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.
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.
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.
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.
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…
This work preserves linear invariants in ensemble filters for non-Gaussian data assimilation.
problem Maintaining critical invariants like mass, stoichiometric balance, and charge in non-Gaussian data assimilation.
method Introducing a novel class of nonlinear ensemble filters using measure transport theory.
result Recovery of a constrained Kalman filter for Gaussian settings and combination with regularization techniques.
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.
In this note we obtain the characterization for asymptotic directions on various subgroups of the diffeomorphism group. We give a simple proof of non-existence of such directions for area-preserving diffeomorphisms of closed surfaces of non-zero curvature. Finally, we exhibit the common origin of the Monge-Ampere equat…
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.
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…
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.
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 …
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 gradient flows for non-negative and probability measures combining optimal transport and interaction forces.
problem Optimizing non-negative and probability measures using interaction forces and optimal transport.
method Interaction-Force Transport (IFT) gradient flows and their spherical variant, developed via infimal convolution of Wasserstein and spherical MMD tensors, with a particle-based optimization algorithm.
result The spherical IFT gradient flow provides global exponential convergence guarantees for both MMD and KL energy.
Maps preserving mass and injective on boundary are isometries.
problem Stability of mass-preserving maps in integral current spaces.
method Proving rigidity of mass-preserving 1-Lipschitz maps.
result Maps preserving mass and injective on boundary are isometries.
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.
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…
Proposes ESCFR to estimate treatment effects from biased data.
problem Treatment selection bias in observational data.
method Stochastic optimal transport with relaxed mass-preserving and proximal factual outcome regularizers.
result Significantly better performance in estimating treatment effects.
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.
DistillKac generates images quickly using damped wave equations.
problem Generating high-quality images efficiently.
method Uses damped wave equations and Kac dynamics for finite speed transport.
result Fast image generation with high quality and numerical stability.
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…
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.
We study the area preserving Willmore flow in an asymptotic region of an asymptotically flat manifold which is C3−close to Schwarzschild. It was shown by Lamm, Metzger and Schulze that such an end is foliated by spheres of Willmore type. In this paper, we prove that the leaves of this foliation are stable under sm…
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.
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.