, i.e., the density of the coupling needs to be zero for a large subset of the product…

偏微分方程分析 · 数学 2024-08-01 Alejandro Garriz-Molina , Alberto González-Sanz , Gilles Mordant

This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…

数学物理 · 物理学 2023-10-17 Lorenzo Portinale

The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions…

统计理论 · 数学 2021-03-11 Qijun Tong , Kei Kobayashi

The empirical optimal transport (OT) cost between two probability measures from random data is a fundamental quantity in transport based data analysis. In this work, we derive novel guarantees for its convergence rate when the involved…

统计理论 · 数学 2022-02-22 Shayan Hundrieser , Thomas Staudt , Axel Munk

We show that the Hellinger-Kantorovich distance can be expressed as the metric infimal convolution of the Hellinger and the Wasserstein distances, as conjectured by Liero, Mielke, and Savar\'e. To prove it, we study with the tools of…

度量几何 · 数学 2025-03-18 Nicolò De Ponti , Giacomo Enrico Sodini , Luca Tamanini

The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…

最优化与控制 · 数学 2017-08-08 Luigi De Pascale , Jean Louet

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

最优化与控制 · 数学 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

The article presents new entropic continuity bounds for conditional expectations and conditional covariance matrices. These bounds are expressed in terms of the relative entropy between different coupling distributions. Our approach…

概率论 · 数学 2025-04-29 Pierre Del Moral

We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects…

偏微分方程分析 · 数学 2023-02-24 Guillaume Carlier , Camilla Brizzi , Luigi De Pascale

In this paper we analyze a mass transportation problem in a bounded domain with the possibility to transport mass to/from the boundary, paying the transport cost, that is given by the Euclidean distance plus an extra cost depending on the…

泛函分析 · 数学 2016-09-28 Samer Dweik

We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…

偏微分方程分析 · 数学 2022-11-18 Alessio Porretta

Sinkhorn divergence is a measure of dissimilarity between two probability measures. It is obtained through adding an entropic regularization term to Kantorovich's optimal transport problem and can hence be viewed as an entropically…

数值分析 · 数学 2020-05-01 Mohammad Motamed

We study the Optimal Transport problem for laws of random measures in the Kantorovich-Wasserstein space $\mathcal{P}_2(\mathcal{P}_2(\mathrm{H}))$, associated with a Hilbert space $\mathrm{H}$ (with finite or infinite dimension) and for the…

泛函分析 · 数学 2025-09-03 Alessandro Pinzi , Giuseppe Savaré

In this paper we prove that, within the framework of $RCD^*(K,N)$ spaces with $N < \infty$, the entropic cost (i.e. the minimal value of the Schr\"odinger problem) admits: - a threefold dynamical variational representation, in the spirit of…

偏微分方程分析 · 数学 2018-05-17 Nicola Gigli , Luca Tamanini

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…

概率论 · 数学 2007-10-09 Christian Léonard

Entropy-regularized optimal transport, which has strong links to the Schr\"odinger bridge problem in statistical mechanics, enjoys a variety of applications from trajectory inference to generative modeling. A major driver of renewed…

机器学习 · 统计学 2026-01-27 Anand Srinivasan , Jean-Jacques Slotine

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

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

最优化与控制 · 数学 2023-06-22 Stephan Eckstein , Marcel Nutz

We consider an optimal transport problem between laws of random probability measures: given a base cost function, we build the associated OT cost between probability measures that in turn we use to define the OT cost between probability…

最优化与控制 · 数学 2026-05-05 Alessandro Pinzi