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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

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80161241321 · Jun 202019922001200920172026
48 results for OT properties

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem, which can be further augmented by any customizable regularization. We provide a comp…

2020-02-22abs ↗pdf ↗

Optimal Transport Graph Neural Networks (OT-GNN) improves graph embeddings by using optimal transport.

problem Graph Neural Networks (GNN) often lose structural or semantic information when aggregating node embeddings.
method Combines optimal transport (OT) with parametric graph models to compute graph embeddings from Wasserstein distances between node embeddings and prototype point clouds.
result OT-GNN outperforms popular methods on molecular property prediction tasks and produces smoother graph representations.

New type of ruled surfaces studied with properties and examples.

problem Characterizing and understanding new types of ruled surfaces.
method Definition of a new orthonormal frame, calculation of Gaussian and mean curvatures, analysis of Weingarten map and geodesic properties.
result Conditions for an OT-surface to be flat or minimal are derived, and examples of helices and slant helices are provided.

A new algorithm for estimating continuous entropic barycenters under arbitrary costs.

problem Estimating the average of probability distributions under arbitrary cost functions.
method Dual reformulation of Entropic Optimal Transport (EOT) problem based on weak OT.
result Established quality bounds for the recovered solution and seamless integration with EBM learning.

Researchers analyze inverse optimal transport, deriving theoretical and empirical insights.

problem Understanding the inverse problem of inferring cost matrices from optimal couplings.
method Formalized and analyzed using entropy-regularized optimal transport, with theoretical and empirical contributions.
result Characterization of the manifold of cross-ratio equivalent costs and derivation of an MCMC sampler.

Study robust distribution estimation with Wasserstein distance, achieving optimal risk.

problem Robust distribution estimation under adversarial corruption.
method Combining partial OT and minimum distance estimation, proving structural properties and deriving a novel dual form.
result Achieves minimax-optimal robust estimation risk in many settings.

Efficiently predicts optimal transport plans using sliced potentials.

problem Predicting optimal transport plans across multiple measure pairs efficiently.
method Regression-based and objective-based amortization strategies using sliced optimal transport potentials.
result Efficient and accurate prediction of optimal transport plans for various tasks.

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.

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 large pile of sand lying on a construction site. The goal of the worker is to erect with all that sand a target pile with a prescribed shape (for …

2018-03-01abs ↗pdf ↗

Optimal transport for measures on noisy tree metrics is solved with robust approach.

problem Optimal transport problem for measures on noisy tree metrics.
method Max-min robust optimal transport approach considering uncertainty sets of tree metrics.
result Robust optimal transport admits a closed-form expression for fast computation.

A new model corrects inhomogeneity in Optimal Transport with Boundary.

problem Inhomogeneity in UROT models for Optimal Transport with Boundary.
method Proposed a modified entropic regularization term to make UROT models homogeneous.
result Homogeneous UROT model preserves properties of standard UROT while correcting inhomogeneity.

Riemannian Neural OT maps improve scalability on manifolds.

problem Challenges in extending neural OT to high-dimensional Riemannian manifolds.
method Introduces Riemannian Neural OT (RNOT) maps that avoid discretization and incorporate geometric structure.
result RNOT maps approximate Riemannian OT maps with sub-exponential complexity in the dimension.

Bispectral OT improves dataset comparison by preserving intrinsic coherence.

problem Ignoring intrinsic coherence in dataset comparisons using pairwise geometric distances.
method Introduces Bispectral Optimal Transport, a symmetry-aware extension of discrete OT.
result Transport plans computed with Bispectral OT achieve greater class preservation accuracy.

Study statistical guarantees for DRO with OT and OT-regularized divergences.

problem Enhancing adversarial robustness in machine learning models.
method Derive concentration inequalities for supervised learning via DRO-based adversarial training.
result First to cover soft-constraint costs and reweighting mechanisms in adversarial training.

A practical algorithm improves approximate OT distances using quantization.

problem Substantial computational burden in computing OT distances for large samples.
method Introduces a quantization step to estimate OT distances between measures.
result The quantization step improves the performance of approximate solvers for entropy-regularized transport.

A new method for conditional sampling using paired Wasserstein Autoencoders.

problem Conditional sampling from complex data distributions.
method Derive a novel loss function for Wasserstein Autoencoders to enable sampling from OT-type couplings.
result Learned cost-optimal transport maps and conditional sampling from an OT-type coupling.

Regularizing the optimal transport (OT) problem has proven crucial for OT theory to impact the field of machine learning. For instance, it is known that regularizing OT problems with entropy leads to faster computations and better differentiation using the Sinkhorn algorithm, as well as better sample complexity bounds …

2020-02-10abs ↗pdf ↗

A new method computes high-dimensional optimal transport using flow neural networks.

problem Computing optimal transport for high-dimensional data.
method Optimizing a flow model to minimize transport cost between two arbitrary distributions.
result Trained optimal transport flow enables downstream tasks like DRE and domain adaptation.

Hutch++ optimizes trace estimation for generative models, reducing variance and improving quality.

problem High variance and scalability issues in Hutchinson estimators for generative models.
method Hutch++ is an optimal stochastic trace estimator designed to minimize training variance while maintaining transport optimality.
result Hutch++ leads to higher quality generations and effective variance reduction in various applications.

Optimal transport aligns rotated linear regression models across domains.

problem Aligning rotated linear regression models across domains with differing statistical properties.
method Combines K-means clustering, OT, and SVD to estimate rotation angle and adapt regression model.
result Optimal transport map recovers underlying rotation in R2\mathbb{R}^2.

Optimizes optimal transport distances using low-dimensional embeddings.

problem High computational cost of optimal transport distances in high dimensions.
method Approximate OT distances using 1-Lipschitz maps in a lower-dimensional space.
result Efficiently approximates optimal transport distances with lower computational cost.

We compute the automorphism group of OT manifolds of simple type. We show that the graded pieces under a natural filtration are related to a certain ray class group of the underlying number field. This does not solve the open question whether the geometry of the OT manifold sees the class number directly, but brings us…

2018-07-30abs ↗pdf ↗

New algorithm improves OT map estimation for semi-discrete settings.

problem Improving estimation of OT maps in semi-discrete settings.
method Stochastic Gradient Descent with adaptive entropic regularization and averaging acceleration.
result Achieves nearly minimax rate of O(t1)\mathcal{O}(t^{-1}) for OT map estimation.

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 distributions. To that end, we propose a stochastic dual approach of regularize…

2017-11-07abs ↗pdf ↗

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using for instance projections on random real lines, or a preliminary quantization of…

2019-01-25abs ↗pdf ↗

A study on optimizing self-attention in tabular data using Optimal Transport.

problem Improving efficiency and accuracy of self-attention in tabular classification tasks.
method Developed an OT-based algorithm to generate class-specific dummy Gaussian distributions and train an MLP.
result Achieved comparable accuracy to Transformers with reduced computational cost and efficiency.