相关论文: Constrained overdamped Langevin dynamics for symme…
Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…
In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…
We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…
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…
Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…
This paper focuses on multi-block optimization problems over transport polytopes, which underlie various applications including strongly correlated quantum physics and machine learning. Conventional block coordinate descent-type methods for…
We propose Mirror Descent Optimal Transport (MDOT), a novel method for solving discrete optimal transport (OT) problems with high precision, by unifying temperature annealing in entropic-regularized OT (EOT) with mirror descent techniques.…
Numerical methods for solving the ideal magnetohydrodynamic (MHD) equations in more than one space dimension must confront the challenge of controlling errors in the discrete divergence of the magnetic field. One approach that has been…
In this work, we develop a new framework for dynamic network flow problems based on optimal transport theory. We show that the dynamic multi-commodity minimum-cost network flow problem can be formulated as a multi-marginal optimal transport…
Multimarginal optimal transport (MOT) has emerged as a useful framework for many applied problems. However, compared to the well-studied classical two-marginal optimal transport theory, analysis of MOT is far more challenging and remains…
We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…
The optimal transport problem for measures supported on non-Euclidean spaces has recently gained ample interest in diverse applications involving representation learning. In this paper, we focus on circular probability measures, i.e.,…
Aligning electron density maps from Cryogenic electron microscopy (cryo-EM) is a first key step for studying multiple conformations of a biomolecule. As this step remains costly and challenging, with standard alignment tools being…
In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…
Optimal transport has been an essential tool for reconstructing dynamics from complex data. With the increasingly available multifaceted data, a system can often be characterized across multiple spaces. Therefore, it is crucial to maintain…
Numerically solving multi-marginal optimal transport (MMOT) problems is computationally prohibitive, even for moderate-scale instances involving $l\ge4$ marginals with support sizes of $N\ge1000$. The cost in MMOT is represented as a tensor…
This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…
This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…
Semi-discrete optimal transport (SOT), which maps a continuous probability measure to a discrete one, is a fundamental problem with wide-ranging applications. Entropic regularization is often employed to solve the SOT problem, leading to a…
The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…