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Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

机器学习 · 计算机科学 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

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

The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…

Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…

最优化与控制 · 数学 2025-12-29 Thai P. D. Nguyen , Hong T. M. Chu , Kim-Chuan Toh

Sliced Optimal Transport (SOT) is a rapidly developing branch of optimal transport (OT) that exploits the tractability of one-dimensional OT problems. By combining tools from OT, integral geometry, and computational statistics, SOT enables…

机器学习 · 统计学 2025-10-15 Khai Nguyen

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

机器学习 · 计算机科学 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

机器学习 · 计算机科学 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

The power and flexibility of Optimal Transport (OT) have pervaded a wide spectrum of problems, including recent Machine Learning challenges such as unsupervised domain adaptation. Its essence of quantitatively relating two probability…

图像与视频处理 · 电气工程与系统科学 2023-04-18 Bo Jiang , Hamid Krim , Tianfu Wu , Derya Cansever

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…

机器学习 · 统计学 2025-12-11 Sloan Nietert , Ziv Goldfeld

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

统计理论 · 数学 2024-05-14 Tao Wang , Ziv Goldfeld

This work investigates the use of robust optimal transport (OT) for shape matching. Specifically, we show that recent OT solvers improve both optimization-based and deep learning methods for point cloud registration, boosting accuracy at an…

计算机视觉与模式识别 · 计算机科学 2021-11-02 Zhengyang Shen , Jean Feydy , Peirong Liu , Ariel Hernán Curiale , Ruben San Jose Estepar , Raul San Jose Estepar , Marc Niethammer

Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasserstein distances suffers from a severe curse of…

统计理论 · 数学 2020-01-28 Ziv Goldfeld , Kristjan Greenewald

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

最优化与控制 · 数学 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

机器学习 · 计算机科学 2018-11-15 Marco Cuturi , Gabriel Peyré

We study estimators of the optimal transport (OT) map between two probability distributions. We focus on plugin estimators derived from the OT map between estimates of the underlying distributions. We develop novel stability bounds for OT…

统计理论 · 数学 2025-02-19 Sivaraman Balakrishnan , Tudor Manole

Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

机器学习 · 统计学 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability…

人工智能 · 计算机科学 2022-12-29 Sarah Boufelja Y. , Anthony Quinn , Martin Corless , Robert Shorten

Optimal transport (OT) has recently found widespread interest in machine learning. It allows to define novel distances between probability measures, which have shown promise in several applications. In this work, we discuss how to…

机器学习 · 计算机科学 2021-10-11 Bamdev Mishra , N T V Satyadev , Hiroyuki Kasai , Pratik Jawanpuria

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

Most common Optimal Transport (OT) solvers are currently based on an approximation of underlying measures by discrete measures. However, it is sometimes relevant to work only with moments of measures instead of the measure itself, and many…

数值分析 · 数学 2022-12-05 Olga Mula , Anthony Nouy