New optimal transport method handles mass creation and destruction.
problem Optimal re-balancing of portfolios with mass creation or destruction.
method Formalizes an optimal transport problem with mass-change factor.
result Existence of optimal transport plans and maps established.
New algorithm detects anomalies by forcing samples to displace mass in low-density regions.
problem Detecting anomalies in datasets.
method Mass Repulsing Optimal Transport (MROT) approach.
result Our algorithm improves anomaly detection over existing methods.
Optimal transport for vector Gaussian mixtures improves efficiency and structure preservation.
problem Optimal mass transport for vector-valued Gaussian mixtures.
method Vectorizing Gaussian mixture models and studying optimal mass transport problems.
result Computational efficiency and structure preservation in optimal mass transport.
We use mass-transportation as a tool to compare surfaces (2-manifolds). In particular, we determine the "similarity" of two given surfaces by solving a mass-transportation problem between their conformal densities. This mass transportation problem differs from the standard case in that we require the solution to be inv…
We extend Sobolev transport to unbalanced measures on graphs.
problem Optimal transport struggles with measures of different total mass and high computational complexity.
method We propose a scalable unbalanced Sobolev transport (UST) for measures on graphs.
result UST admits a closed-form formula for fast computation and is negative definite.
Using McCann's transportation map, we establish a transport inequality on compact manifolds with positive Ricci curvature. This inequality contains the sharp spectral comparison estimates.
New framework for optimal transport with jumps over intermediate spaces.
problem Optimal transport with mass jumps over intermediate spaces.
method Hierarchical Jump multi-marginal transport (HJMOT) on Polish spaces.
result Existence and uniqueness of Monge solutions under sequential differentiability and twist condition.
New algorithms solve partial optimal transport problems for applications like PU learning.
problem Optimal transport constraints on equal mass distributions limit applicability.
method Developed exact algorithms for partial Wasserstein and Gromov-Wasserstein problems.
result Partial Wasserstein metrics show effectiveness in positive-unlabeled learning.
Gradient flow solves optimal mass transport for covariance matrices.
problem Optimal mass transport for covariance matrices.
method Gradient flow on fiber bundle structure.
result Global convergence to polar decomposition.
Study mass transport in low-diffusivity using Lagrangian coordinates.
problem Mass preserving transport of passive tracers in low-diffusivity limit.
method Lagrangian coordinates, time-averaged diffusion equation, weighted manifold structure.
result Leading order asymptotics extend to dominant nontrivial singular value in low-diffusivity limit.
In this paper we investigate model-independent bounds for exotic options written on a risky asset. Based on arguments from the theory of Monge-Kantorovich mass-transport we establish a dual version of the problem that has a natural financial interpretation in terms of semi-static hedging. In particular we prove that th…
This work originates from a heart's images tracking which is to generate an apparent continuous motion, observable through intensity variation from one starting image to an ending one both supposed segmented. Given two images p0 and p1, we calculate an evolution process p(t, \cdot) which transports p0 to p1 by using th…
Given a transportation cost c:M×Mˉ→R, optimal maps minimize the total cost of moving masses from M to Mˉ. We find a pseudo-metric and a calibration form on M×Mˉ such that the graph of an optimal map is a calibrated maximal submanifold. We define the mass of space-like current…
New forms of multi-marginal POT problem derived for computational efficiency.
problem Optimizing transport between multiple unbalanced measures with limited supports.
method Developed two equivalence forms of the POT problem and an optimization algorithm, ApproxMPOT.
result ApproxMPOT algorithm achieves optimal value with complexity ildeO(m3(n+1)m/ε2). We study the asymptotic behavior of solutions to the second boundary value problem for a parabolic PDE of Monge-Ampère type arising from optimal mass transport. Our main result is an exponential rate of convergence for solutions of this evolution equation to the stationary solution of the optimal transport problem. We …
New method speeds up GAN training by solving saddle point problem.
problem Slow convergence in training Generative Adversarial Networks (GANs).
method Fluid flow mass transport formulation for strict minimization.
result Quick convergence and meaningful metrics in optimization.
A simple model for unbalanced optimal transport captures key features.
problem Capturing the main features of unbalanced optimal transport.
method Introducing a metric on the conical extension of diffeomorphisms and studying its properties.
result Total mass evolves with constant acceleration along geodesics.
A new method for transporting unbalanced measures on graphs efficiently.
problem Optimal transport for measures with unequal total masses on graph metric spaces.
method Developed a novel variant of entropy partial transport (Orlicz-EPT) with Orlicz geometric structure, leading to Orlicz-Sobolev transport (OST).
result OST can be efficiently computed by solving a univariate optimization problem, significantly faster than Orlicz-EPT.
In this paper we give a new proof of a theorem by Alexandrov on the Gauss curvature prescription of Euclidean convex sets. This proof is based on the duality theory of convex sets and on optimal mass transport. A noteworthy property of this proof is that it does not rely neither on the theory of convex polyhedra nor on…
USD algorithm transports distributions with or without mass conservation.
problem Transporting distributions with different masses.
method Particle descent algorithm using Sobolev-Fisher discrepancy.
result USD converges to target distribution in MMD sense.
Study group actions in metric spaces, proving convergence of lens spaces.
problem Understanding convergence in metric measure spaces with group actions.
method Generalized box and observable distances, applied mass-transport theory.
result Sequence of lens spaces converging to infinite-dimensional complex projective space.
A new method for averaging probability distributions based on optimal weak mass transport.
problem Averaging probability distributions in a geometric way.
method Weak barycenters based on optimal weak mass transport.
result Extracts common geometric information shared by all input distributions.
We present a constructive approach to surface comparison realizable by a polynomial-time algorithm. We determine the "similarity" of two given surfaces by solving a mass-transportation problem between their conformal densities. This mass transportation problem differs from the standard case in that we require the solut…
A framework models order book dynamics using point processes and mass transport.
problem Capturing the complex dynamics of limit order books.
method Combines spatial point process for order flow and mass transport operator for market clearing.
result Provides insights into the interplay between order flow and price dynamics.
Sharp inequalities in nonnegative Ricci curvature spaces using mass transport.
problem Proving sharp isoperimetric and Sobolev inequalities in nonnegative Ricci curvature spaces.
method Optimal mass transport theory, symmetrization techniques, and volume non-collapsing properties.
result Sharp isoperimetric and Sobolev inequalities established in Riemannian manifolds with nonnegative Ricci curvature.
Generative adversarial networks (GANs) are the state of the art in generative modeling. Unfortunately, most GAN methods are susceptible to mode collapse, meaning that they tend to capture only a subset of the modes of the true distribution. A possible way of dealing with this problem is to use an ensemble of GANs, wher…
New method for comparing different mass measures on tree structures using entropy partial transport.
problem Comparing nonnegative measures with different masses on tree structures.
method Entropy Partial Transport (EPT) on extended trees, regularized for fast computation and negative definiteness.
result First closed-form solution for unbalanced OT on tree structures.
Solves probabilistic Lambert problem connecting astrodynamics with optimal mass transport.
problem Determining spacecraft velocity for given positions with probabilistic constraints.
method Generalized optimal mass transport (OMT) and Schrödinger bridge (SBP) connections.
result Existence and uniqueness of solution for probabilistic Lambert problem.
The Gilbert-Steiner problem is a mass transportation problem, where the cost of the transportation depends on the network used to move the mass and it is proportional to a certain power of the "flow". In this paper, we introduce a new formulation of the problem, which turns it into the minimization of a convex function…
We present a new relation between the short time behavior of the heat flow, the geometry of optimal transport and the Ricci flow. We also show how this relation can be used to define an evolution of metrics on non-smooth metric measure spaces with Ricci curvature bounded from below.
This paper is concerned with the study of the Monge optimal transport problem in sub-Riemannian manifolds where the cost is given by the square of the sub-Riemannian distance. Our aim is to extend previous results on existence and uniqueness of optimal transport maps to cases of sub-Riemannian structures which admit ma…
On compact manifolds which are not simply connected, we prove the existence of "fake" solutions to the optimal transportion problem. These maps preserve volume and arise as the exponential of a closed 1 form, hence appear geometrically like optimal transport maps. The set of such solutions forms a manifold with dimensi…
Optimizes angular velocity transfers for rigid bodies under deadline constraints.
problem Stochastic guidance of spin states of rigid bodies over a hard deadline.
method Structural analysis of Kantorovich optimal coupling formulation for nonlinear dynamics.
result Derives the ground cost for optimal transport of angular velocity.
MF-PID uses interacting samples to efficiently transport probability mass.
problem Efficiently transporting probability mass in generative models.
method Introducing Mean-Field Path-Integral Diffusion (MF-PID) where samples become interacting agents.
result MF-PID achieves 19-24% reductions in control energy for demand-response control of energy systems.
Optimal transport with path constraints for distributions of different masses.
problem Comparing distributions with different total masses under path constraints.
method Introduces a model for unbalanced optimal transport with path constraints, proving existence of solutions.
result Existence of solutions to path constrained unbalanced optimal transport for various constraints.
Sharp Sobolev inequalities proved on manifolds with non-negative Ricci curvature.
problem Proving sharp Sobolev inequalities on noncompact Riemannian manifolds with non-negative Ricci curvature.
method Using Optimal Mass Transportation with quadratic distance cost.
result Sharp Lp-Sobolev and Lp-logarithmic Sobolev inequalities established for p>1 and p=1. The paper proves Lp-Sobolev inequalities for minimal submanifolds.
problem Proving Lp-Sobolev inequalities for minimal submanifolds. method Optimal mass transport theory on Euclidean submanifolds.
result Asymptotically sharp and codimension-free Sobolev constant for p≥2. The paper reviews advances in estimating and understanding optimal transport maps.
problem Estimating and understanding optimal transport maps from samples.
method Recent advances in statistical inference for optimal transport maps.
result Developed limit theorems for the optimal transport map using samples.
New methods estimate transport-growth pairs in unbalanced optimal transport.
problem Statistical guarantees for Monge-type estimation in unbalanced optimal transport remain limited.
method Developed two estimators for transport-growth pairs under different setups.
result Achieved minimax optimal rate for estimation of transport-growth pairs.
Geometric analysis on diffeomorphism groups for fluid dynamics and information geometry.
problem Geometric analysis of fluid flows and optimal mass transport.
method Review of metrics and topology on diffeomorphism groups.
result Introduction of new metrics and topology for diffeomorphism groups.
Efficient federated algorithm for calculating transportation barycenter.
problem Efficiently calculating the free-support transportation barycenter in a federated setting.
method Single-loop dual decomposition algorithm that uses only aggregated information.
result Significantly scalable and low-complexity algorithm for federated computation.
In his book on Convex Polyhedra (section 7.2), A.D. Aleksandrov raised a general question of finding variational statements and proofs of existence of polytopes with given geometric data. The first goal of this paper is to give a variational solution to the problem of existence and uniqueness of a closed convex hypersu…
Let M be a compact Riemannian manifold and let μ,d be the associated measure and distance on M. Robert McCann obtained, generalizing results for the Euclidean case by Yann Brenier, the polar factorization of Borel maps S : M -> M pushing forward μ to a measure ν: each S factors uniquely a.e. into the composition …
The aim of this paper is to prove isoperimetric inequalities on submanifolds of the Euclidean space using mass transportation methods. We obtain a sharp ?weighted isoperimetric inequality? and a nonsharp classical inequality similar to the one obtained by J. Michael and L. Simon. The proof relies on the description of …
Paper proposes a new approach to optimal transport for vector and matrix densities.
problem Optimal transport for vector and matrix densities with positivity and action transitivity constraints.
method Gauge-theoretic approach using semi-direct product groups of diffeomorphisms and gauge transformations.
result Bures-type metrics on semi-direct product groups relate to Wasserstein-type metrics on vector and matrix densities via Riemannian submersions.
New method designs fairer transport plans with uncertainty.
problem Designing fair and balanced mass transport plans.
method Hierarchical fully probabilistic design (HFPD) for transport plans.
result Optimal hyperprior for transport plans with uncertain marginals.
A new method for efficient optimal partial transport in 1D.
problem Limitation of equal mass assumption in optimal transport.
method Sliced Optimal Partial Transport (Sliced-OPT) algorithm.
result Sliced-OPT demonstrates computational and accuracy benefits.
Proposes m-POT to improve m-OT's misspecified mappings issue.
problem Misspecified mappings in mini-batch optimal transport.
method Partial optimal transport (POT) between mini-batch empirical measures.
result m-POT alleviates incorrect mappings compared to current methods.