Computational optimal transport: With applications to data science

G Peyré, M Cuturi - Foundations and Trends® in Machine …, 2019 - nowpublishers.com
Optimal transport (OT) theory can be informally described using the words of the French
mathematician Gaspard Monge (1746–1818): A worker with a shovel in hand has to move a …

Unbalanced optimal transport, from theory to numerics

T Séjourné, G Peyré, FX Vialard - Handbook of Numerical Analysis, 2023 - Elsevier
Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare
in a geometrically faithful way point clouds and more generally probability distributions. The …

Diffusion Schrödinger bridge matching

Y Shi, V De Bortoli, A Campbell… - Advances in Neural …, 2024 - proceedings.neurips.cc
Solving transport problems, ie finding a map transporting one given distribution to another,
has numerous applications in machine learning. Novel mass transport methods motivated …

Wasserstein distributionally robust optimization: Theory and applications in machine learning

D Kuhn, PM Esfahani, VA Nguyen… - … science in the age …, 2019 - pubsonline.informs.org
Many decision problems in science, engineering, and economics are affected by uncertain
parameters whose distribution is only indirectly observable through samples. The goal of …

Multisample flow matching: Straightening flows with minibatch couplings

AA Pooladian, H Ben-Hamu, C Domingo-Enrich… - arXiv preprint arXiv …, 2023 - arxiv.org
Simulation-free methods for training continuous-time generative models construct probability
paths that go between noise distributions and individual data samples. Recent works, such …

Minimax estimation of discontinuous optimal transport maps: The semi-discrete case

AA Pooladian, V Divol… - … Conference on Machine …, 2023 - proceedings.mlr.press
We consider the problem of estimating the optimal transport map between two probability
distributions, $ P $ and $ Q $ in $\mathbb {R}^ d $, on the basis of iid samples. All existing …

Estimation of wasserstein distances in the spiked transport model

J Niles-Weed, P Rigollet - Bernoulli, 2022 - projecteuclid.org
Estimation of Wasserstein distances in the Spiked Transport Model Page 1 Bernoulli 28(4),
2022, 2663–2688 https://doi.org/10.3150/21-BEJ1433 Estimation of Wasserstein distances …

Accurate point cloud registration with robust optimal transport

Z Shen, J Feydy, P Liu, AH Curiale… - Advances in …, 2021 - proceedings.neurips.cc
This work investigates the use of robust optimal transport (OT) for shape matching.
Specifically, we show that recent OT solvers improve both optimization-based and deep …

Relative entropic optimal transport: a (prior-aware) matching perspective to (unbalanced) classification

L Shi, H Zhen, G Zhang, J Yan - Advances in Neural …, 2024 - proceedings.neurips.cc
Classification is a fundamental problem in machine learning, and considerable efforts have
been recently devoted to the demanding long-tailed setting due to its prevalence in nature …

Minimax estimation of smooth optimal transport maps

JC Hütter, P Rigollet - 2021 - projecteuclid.org
The supplementary materials contain more background on convex functions, wavelets and
empirical processes, as well as tools to prove lower bounds, alternative assumptions based …