相关论文: Moment Constrained Optimal Transport for Control A…
Selecting prototypical examples from a source distribution to represent a target data distribution is a fundamental problem in machine learning. Existing subset selection methods often rely on implicit importance scores, which can be skewed…
Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…
Optimal transport (OT) is a powerful tool in mathematics and data science but faces severe computational and statistical challenges in high dimensions. We propose convex relaxation approaches based on marginal and cluster moment relaxations…
Optimal transport (OT) finds a least cost transport plan between two probability distributions using a cost matrix defined on pairs of points. Unlike standard OT, which infers unstructured pointwise mappings, low-rank optimal transport…
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…
Optimal transport (OT) theory provides powerful tools to compare probability measures. However, OT is limited to nonnegative measures having the same mass, and suffers serious drawbacks about its computation and statistics. This leads to…
Regularized discrete optimal transport (OT) is a powerful tool to measure the distance between two discrete distributions that have been constructed from data samples on two different domains. While it has a wide range of applications in…
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…
Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the…
We study unsupervised generative modeling in terms of the optimal transport (OT) problem between true (but unknown) data distribution $P_X$ and the latent variable model distribution $P_G$. We show that the OT problem can be equivalently…
We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…
Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…
The optimal transport (OT) map is a geometry-driven transformation between high-dimensional probability distributions which underpins a wide range of tasks in statistics, applied probability, and machine learning. However, existing…
The Sinkhorn--Knopp (SK) algorithm is a cornerstone method for matrix scaling and entropically regularized optimal transport (EOT). Despite its empirical efficiency, existing theoretical guarantees to achieve a target marginal accuracy…
This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These…
Optimal transport (OT) and Schr{\"o}dinger bridge (SB) problems have emerged as powerful frameworks for transferring probability distributions with minimal cost. However, existing approaches typically focus on endpoint matching while…
Optimal Transport (OT) is a mathematical framework that first emerged in the eighteenth century and has led to a plethora of methods for answering many theoretical and applied questions. The last decade has been a witness to the remarkable…
This paper addresses the Optimal Transport problem, which is regularized by the square of Euclidean $\ell_2$-norm. It offers theoretical guarantees regarding the iteration complexities of the Sinkhorn--Knopp algorithm, Accelerated Gradient…
Recent advances in label assignment in object detection mainly seek to independently define positive/negative training samples for each ground-truth (gt) object. In this paper, we innovatively revisit the label assignment from a global…
Partial Optimal Transport (POT) addresses the problem of transporting only a fraction of the total mass between two distributions, making it suitable when marginals have unequal size or contain outliers. While Sinkhorn-based methods are…