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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.

168,742 papers · 148 categories

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237473710946 · Jun 202019922001200920172026
48 results for regularized optimal transport

Study optimal transport on simplex boundary, proving transport map and potential regularity.

problem Regularity of transport map and potential on simplex boundary.
method Boundary regularity results for optimal transport maps, exploiting simplex symmetries.
result Regularity properties of transport map and its convex potential.

Study on regularity of optimal transport maps on convex domains with quadratic cost.

problem Regularity of optimal transport maps between convex domains with quadratic cost.
method Analysis of CαC^α-densities and C1,αC^{1, α} boundary conditions, monotonicity formula for optimal transport maps.
result Proves C1,1εC^{1, 1-\varepsilon}-regularity for nondegenerate CαC^α-densities and C2,αC^{2, α}-regularity for C1,αC^{1, α} boundary.

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.

Study optimal transport on globally hyperbolic spacetimes, focusing on weak Kantorovich potentials' regularity.

problem Investigate regularity of weak Kantorovich potentials on globally hyperbolic spacetimes.
method Apply insights from Riemannian and Lorentzian cases to study ππ-solutions.
result Conclude existence, uniqueness, and structure of optimal transport maps.

Study optimal transport for robust optimization, showing how adversary's strategy relates to regularization.

problem Optimizing under uncertain parameters with a fictitious adversary reshaping a reference distribution.
method Introduces optimal transport and regularization to relate robustification to variation and Lipschitz norms.
result Conditions for existence and computability of Nash equilibrium between decision-maker and adversary.

Proves hardness of semi-discrete optimal transport and proposes regularization methods.

problem Computing Wasserstein distance between discrete and non-discrete probability measures.
method Proves hardness, introduces distributionally robust dual optimal transport, regularizes primal objective, uses stochastic gradient descent.
result Regularization schemes and improved convergence guarantees for semi-discrete optimal transport problems.

This paper explores how entropic regularization improves Wasserstein estimators' performance.

problem Improving the approximation and estimation properties of Wasserstein estimators.
method Entropic regularization of optimal transport costs to smooth Wasserstein estimators.
result Entropic regularization can achieve comparable statistical performance to un-regularized estimators at lower computational cost.

Tikhonov regularization is robust under specific martingale constraints in distributionally robust optimization.

problem Distributionally robust optimization and regularization of learning models.
method Optimal transport approach with martingale constraints.
result Tikhonov regularization is optimal transport robust under specified martingale constraints.

New bounds on optimal transport regularization show faster convergence rates than previously known.

problem Understanding the localization rate of Quadratically Regularized Optimal Transport (QOT) optimizers.
method Established lower bounds and derived mean-squared deviation controls for QOT optimizers.
result Lower bound of support concentration rate ε1d+2\varepsilon^{\frac{1}{d+2}} in directed Hausdorff distance.

Study shows how optimal transport behaves in higher dimensions.

problem Characterizing optimal transport in higher dimensions with Euclidean distance.
method Investigates the small regularization limit of entropic optimal transport.
result The limiting transport plan is supported on transport rays and uniquely minimizes a relative entropy functional.

Develops regularity theory for Beckmann's optimal transport problem.

problem Minimizing total squared flux in continuous transport from source to target.
method Unconstrained Lagrangian formulation, variational first order optimality conditions, Schauder estimates.
result Exact Hölder regularity of potential, flux, and flow generating on bounded, regular domains.

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.

We introduce a new framework for optimal transport using Schatten-p regularization to recover low-rank structures.

problem Optimal transport problems with low-rank structure recovery.
method Schatten-p norm regularization to promote low-rank structure in transport maps and plans.
result Unified convex programs for low-rank structure recovery with theoretical guarantees and efficient algorithms.

Paper develops fast method for computing optimal transport.

problem Efficient computation of optimal transport distance between distributions.
method Entropy-regularized extragradient method for first-order optimization.
result Achieves state-of-the-art runtime guarantees and good numerical performance.

SinSim improves self-supervised learning by integrating optimal transport into contrastive learning.

problem Lack of explicit regularization in contrastive learning methods leads to suboptimal generalization.
method Integrates Sinkhorn regularization from optimal transport theory into SimCLR.
result SinSim outperforms SimCLR and other self-supervised methods on various datasets.

Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the Sinkhorn algorithm. However, entropy keeps the transportation plan strictly positive…

2017-10-17abs ↗pdf ↗

Paper uses optimal transport-based statistics for change point detection.

problem Change point detection in multivariate data.
method Soft rank energy and entropically regularized optimal transport.
result Soft rank energy performs better in real datasets with strong continuity and convergence properties.

We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of regularization that we obtain is related to smoothing techniques studied in the optimization…

2019-06-07abs ↗pdf ↗

The paper establishes general results in Lorentzian optimal transport theory.

problem Establishing strong duality and optimality conditions in Lorentzian optimal transport.
method Providing non-trivial assumptions on measures, characterizing optimality, and proving regularity results.
result Regularity results for cc-convex functions and (weak) Kantorovich potentials do not extend to the Lorentzian setting, but under suitable assumptions, they are locally semconvex.

Optimal transport with ff-divergence regularization using generalized Sinkhorn algorithm.

problem Optimal transport with ff-divergence regularization.
method Generalized Sinkhorn algorithm for solving optimal transport problems with various ff-divergences.
result Strong duality holds, optimums are attained, and convergence to an optimal solution is guaranteed under certain conditions.

Extends Optimal Transport to multiple agents, aiming for equitable and optimal distribution.

problem Sharing costs or goods equitably among multiple agents with different preferences.
method Minimizes the maximum transportation cost or maximizes the minimum utility.
result Provides a new algorithm faster than standard linear programming.

This research proves that quadratic regularized optimal transport can approximate the Laplace-Beltrami operator on smooth manifolds.

problem Approximating the Laplace-Beltrami operator using optimal transport with quadratic regularization.
method Deriving first-order optimal potentials and analyzing the convergence of discrete Laplace operators.
result The discrete Laplace operators converge to the Laplace-Beltrami operator on smooth manifolds.

New findings on optimal transport gradient for generative models, addressing numerical instabilities.

problem Numerical instabilities in training Wasserstein Generative Adversarial Networks (WGAN).
method Valid differentiation theorem for entropic regularized transport, semi-discrete gradient formulation, and optimization algorithm.
result Existence of optimal transport gradient for generative models under specified conditions.

Accelerates optimal transport computation by 10x with spectral insights.

problem Exponential slow-down of convergence in Entropic Optimal Transport as regularization weakens.
method Spectral insights and spectral warm-start strategy to mitigate convergence issues.
result Faster convergence compared to the reference method Sinkhorn algorithm.

We tackle the challenge of disentangled representation learning in generative adversarial networks (GANs) from the perspective of regularized optimal transport (OT). Specifically, a smoothed OT loss gives rise to an implicit transportation plan between the latent space and the data space. Based on this theoretical obse…

2019-12-04abs ↗pdf ↗

Novel approach to OT using kernel mean embeddings controls overfitting and achieves dimension-free sample complexity.

problem Consistently estimate optimal transport plan from samples.
method Pose OT as learning kernel mean embedding, employ MMD regularization.
result ε-optimal recovery of transport plan and map with dimension-free sample complexity.

A new kernel for probability measures based on optimal transport.

problem Efficiently comparing and modeling distributions.
method Kernel over probability measures using regularized optimal transport and Hilbertian embedding.
result The proposed kernel enables Gaussian process modeling on distributions with theoretical and computational advantages.

We investigate the use of entropy-regularized optimal transport (EOT) cost in developing generative models to learn implicit distributions. Two generative models are proposed. One uses EOT cost directly in an one-shot optimization problem and the other uses EOT cost iteratively in an adversarial game. The proposed gene…

2018-11-16abs ↗pdf ↗

Review of modern computational optimal transport methods for biomedical applications.

problem Efficient computation of optimal transport for big data.
method Regularization-based and projection-based computational methods.
result Advancements in computational optimal transport methods for biomedical research.

This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to Bregman divergences. Our framework thus naturally generalizes a previously proposed …

2016-10-20abs ↗pdf ↗

A new method matches measures across different spaces using cost-regularized optimal transport.

problem Matching measures in different spaces without aligned data.
method Cost-regularized optimal transport formulation to match measures across two Euclidean spaces.
result Demonstrated applicability to single-cell spatial transcriptomics/multiomics matching tasks.