中文
相关论文

相关论文: Entropic Optimal Transport between Unbalanced Gaus…

200 篇论文

We present a functional calculus treatment of Entropic Optimal Transport (EOT) between Gaussian measures on separable Hilbert spaces, providing a unified framework that handles infinite-dimensional degeneracy. By leveraging the notion of…

最优化与控制 · 数学 2026-05-27 Ho Yun

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

最优化与控制 · 数学 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

机器学习 · 计算机科学 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…

最优化与控制 · 数学 2023-01-25 Florian Beier , Johannes von Lindheim , Sebastian Neumayer , Gabriele Steidl

Unbalanced optimal transport (UOT) extends optimal transport (OT) to take into account mass variations to compare distributions. This is crucial to make OT successful in ML applications, making it robust to data normalization and outliers.…

最优化与控制 · 数学 2022-01-04 Thibault Séjourné , François-Xavier Vialard , Gabriel Peyré

Dynamical formulations of optimal transport (OT) frame the task of comparing distributions as a variational problem which searches for a path between distributions minimizing a kinetic energy functional. In applications, it is frequently…

最优化与控制 · 数学 2025-12-11 Martin Bauer , Nicolas Charon , Tom Needham , Mao Nishino

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…

最优化与控制 · 数学 2020-07-03 Arthur Mensch , Gabriel Peyré

The relevance of optimal transport methods to machine learning has long been hindered by two salient limitations. First, the $O(n^3)$ computational cost of standard sample-based solvers (when used on batches of $n$ samples) is prohibitive.…

机器学习 · 计算机科学 2023-06-01 Meyer Scetbon , Michal Klein , Giovanni Palla , Marco Cuturi

We present several new complexity results for the entropic regularized algorithms that approximately solve the optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. First, we improve the complexity…

数据结构与算法 · 计算机科学 2022-05-19 Tianyi Lin , Nhat Ho , Michael I. Jordan

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…

机器学习 · 统计学 2017-10-23 Aude Genevay , Gabriel Peyré , Marco Cuturi

This work studies how the introduction of the entropic regularization term in unbalanced Optimal Transport (OT) models may alter their homogeneity with respect to the input measures. We observe that in common settings (including balanced OT…

最优化与控制 · 数学 2022-01-07 Théo Lacombe

We consider a Beckmann formulation of an unbalanced optimal transport (UOT) problem. The $\Gamma$-convergence of this formulation of UOT to the corresponding optimal transport (OT) problem is established as the balancing parameter $\alpha$…

数值分析 · 数学 2023-03-31 Zhe Xiong , Lei Li , Ya-Nan Zhu , Xiaoqun Zhang

This work deals with the asymptotic distribution of both potentials and couplings of entropic regularized optimal transport for compactly supported probabilities in $\R^d$. We first provide the central limit theorem of the Sinkhorn…

概率论 · 数学 2024-06-06 Alberto Gonzalez-Sanz , Jean-Michel Loubes , Jonathan Niles-Weed

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

偏微分方程分析 · 数学 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

In the realm of computer vision and graphics, accurately establishing correspondences between geometric 3D shapes is pivotal for applications like object tracking, registration, texture transfer, and statistical shape analysis. Moving…

计算机视觉与模式识别 · 计算机科学 2024-03-05 Tung Le , Khai Nguyen , Shanlin Sun , Nhat Ho , Xiaohui Xie

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

机器学习 · 统计学 2026-02-05 Ferdinand Genans , Olivier Wintenberger

We introduce a new class of convex-regularized Optimal Transport losses, which generalizes the classical Entropy-regularization of Optimal Transport and Sinkhorn divergences, and propose a generalized Sinkhorn algorithm. Our framework…

最优化与控制 · 数学 2020-07-03 Simone Di Marino , Augusto Gerolin

Gaussian distributions are plentiful in applications dealing in uncertainty quantification and diffusivity. They furthermore stand as important special cases for frameworks providing geometries for probability measures, as the resulting…

机器学习 · 统计学 2020-06-08 Anton Mallasto , Augusto Gerolin , Hà Quang Minh

In this article, we study unbalanced optimal transport (UOT) and establish a control-theoretic dynamical extension, which we call the unbalanced density control (UDC), for a class of Gaussian reference measures. In the static setting, we…

最优化与控制 · 数学 2026-05-07 Haruto Nakashima , Siddhartha Ganguly , Kenji Kashima

We prove several fundamental statistical bounds for entropic OT with the squared Euclidean cost between subgaussian probability measures in arbitrary dimension. First, through a new sample complexity result we establish the rate of…

统计理论 · 数学 2019-05-31 Gonzalo Mena , Jonathan Weed