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Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately…

机器学习 · 计算机科学 2026-02-11 Jonathan Geuter , Gregor Kornhardt , Ingimar Tomasson , Vaios Laschos

Gromov--Wasserstein optimal transport (GWOT) aligns metric measure spaces by matching their within-domain relational structures, but large-scale GWOT remains challenging because its objective is nonconvex and projection onto the transport…

机器学习 · 计算机科学 2026-05-07 Ling Liang , Lei Yang

An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…

数值分析 · 数学 2015-09-15 Adam M. Oberman , Yuanlong Ruan

Optimal transport (OT) is a powerful framework to compare probability measures, a fundamental task in many statistical and machine learning problems. Substantial advances have been made in designing OT variants which are either…

机器学习 · 计算机科学 2025-02-04 Clément Bonet , Kimia Nadjahi , Thibault Séjourné , Kilian Fatras , Nicolas Courty

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment are powerful frameworks for geometrically driven matching of probability distributions, yet their large-scale usage is hampered by high statistical and computational costs.…

统计理论 · 数学 2026-02-04 Tao Wang , Ziv Goldfeld

We study the quadratically regularized optimal transport (QOT) problem for quadratic cost and compactly supported marginals $\mu$ and $\nu$. It has been empirically observed that the optimal coupling $\pi_\epsilon$ for the QOT problem has…

最优化与控制 · 数学 2024-10-07 Johannes Wiesel , Xingyu Xu

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…

数值分析 · 数学 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

Optimal transport (OT) is a framework that can be used to guide the optimal allocation of a limited amount of resources. The classical OT paradigm does not consider malicious attacks in its formulation and thus the designed transport plan…

系统与控制 · 电气工程与系统科学 2021-06-15 Jason Hughes , Juntao Chen

In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stochastic Volatility Models, where martingale constraints…

概率论 · 数学 2026-02-16 Fan Chen , Giovanni Conforti , Zhenjie Ren , Xiaozhen Wang

The discrete optimal transport (OT) problem, which offers an effective computational tool for comparing two discrete probability distributions, has recently attracted much attention and played essential roles in many modern applications.…

最优化与控制 · 数学 2024-05-20 Di Hou , Ling Liang , Kim-Chuan Toh

We propose a novel amortized optimization method for predicting optimal transport (OT) plans across multiple pairs of measures by leveraging Kantorovich potentials derived from sliced OT. We introduce two amortization strategies:…

机器学习 · 统计学 2026-04-17 Minh-Phuc Truong , Khai Nguyen

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…

机器学习 · 统计学 2022-02-25 Khang Le , Huy Nguyen , Tung Pham , Nhat Ho

We study the Schr\"odinger-Bass problem, a one-parameter family of semimartingale optimal transport problems indexed by $\beta>0$, whose limiting regimes interpolate between the classical Schr\"odinger bridge, the Brenier-Strassen problem,…

概率论 · 数学 2026-04-03 Manuel Hasenbichler , Gudmund Pammer , Stefan Thonhauser

The optimal weak transport problem has recently been introduced by Gozlan et.\ al. We provide general existence and duality results for these problems on arbitrary Polish spaces, as well as a necessary and sufficient optimality criterion in…

最优化与控制 · 数学 2019-09-06 Julio Backhoff Veraguas , Mathias Beiglboeck , Gudmund Pammer

Optimal Transport is a useful metric to compare probability distributions and to compute a pairing given a ground cost. Its entropic regularization variant (eOT) is crucial to have fast algorithms and reflect fuzzy/noisy matchings. This…

统计理论 · 数学 2024-03-12 Francisco Andrade , Gabriel Peyre , Clarice Poon

Optimal Transport (OT) problem investigates a transport map that bridges two distributions while minimizing a given cost function. In this regard, OT between tractable prior distribution and data has been utilized for generative modeling…

计算机视觉与模式识别 · 计算机科学 2024-02-07 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

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 establish quantitative global stability estimates, formulated in terms of optimal transport (OT) cost, for inverse point-source problems governed by elliptic and parabolic equations with spatially varying coefficients. The key idea is…

数值分析 · 数学 2025-12-29 Lingyun Qiu , Shenwen Yu

The optimal transportation problem, first suggested by Gaspard Monge in the 18th century and later revived in the 1940s by Leonid Kantorovich, deals with the question of transporting a certain measure to another, using transport maps or…

最优化与控制 · 数学 2025-01-24 Shlomi Gover

Quadratically regularized optimal transport (QOT) is an alternative to entropic regularization that yields sparse couplings and avoids numerical instabilities due to exponential scaling. From an optimization viewpoint, the dual QOT…

最优化与控制 · 数学 2026-05-27 Alberto González-Sanz , Marcel Nutz , Andrés Riveros Valdevenito