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A natural and important question in multi-marginal optimal transport is whether the \emph{Monge ansatz} is justified; does there exist a solution of Monge, or deterministic, form? We address this question for the quadratic cost when each…

最优化与控制 · 数学 2024-01-24 Pedram Emami , Brendan Pass

The inverse reflector problem arises in geometrical nonimaging optics: Given a light source and a target, the question is how to design a reflecting free-form surface such that a desired light density distribution is generated on the…

数值分析 · 数学 2015-03-27 Kolja Brix , Yasemin Hafizogullari , Andreas Platen

Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…

最优化与控制 · 数学 2024-12-20 Gabriele Todeschi , Ludovic Métivier , Jean-Marie Mirebeau

We shall present a measure theoretical approach for which together with the Kantorovich duality provide an efficient tool to study the optimal transport problem. Specifically, we study the support of optimal plans where the cost function…

偏微分方程分析 · 数学 2014-11-21 Abbas Moameni

We demonstrate an iterative scheme to approximate the optimal transportation problem with a discrete target measure under certain standard conditions on the cost function. Additionally, we give a finite upper bound on the number of…

最优化与控制 · 数学 2012-10-10 Jun Kitagawa

We focus on Optimal Transport PDE on the unit sphere $\mathbb{S}^2$ with a particular type of cost function $c(x,y) = F(x \cdot y, x \cdot \hat{e}, y \cdot \hat{e})$ which we call cost functions with preferential direction, where $\hat{e}…

偏微分方程分析 · 数学 2024-07-11 Axel G. R. Turnquist

We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…

系统与控制 · 电气工程与系统科学 2023-05-03 Anqi Dong , Arthur Stephanovitch , Tryphon T. Georgiou

We study the problem of bounding path-dependent expectations (within any finite time horizon $d$) over the class of discrete-time martingales whose marginal distributions lie within a prescribed tolerance of a given collection of benchmark…

概率论 · 数学 2021-12-01 Zhengqing Zhou , Jose Blanchet , Peter W. Glynn

This paper studies the estimation of large-scale optimal transport maps (OTM), which is a well-known challenging problem owing to the curse of dimensionality. Existing literature approximates the large-scale OTM by a series of…

机器学习 · 统计学 2021-06-11 Cheng Meng , Yuan Ke , Jingyi Zhang , Mengrui Zhang , Wenxuan Zhong , Ping Ma

This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two…

We present a range of applications of localisation for constrained transports for pairs of probability measures in order with respect to a lattice cone. These examples comprise irreducible convex paving for martingale transports in…

概率论 · 数学 2024-07-31 Krzysztof J. Ciosmak

We consider the fundamental problem of sampling the optimal transport coupling between given source and target distributions. In certain cases, the optimal transport plan takes the form of a one-to-one mapping from the source support to the…

机器学习 · 计算机科学 2025-10-28 Mara Daniels , Tyler Maunu , Paul Hand

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…

最优化与控制 · 数学 2025-12-30 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

最优化与控制 · 数学 2023-07-21 Bohan Zhou , Matthew Parno

Coupling probability measures lies at the core of many problems in statistics and machine learning, from domain adaptation to transfer learning and causal inference. Yet, even when restricted to deterministic transports, such couplings are…

机器学习 · 统计学 2025-09-22 Lucas De Lara , Luca Ganassali

It is known from clever mathematical examples \cite{Ca10} that the Monge ansatz may fail in continuous two-marginal optimal transport (alias optimal coupling alias optimal assignment) problems. Here we show that this effect already occurs…

偏微分方程分析 · 数学 2018-08-14 Gero Friesecke

In the semi-discrete version of Monge's problem one tries to find a transport map $T$ with minimum cost from an absolutely continuous measure $\mu$ on $\mathbb{R}^d$ to a discrete measure $\nu$ that is supported on a finite set in…

数值分析 · 数学 2017-06-23 Valentin Hartmann

In this short note, we show that given a cost function $c$, any coupling $\pi$ of two probability measures where the second is a discrete measure can be associated to a certain bipartite graph containing a perfect matching, based on the…

最优化与控制 · 数学 2020-07-17 Mohit Bansil , Jun Kitagawa

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

机器学习 · 统计学 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

In optimal transport (OT), a Monge map is known as a mapping that transports a source distribution to a target distribution in the most cost-efficient way. Recently, multiple neural estimators for Monge maps have been developed and applied…

计算机视觉与模式识别 · 计算机科学 2024-03-12 Luca Eyring , Dominik Klein , Théo Uscidda , Giovanni Palla , Niki Kilbertus , Zeynep Akata , Fabian Theis