中文
相关论文

相关论文: An ODE characterisation of multi-marginal optimal …

200 篇论文

We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

概率论 · 数学 2025-11-03 Karol Bołbotowski

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

最优化与控制 · 数学 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

机器学习 · 统计学 2018-03-06 Brahim Khalil Abid , Robert M. Gower

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…

计算几何 · 计算机科学 2023-11-07 Pankaj K. Agarwal , Sharath Raghvendra , Pouyan Shirzadian , Keegan Yao

The question of which costs admit unique optimizers in the Monge-Kantorovich problem of optimal transportation between arbitrary probability densities is investigated. For smooth costs and densities on compact manifolds, the only known…

最优化与控制 · 数学 2018-01-23 Robert J. McCann , Ludovic Rifford

Fuel cost contributes to a significant portion of operating cost in cargo transportation. Though classic routing models usually treat fuel cost as input data, fuel consumption heavily depends on the travel speed, which has led to the study…

最优化与控制 · 数学 2017-05-30 Ricardo Fukasawa , Qie He , Fernando Santos , Yongjia Song

We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…

泛函分析 · 数学 2021-11-29 Vladimir Bogachev , Svetlana Popova

In this paper we present a novel method for the numerical solution of linear transport equations, which is based on ridgelets. Such equations arise for instance in radiative transfer or in phase contrast imaging. Due to the fact that…

数值分析 · 数学 2014-09-08 Philipp Grohs , Axel Obermeier

This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…

概率论 · 数学 2019-11-19 Simone Di Marino , Augusto Gerolin

In a wide range of applications it is desirable to optimally control a dynamical system with respect to concurrent, potentially competing goals. This gives rise to a multiobjective optimal control problem where, instead of computing a…

最优化与控制 · 数学 2020-12-18 Sebastian Peitz , Sina Ober-Blöbaum , Michael Dellnitz

Existing work has tackled the problem of estimating Origin-Destination (OD) demands and recovering travel latency functions in transportation networks under the Wardropian assumption. The ultimate objective is to derive an accurate…

最优化与控制 · 数学 2020-07-10 Salomón Wollenstein-Betech , Chuangchuang Sun , Jing Zhang , Ioannis Ch. Paschalidis

This paper addresses the practical challenge in Entropic Optimal Transport (EOT) where the underlying ground cost function is typically latent and unobserved. Rather than assuming a fixed geometric cost, we adopt a data-driven approach…

最优化与控制 · 数学 2026-05-13 Antoine Debouchage , Xiaozhen Wang , Zhenjie Ren , Francois Buet-Golfouse

This work establishes that an optimal transport~(OT) problem regularized by a given $f$-divergence admits the same solution as another OT problem regularized by a different $g$-divergence, under an appropriate transformation of the cost…

统计理论 · 数学 2026-04-24 Maxime Nicaise , Yaiza Bermudez , Samir M. Perlaza

We prove uniqueness and Monge solution results for multi-marginal optimal transportation problems with a certain class of surplus functions; this class arises naturally in multi-agent matching problems in economics. This result generalizes…

偏微分方程分析 · 数学 2012-10-30 Brendan Pass

This paper presents a multiscale approach to efficiently compute approximate optimal transport plans between point sets. It is particularly well-suited for point sets that are in high-dimensions, but are close to being intrinsically…

机器学习 · 计算机科学 2021-04-13 Samuel Gerber , Mauro Maggioni

In this paper, we discuss the maximum flow problem in the two-party communication model, where two parties, each holding a subset of edges on a common vertex set, aim to compute the maximum flow of the union graph with minimal…

数据结构与算法 · 计算机科学 2025-10-07 Hossein Gholizadeh , Yonggang Jiang

The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…

数理金融 · 定量金融 2021-09-30 Alessandro Doldi , Marco Frittelli

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

In this paper we study a variant of the branched transportation problem, that we call multi-material transport problem. This is a transportation problem, where distinct commodities are transported simultaneously along a network. The cost of…

偏微分方程分析 · 数学 2019-03-07 Andrea Marchese , Annalisa Massaccesi , Riccardo Tione