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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.

168,695 papers · 148 categories

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71143214285 · Jun 202019922001200920172026
48 results for dynamic OT

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.

CT-OT Flow estimates continuous-time dynamics from discrete snapshots.

problem Estimating continuous-time dynamics from temporally aggregated snapshots with noisy or uncertain timestamps.
method Two-stage framework: aligning neighboring intervals via partial optimal transport (POT) and reconstructing a continuous-time distribution through temporal kernel smoothing.
result Reduces distributional and trajectory errors compared with existing methods across synthetic and real datasets.

OT-Flow uses optimal transport to improve CNFs for faster and more accurate density estimation.

problem Computational challenges in continuous normalizing flows.
method OT-Flow leverages optimal transport to regularize CNFs and uses exact trace computation.
result OT-Flow achieves competitive performance with one-fourth the number of weights and significant speedups.

A new method reformulates Optimal Transport Conditional Flow Matching using proximal operators.

problem Optimal Transport Conditional Flow Matching (OT-CFM) for generating models.
method Reformulate OT-CFM using proximal operators and extended Brenier potential.
result OT-CFM dynamics are terminally normally hyperbolic for manifold-supported targets.

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.

This paper surveys algorithmic advancements in Optimal Transport with applications in machine learning.

problem Quantifying differences between distributions in various fields.
method Examines classical and modern computational techniques, including Sinkhorn iterations and primal-dual strategies.
result Highlights the robustness and scalability of OT algorithms in high-dimensional problems.

FVI method calculates bicausal OT with neural networks, outperforming other methods.

problem Computing bicausal optimal transport with adapted coupling structures.
method FVI method using multilayer neural networks to approximate value functions.
result FVI method outperforms linear programming and Sinkhorn methods in scalability.

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.

This work extends entropic optimal transport to non-product reference couplings, focusing on Gaussian cases.

problem Finding a diffuse coupling between two measures with non-product reference couplings.
method Reduction of the entropic optimal transport problem to a matrix optimization problem.
result Complete description of the solution for non-product reference couplings, including primal and dual variables.

Optimal transport simplifies machine learning by comparing probability measures.

problem Comparing and manipulating probability distributions in machine learning.
method Uses optimal transport to compare and manipulate probability distributions, combining statistical and geometric perspectives.
result Optimal transport provides a unified framework for various machine learning tasks.

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.

Paper solves inverse optimal transport problem with convex optimization and neural network.

problem Learning the cost function for optimal transport from observed data.
method Unconstrained convex optimization, Sinkhorn-Knopp algorithm, and deep neural network parameterization.
result Novel framework avoids repeated OT solving, demonstrating efficiency and accuracy.

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.

Optimal transport (OT) distances between probability distributions are parameterized by the ground metric they use between observations. Their relevance for real-life applications strongly hinges on whether that ground metric parameter is suitably chosen. Selecting it adaptively and algorithmically from prior knowledge…

2019-11-08abs ↗pdf ↗

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 ↗

We study a simplification of GAN training: the problem of transporting particles from a source to a target distribution. Starting from the Sobolev GAN critic, part of the gradient regularized GAN family, we show a strong relation with Optimal Transport (OT). Specifically with the less popular dynamic formulation of OT …

2018-05-30abs ↗pdf ↗

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 ↗

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.

This paper tackles multi-marginal optimal transport problems using DC programming.

problem Multi-marginal optimal transport problems in machine learning.
method Promoting structural information in MMOT leads to a DC programming problem.
result Solutions from DC optimization are as qualitative as current methods.

A new method for flow matching reduces computational costs and improves performance.

problem Efficiently matching flow models to target data distributions.
method Semidiscrete formulation of optimal transport (SD-OT) using SGD and maximum inner product search (MIPS).
result Semidiscrete FM (SD-FM) outperforms batch-OT and traditional flow matching methods.

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.

This paper uses UOT metrics for better dimensionality reduction and classification/clustering.

problem Improving dimensionality reduction and classification/clustering methods.
method Uses Hellinger--Kantorovich metric from unbalanced optimal transport (UOT).
result UOT outperforms Euclidean and OT-based methods in classification and clustering tasks.