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We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…

最优化与控制 · 数学 2026-05-18 Daniel Owusu Adu , Karthik Elamvazhuthi , Bahman Gharesifard

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

最优化与控制 · 数学 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

We introduce a deep neural network-based numerical method for solving kinetic Fokker Planck equations, including both linear and nonlinear cases. Building upon the conservative dissipative structure of Vlasov-type equations, we formulate a…

数值分析 · 数学 2026-03-26 Wonjun Lee , Li Wang , Wuchen Li

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…

机器学习 · 统计学 2023-04-17 Tianlin Liu , Joan Puigcerver , Mathieu Blondel

Entropic optimal transport problems play an increasingly important role in machine learning and generative modelling. In contrast with optimal transport maps which often have limited applicability in high dimensions, Schrodinger bridges can…

概率论 · 数学 2026-01-21 Pierre Del Moral , Ajay Jasra

In this paper, we propose the optimal production transport model, which is an extension of the classical optimal transport model. We observe in economics, the production of the factories can always be adjusted within a certain range, while…

最优化与控制 · 数学 2025-07-02 Jie Fan , Tianhao Wu , Hao Wu

We propose a discrete time formulation of the semi-martingale optimal transport problem based on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by [17],…

最优化与控制 · 数学 2024-12-03 Jean-David Benamou , Guillaume Chazareix , Grégoire Loeper

We propose to tackle the problem of understanding the effect of regularization in Sinkhorn algotihms. In the case of Gaussian distributions we provide a closed form for the regularized optimal transport which enables to provide a better…

统计理论 · 数学 2020-06-16 Eustasio del Barrio , Jean-Michel Loubes

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

机器学习 · 计算机科学 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh

This paper is concerned with the theoretical and computational development of a new class of nonlinear filtering algorithms called the optimal transport particle filters (OTPF). The algorithm is based on a recently introduced variational…

最优化与控制 · 数学 2023-04-04 Mohammad Al-Jarrah , Bamdad Hosseini , Amirhossein Taghvaei

In transportation planning and development, transport network design problem seeks to optimize specific objectives (e.g. total travel time) through choosing among a given set of projects while keeping consumption of resources (e.g. budget)…

最优化与控制 · 数学 2015-02-04 Mehran Fasihozaman Langerudi

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

We show that a solution of the optimal assignment problem can be obtained as the limit of the solution of an entropy maximization problem, as a deformation parameter tends to infinity. This allows us to apply entropy maximization algorithms…

数值分析 · 数学 2013-11-05 Meisam Sharify , Stéphane Gaubert , Laura Grigori

We study the stability of entropically regularized optimal transport with respect to the marginals. Given marginals converging weakly, we establish a strong convergence for the Schr\"odinger potentials describing the density of the optimal…

概率论 · 数学 2022-01-26 Marcel Nutz , Johannes Wiesel

Computing optimal transport distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. Despite the recent introduction of several algorithms with good empirical performance,…

数据结构与算法 · 计算机科学 2018-02-08 Jason Altschuler , Jonathan Weed , Philippe Rigollet

We present a method to efficiently compute Wasserstein gradient flows. Our approach is based on a generalization of the back-and-forth method (BFM) introduced by Jacobs and L\'eger to solve optimal transport problems. We evolve the gradient…

数值分析 · 数学 2020-11-17 Matt Jacobs , Wonjun Lee , Flavien Léger

The matrix scaling problem, particularly the Sinkhorn-Knopp algorithm, has been studied for over 60 years. In practice, the algorithm often yields high-quality approximations within just a few iterations. Theoretically, however, the…

数据结构与算法 · 计算机科学 2025-08-12 Kun He

We investigate the problem of optimal transport in the so-called Beckmann form, i.e. given two Radon measures on a compact set, we seek an optimal flow field which is a vector valued Radon measure on the same set that describes a flow…

最优化与控制 · 数学 2022-01-19 Dirk Lorenz , Hinrich Mahler , Christian Meyer

We study Benamou's domain decomposition algorithm for optimal transport in the entropy regularized setting. The key observation is that the regularized variant converges to the globally optimal solution under very mild assumptions. We prove…

最优化与控制 · 数学 2021-11-23 Mauro Bonafini , Bernhard Schmitzer

The problem of reconciling a prior probability law on paths with data was introduced by E. Schr\"odinger in 1931/32. It represents an early formulation of a maximum likelihood problem. This specific formulation can also be seen as the…

系统与控制 · 电气工程与系统科学 2024-12-13 Asmaa Eldesoukey , Tryphon T. Georgiou