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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

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

We study multi-marginal optimal transport (MOT) problems where the underlying cost has a graphical structure. These graphical multi-marginal optimal transport problems have found applications in several domains including traffic flow…

最优化与控制 · 数学 2025-12-02 Jiaojiao Fan , Isabel Haasler , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…

机器学习 · 计算机科学 2019-11-26 Dai Shi , Junbin Gao , Xia Hong , S. T. Boris Choy , Zhiyong Wang

The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…

机器学习 · 计算机科学 2022-04-06 Johannes Gasteiger , Marten Lienen , Stephan Günnemann

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

概率论 · 数学 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…

最优化与控制 · 数学 2024-01-11 Gabriel Rioux , Ziv Goldfeld , Kengo Kato

We study the optimal transport (OT) problem for measures supported on a graph metric space. Recently, Le et al. (2022) leverage the graph structure and propose a variant of OT, namely Sobolev transport (ST), which yields a closed-form…

机器学习 · 统计学 2024-05-30 Tam Le , Truyen Nguyen , Kenji Fukumizu

We introduce the Gaussian transform (GT), an optimal transport inspired iterative method for denoising and enhancing latent structures in datasets. Under the hood, GT generates a new distance function (GT distance) on a given dataset by…

机器学习 · 计算机科学 2020-06-23 Kun Jin , Facundo Mémoli , Zhengchao Wan

We investigate finding a map $g$ within a function class $G$ that minimises an Optimal Transport (OT) cost between a target measure $\nu$ and the image by $g$ of a source measure $\mu$. This is relevant when an OT map from $\mu$ to $\nu$…

最优化与控制 · 数学 2025-08-20 Eloi Tanguy , Agnès Desolneux , Julie Delon

To improve the performance of classical generative adversarial network (GAN), Wasserstein generative adversarial networks (W-GAN) was developed as a Kantorovich dual formulation of the optimal transport (OT) problem using Wasserstein-1…

计算机视觉与模式识别 · 计算机科学 2020-09-01 Byeongsu Sim , Gyutaek Oh , Jeongsol Kim , Chanyong Jung , Jong Chul Ye

This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the…

图形学 · 计算机科学 2017-07-25 Gabriel Peyré , Lenaïc Chizat , François-Xavier Vialard , Justin Solomon

Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…

统计理论 · 数学 2025-05-26 Michel Groppe , Shayan Hundrieser

Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…

最优化与控制 · 数学 2024-05-01 Jean-Bernard Lasserre

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

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

机器学习 · 统计学 2025-05-13 Gabriel Peyré

We study unsupervised generative modeling in terms of the optimal transport (OT) problem between true (but unknown) data distribution $P_X$ and the latent variable model distribution $P_G$. We show that the OT problem can be equivalently…

Optimal Transport (OT) distances such as Wasserstein have been used in several areas such as GANs and domain adaptation. OT, however, is very sensitive to outliers (samples with large noise) in the data since in its objective function,…

机器学习 · 计算机科学 2020-10-13 Yogesh Balaji , Rama Chellappa , Soheil Feizi

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…

Optimal transport between graphs, based on Gromov-Wasserstein and other extensions, is a powerful tool for comparing and aligning graph structures. However, solving the associated non-convex optimization problems is computationally…

机器学习 · 计算机科学 2025-07-09 Sonia Mazelet , Rémi Flamary , Bertrand Thirion