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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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1122 · Nov 202419922001200920172026
13 results for “dynamic-optimal-transport”
Counterfactual Identifiability via Dynamic Optimal Transportcs.LG

We establish a foundation for multivariate counterfactual identification using dynamic optimal transport.

problem Addressing the open question of counterfactual identification for high-dimensional multivariate outcomes from observational data.
method Establish a foundation for multivariate counterfactual identification using continuous-time flows, including non-Markovian settings, with tools from dynamic optimal transport.
result Characterise the conditions under which flow matching yields a unique, monotone, and rank-preserving counterfactual transport map, ensuring consistent inference.
counterfactual identificationdynamic optimal transportobservational datamultivariate outcomescausal inference
2025-10-09abs ↗pdf ↗
Beyond Distance: Quantifying Point Cloud Dynamics with Persistent Homology and Dynamic Optimal Transportstat.ML

Framework for analyzing dynamic topological changes in point clouds using persistent homology and dynamic optimal transport.

problem Analyzing transient structural reorganizations during dynamic phase transitions in time-evolutionary point clouds.
method Hierarchical dynamic evaluation framework driven by topological and hypergraph reconstruction strategy.
result Combining transport-based alignment with multi-scale entropy diagnostics for dynamic topological analysis.
Persistent HomologyDynamic Optimal TransportPoint CloudsTopological TippingPhase Transitions
2026-03-15abs ↗pdf ↗
Minibatch Optimal Transport and Perplexity Bound Estimation in Discrete Flow Matchingcs.LG

New method reduces discrete flow transitions, improving perplexity estimation.

problem Stochasticity in discrete paths makes rectification strategies ineffective.
method Dynamic-optimal-transport-like minimization objective with minibatch strategies.
result 32 times reduction in transitions for same perplexity.
discrete flow matchingperplexity estimationminibatch optimal transportstochastic pathsdynamic-optimal-transport
2024-11-01abs ↗pdf ↗
The Ground Cost for Optimal Transport of Angular Velocitymath.OC

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.
angular velocityrigid body dynamicsoptimal transportKantorovich formulationnonlinear dynamics
2025-04-04abs ↗pdf ↗
Annealing Flow Generative Models Towards Sampling High-Dimensional and Multi-Modal Distributionsstat.ML

AF improves sampling from high-dimensional, multi-modal distributions.

problem Sampling from high-dimensional, multi-modal distributions is challenging.
method Annealing Flow (AF) using Continuous Normalizing Flow (CNF) with dynamic Optimal Transport (OT) objective and annealing procedures.
result AF significantly improves training efficiency and stability, outperforming state-of-the-art methods.
samplinghigh-dimensionalmulti-modalOptimal TransportWasserstein
2024-09-30abs ↗pdf ↗
Comparing noisy neural population dynamics using optimal transport distancesq-bio.NC

New metric compares noisy neural trajectories using optimal transport.

problem Existing metrics fail to capture differences in noisy, dynamic neural responses.
method Proposed an optimal transport distance metric for Gaussian processes.
result Metric effectively compares neural dynamics in different systems.
neural dynamicsoptimal transportneural representationsnoisy responsesGaussian processes
2024-12-19abs ↗pdf ↗
CT-OT Flow: Estimating Continuous-Time Dynamics from Discrete Temporal Snapshotscs.LG

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.
Continuous-time dynamicsOptimal transportTemporal aggregationDiscrete snapshotsODE/SDE models
2025-05-23abs ↗pdf ↗
Online Distributional Prediction via Latent Cluster Geometry Under Drift and Corruptioncs.LG

Online distributional prediction with latent cluster geometry

problem Predicting the full data-generating distribution in non-stationary streams
method Representing candidate laws as latent cluster geometry and using Gibbs quasi-posterior
result Achieving sublinear cumulative Wasserstein regret under bounded support and stable latent geometry
online learningdistributional predictionlatent cluster geometrycumulative Wasserstein regretreversible-jump MCMC
2026-06-17abs ↗pdf ↗
Projected Langevin dynamics and a gradient flow for entropic optimal transportmath.PR

New Langevin dynamics samples from entropy-regularized optimal transport.

problem Sampling from entropy-regularized optimal transport.
method Introduced analogous diffusion dynamics constrained to Π(μ,ν)Π(μ,ν).
result Long-time limit is the unique solution of an entropic optimal transport problem.
Langevin dynamicsoptimal transportentropy regularizationgradient flowWasserstein geometry
2023-09-15abs ↗pdf ↗