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 …

Scaling algorithms for unbalanced optimal transport problems

L Chizat, G Peyré, B Schmitzer, FX Vialard - Mathematics of Computation, 2018 - ams.org
This article introduces a new class of fast algorithms to approximate variational problems
involving unbalanced optimal transport. While classical optimal transport considers only …

Stabilized sparse scaling algorithms for entropy regularized transport problems

B Schmitzer - SIAM Journal on Scientific Computing, 2019 - SIAM
Scaling algorithms for entropic transport-type problems have become a very popular
numerical method, encompassing Wasserstein barycenters, multimarginal problems …

Gradient descent algorithms for Bures-Wasserstein barycenters

S Chewi, T Maunu, P Rigollet… - … on Learning Theory, 2020 - proceedings.mlr.press
We study first order methods to compute the barycenter of a probability distribution $ P $
over the space of probability measures with finite second moment. We develop a framework …

A smoothed dual approach for variational Wasserstein problems

M Cuturi, G Peyré - SIAM Journal on Imaging Sciences, 2016 - SIAM
Variational problems that involve Wasserstein distances have been recently proposed to
summarize and learn from probability measures. Despite being conceptually simple, such …

Fast dictionary learning with a smoothed Wasserstein loss

A Rolet, M Cuturi, G Peyré - Artificial intelligence and …, 2016 - proceedings.mlr.press
We consider in this paper the dictionary learning problem when the observations are
normalized histograms of features. This problem can be tackled using non-negative matrix …

[PDF][PDF] Wasserstein barycentric coordinates: histogram regression using optimal transport.

N Bonneel, G Peyré, M Cuturi - ACM Trans. Graph., 2016 - perso.liris.cnrs.fr
This article defines a new way to perform intuitive and geometrically faithful regressions on
histogram-valued data. It leverages the theory of optimal transport, and in particular the …

Averaging on the Bures-Wasserstein manifold: dimension-free convergence of gradient descent

J Altschuler, S Chewi, PR Gerber… - Advances in Neural …, 2021 - proceedings.neurips.cc
We study first-order optimization algorithms for computing the barycenter of Gaussian
distributions with respect to the optimal transport metric. Although the objective is …

Scaling algorithms for unbalanced transport problems

L Chizat, G Peyré, B Schmitzer, FX Vialard - arxiv preprint arxiv …, 2016 - arxiv.org
This article introduces a new class of fast algorithms to approximate variational problems
involving unbalanced optimal transport. While classical optimal transport considers only …

Statistical optimal transport via factored couplings

A Forrow, JC Hütter, M Nitzan… - The 22nd …, 2019 - proceedings.mlr.press
We propose a new method to estimate Wasserstein distances and optimal transport plans
between two probability distributions from samples in high dimension. Unlike plug-in rules …