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We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal…

最优化与控制 · 数学 2018-10-16 Matthias Liero , Alexander Mielke , Giuseppe Savaré

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

最优化与控制 · 数学 2024-06-07 Clément Sarrazin , Bernhard Schmitzer

Inspired by the recent theory of Entropy-Transport problems and by the $\mathbf{D}$-distance of Sturm on normalised metric measure spaces, we define a new class of complete and separable distances between metric measure spaces of possibly…

度量几何 · 数学 2022-11-11 Nicoló De Ponti , Andrea Mondino

We present a minimization problem with a horizontal divergence-type constraint in the Heisenberg group. Our study explores its dual formulation and examines its relationship with the congested optimal transport problem, for $1 < p <…

偏微分方程分析 · 数学 2025-10-29 Michele Circelli , Albert Clop

The presentation covers prerequisite results from Topology and Measure Theory. This is then followed by an introduction into couplings and basic definitions for optimal transport. The Kantrorovich problem is then introduced and an existence…

概率论 · 数学 2020-10-12 Austin Vandegriffe

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

This paper focuses on the Monge-Kantorovich formulation of the optimal transport problem and the associated $L^2$ Wasserstein distance. We use the $L^2$ Wasserstein distance in the Nearest Neighbour (NN) machine learning architecture to…

计算机视觉与模式识别 · 计算机科学 2019-03-20 Michael Snow , Jan Van lent

In this paper we study the local linearization of the Hellinger--Kantorovich distance via its Riemannian structure. We give explicit expressions for the logarithmic and exponential map and identify a suitable notion of a Riemannian inner…

最优化与控制 · 数学 2021-09-27 Tianji Cai , Junyi Cheng , Bernhard Schmitzer , Matthew Thorpe

We adapt the problem of continuous congested optimal transport to the Heisenberg group, equipped with a sub-Riemannian metric. Originally introduced in the Euclidean setting by Carlier, Jimenez, and Santambrogio as a path-dependent variant…

最优化与控制 · 数学 2025-10-29 Michele Circelli , Giovanna Citti

We suggest a new way of defining optimal transport of positive-semidefinite matrix-valued measures. It is inspired by a recent rendering of the incompressible Euler equations and related conservative systems as concave maximization…

最优化与控制 · 数学 2019-07-16 Yann Brenier , Dmitry Vorotnikov

We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…

算子代数 · 数学 2015-03-13 Francesco D'Andrea , Pierre Martinetti

We show that the problem of finding the barycenter in the Hellinger-Kantorovich setting admits a least-cost soft multi-marginal formulation, provided that a one-sided hard marginal constraint is introduced. The constrained approach is then…

最优化与控制 · 数学 2025-01-22 Maciej Buze

Consider the Monge-Kantorovich problem of transporting densities $\rho_0$ to $\rho_1$ on $\mathbb{R}^d$ with a strictly convex cost function. A popular relaxation of the problem is the one-parameter family called the entropic cost problem.…

概率论 · 数学 2019-10-14 Soumik Pal

We study nonlinear degenerate parabolic equations of Fokker-Planck type which can be viewed as gradient flows with respect to the recently introduced spherical Hellinger-Kantorovich distance. The driving entropy is not assumed to be…

泛函分析 · 数学 2019-04-03 Stanislav Kondratyev , Dmitry Vorotnikov

We discuss a new notion of distance on the space of finite and nonnegative measures which can be seen as a generalization of the well-known Kantorovich-Wasserstein distance. The new distance is based on a dynamical formulation given by an…

度量几何 · 数学 2018-01-17 Matthias Liero , Alexander Mielke , Giuseppe Savaré

The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…

最优化与控制 · 数学 2017-08-08 Luigi De Pascale , Jean Louet

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

This article presents a new class of distances between arbitrary nonnegative Radon measures inspired by optimal transport. These distances are defined by two equivalent alternative formulations: (i) a dynamic formulation defining the…

最优化与控制 · 数学 2019-02-12 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

统计理论 · 数学 2019-11-05 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

机器学习 · 统计学 2014-03-25 Marco Cuturi
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