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Entropic optimal transport (EOT) in continuous spaces with quadratic cost is a classical tool for solving the domain translation problem. In practice, recent approaches optimize a weak dual EOT objective depending on a single potential, but…

机器学习 · 计算机科学 2026-02-03 Roman Dyachenko , Nikita Gushchin , Kirill Sokolov , Petr Mokrov , Evgeny Burnaev , Alexander Korotin

We investigate the optimal transport (OT) problem over networks, wherein supply and demand are conceptualized as temporal marginals governing departure rates of particles from source nodes and arrival rates at sink nodes. This setting…

最优化与控制 · 数学 2026-02-17 Anqi Dong , Karl H. Johansson , Johan Karlsson

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

统计理论 · 数学 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

We propose a low-rank tensor approach to approximate linear transport and nonlinear Vlasov solutions and their associated flow maps. The approach takes advantage of the fact that the differential operators in the Vlasov equation is tensor…

数值分析 · 数学 2022-03-23 Wei Guo , Jing-Mei Qiu

Optimal transport tools (OTT-JAX) is a Python toolbox that can solve optimal transport problems between point clouds and histograms. The toolbox builds on various JAX features, such as automatic and custom reverse mode differentiation,…

机器学习 · 计算机科学 2022-01-31 Marco Cuturi , Laetitia Meng-Papaxanthos , Yingtao Tian , Charlotte Bunne , Geoff Davis , Olivier Teboul

We revisit the problem of recovering a low-rank positive semidefinite matrix from rank-one projections using tools from optimal transport. More specifically, we show that a variational formulation of this problem is equivalent to computing…

最优化与控制 · 数学 2022-10-27 Tyler Maunu , Thibaut Le Gouic , Philippe Rigollet

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

机器学习 · 计算机科学 2019-10-23 Yuejie Chi , Yue M. Lu , Yuxin Chen

This note develops easily applicable techniques that improve the convergence and reduce the computational time of indirect low thrust trajectory optimization when solving fuel- and time-optimal problems. For solving fuel optimal (FO)…

最优化与控制 · 数学 2022-08-25 Minduli C. Wijayatunga , Roberto Armellin , Laura Pirovano

In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through $\phi$-divergences and Wasserstein distances, respectively. While the former focuses on ambiguity in…

最优化与控制 · 数学 2025-12-22 Jose Blanchet , Daniel Kuhn , Jiajin Li , Bahar Taskesen

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

An Optimal Transport (OT)-based decentralized collaborative multi-robot exploration strategy is proposed in this paper. This method is to achieve an efficient exploration with a predefined priority in the given domain. In this context, the…

系统与控制 · 电气工程与系统科学 2020-10-01 Rabiul Hasan Kabir , Kooktae Lee

Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When…

Factor Analysis (FA) is a technique of fundamental importance that is widely used in classical and modern multivariate statistics, psychometrics and econometrics. In this paper, we revisit the classical rank-constrained FA problem, which…

统计方法学 · 统计学 2017-04-25 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

We present a neural framework for learning conditional optimal transport (OT) maps between probability distributions. Our approach introduces a conditioning mechanism capable of processing both categorical and continuous conditioning…

机器学习 · 计算机科学 2026-04-02 Carlos Rodriguez-Pardo , Leonardo Chiani , Emanuele Borgonovo , Massimo Tavoni

We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…

计算机视觉与模式识别 · 计算机科学 2016-06-21 Qibin Zhao , Guoxu Zhou , Liqing Zhang , Andrzej Cichocki , Shun-ichi Amari

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

Motivated by an application in computational biology, we consider low-rank matrix factorization with $\{0,1\}$-constraints on one of the factors and optionally convex constraints on the second one. In addition to the non-convexity shared…

机器学习 · 统计学 2014-01-24 Martin Slawski , Matthias Hein , Pavlo Lutsik

This paper presents consideration of the Semi-Relaxed Sinkhorn (SR-Sinkhorn) algorithm for the semi-relaxed optimal transport (SROT) problem, which relaxes one marginal constraint of the standard OT problem. For evaluation of how the…

机器学习 · 计算机科学 2022-05-30 Takumi Fukunaga , Hiroyuki Kasai

Matching a source to a target probability measure is often solved by instantiating a linear optimal transport (OT) problem, parameterized by a ground cost function that quantifies discrepancy between points. When these measures live in the…

机器学习 · 计算机科学 2023-11-27 Othmane Sebbouh , Marco Cuturi , Gabriel Peyré

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

最优化与控制 · 数学 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto