Kantorovich problem of optimal transportation of measures: new directions of research
VI Bogachev - Uspekhi Matematicheskikh Nauk, 2022 - mathnet.ru
VI Bogachev, “Kantorovich problem of optimal transportation of measures: new directions of
research”, Uspekhi Mat. Nauk, 77:5(467) (2022), 3–52; Russian Math. Surveys, 77:5 (2022) …
research”, Uspekhi Mat. Nauk, 77:5(467) (2022), 3–52; Russian Math. Surveys, 77:5 (2022) …
Sparsity-constrained optimal transport
Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer
in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm …
in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm …
Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm
We study the stability of entropically regularized optimal transport with respect to the
marginals. Lipschitz continuity of the value and Hölder continuity of the optimal coupling in …
marginals. Lipschitz continuity of the value and Hölder continuity of the optimal coupling in …
Empirical regularized optimal transport: Statistical theory and applications
M Klatt, C Tameling, A Munk - SIAM Journal on Mathematics of Data Science, 2020 - SIAM
We derive limit distributions for various empirical regularized optimal transport quantities
between probability distributions supported on a finite metric space and show their bootstrap …
between probability distributions supported on a finite metric space and show their bootstrap …
Continuous regularized wasserstein barycenters
Wasserstein barycenters provide a geometrically meaningful way to aggregate probability
distributions, built on the theory of optimal transport. They are difficult to compute in practice …
distributions, built on the theory of optimal transport. They are difficult to compute in practice …
Convergence rates for regularized optimal transport via quantization
We study the convergence of divergence-regularized optimal transport as the regularization
parameter vanishes. Sharp rates for general divergences including relative entropy or Lp …
parameter vanishes. Sharp rates for general divergences including relative entropy or Lp …
Задача Канторовича оптимальной транспортировки мер: новые направления исследований
ВИ Богачев - Успехи математических наук, 2022 - mathnet.ru
В работе дан обзор исследований последнего десятилетия и приведены новые
результаты по различным новым модификациям классической задачи Канторовича …
результаты по различным новым модификациям классической задачи Канторовича …
Entropic regularization of continuous optimal transport problems
We analyze continuous optimal transport problems in the so-called Kantorovich form, where
we seek a transport plan between two marginals that are probability measures on compact …
we seek a transport plan between two marginals that are probability measures on compact …
Optimal transport analysis reveals trajectories in steady-state systems
Understanding how cells change their identity and behaviour in living systems is an
important question in many fields of biology. The problem of inferring cell trajectories from …
important question in many fields of biology. The problem of inferring cell trajectories from …
Accelerating the Sinkhorn algorithm for sparse multi-marginal optimal transport via fast Fourier transforms
We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by
means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of …
means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of …