Bayesian approach to optimal transport with stochastic costs.
problem Inferring optimal transport plans with uncertain costs.
method Bayesian framework and Hamiltonian Monte Carlo (HMC) sampling.
result Inference of optimal transport plans under stochastic cost functions.
Functional-analytic method for stochastic parallel transport in bundles.
problem Stochastic parallel transport in Hermitian bundles over Riemannian manifolds.
method Purely functional-analytic construction.
result Obtained a general Feynman-Kac formula in vector bundles.
Optimal algorithms for Riemannian optimization with reduced complexity.
problem Stochastic optimization on Riemannian manifolds with limited data.
method Zeroth-order Riemannian Averaging Stochastic Approximation algorithms using Riemannian moving-average estimators and novel geometric conditions.
result Achieves optimal sample complexities for generating approximate first-order stationary solutions.
The paper uses optimal transport to calibrate stochastic simulations.
problem Improper fidelity of stochastic simulators in scientific applications.
method Optimal transport theory applied to neural network corrections.
result Calibrated stochastic simulations improve fidelity to reality.
A mesh-free method solves continuum-marginal optimal transport problems.
problem Recovering minimum-energy velocity fields from time-continuous probability marginals.
method Embeds weak continuity equation in a reproducing kernel Hilbert space, optimizing with mini-batch stochastic methods.
result Accurately recovers drift and maintains marginal consistency in synthetic experiments.
We show that stochastic interpolation flow maps are Lipschitz with a sharp constant.
problem High dimensional sampling and transport problems.
method Investigating stochastic interpolation flow for generating data samples.
result Stochastic interpolation flow maps are Lipschitz with a sharp constant matching optimal transport maps.
We introduce a stochastic model for noisy vector fields on manifolds.
problem Noisy vector fields violate the assumption of parallel transport in stochastic analysis.
method We define a stochastic Lie bracket that induces torsion and analyze its consequences.
result The stochastic Lie bracket induces torsion in expectation.
This work broadens optimal transport map estimation theory to stochastic settings.
problem Existing theory for optimal transport map estimation is restricted to deterministic maps under specific conditions.
method Introduces a novel metric for evaluating stochastic maps, develops computationally efficient estimators with robust guarantees.
result First general-purpose theory for map estimation compatible with real-world stochastic applications.
New algorithms speed up optimal transport with entropy penalties.
problem High computational cost of optimal transport problems.
method Developed stochastic algorithms for entropy-regularized OT.
result New algorithms match or outperform existing methods in speed.
New method uses optimal transport to determine best γ \gamma γ for almost stochastic dominance.
problem Tackles determining the best γ \gamma γ for almost stochastic dominance. method Generalizes optimal transport problem to determine γ \gamma γ for various test functions. result Derives dual characterization of order relations in terms of expectation comparisons.
A new framework SPOT efficiently solves large scale optimal transport problems.
problem Heavy computational burden in optimal transport limits its use.
method Implicit generative learning framework (SPOT) approximates optimal transport plan and solves it using stochastic gradient algorithms.
result SPOT efficiently solves optimal transport problems and can recover the density of the plan.
The paper proves a convergence theorem for Wiener measures on holonomy groups.
problem Understanding convergence of Wiener measures on holonomy groups.
method Using stochastic parallel transports along convergent metric connections.
result Proves a convergence theorem for push-forward Wiener measures on holonomy groups.
A new algorithm speeds up optimal transport for machine learning.
problem Optimal transport for machine learning with additional terms.
method Forward-backward splitting algorithm based on Bregman distances.
result Significant improvement in speed and performance for domain adaptation.
Framework uses optimal transport to quantify model risk in stochastic path laws.
problem Model risk in stochastic path laws.
method Signature-induced optimal transport framework.
result Explicit robust bounds and budget-aware sparse surrogate method.
Optimal transport for functional data using Hilbert-Schmidt operators.
problem Optimal transport for distributions on function spaces with partially represented stochastic maps.
method Regularization technique to restrict transport maps to Hilbert-Schmidt operators, developing an efficient algorithm.
result Existence, uniqueness, and consistency of the Hilbert-Schmidt operator estimate for the transport map.
New method assesses multivariate stochastic dominance using Optimal Transport.
problem Benchmarking models across multiple metrics considering dependencies.
method Characterization of multivariate first stochastic dominance via couplings, entropic regularization, and Optimal Transport.
result Established CLT and consistency for the empirical statistic, enabling hypothesis testing.
The paper calibrates LSV models using optimal transport and convex optimisation.
problem Calibrating Local-Stochastic Volatility (LSV) models with European option prices.
method Optimal transport problem, convex optimisation, PDE formulation, Hamilton-Jacobi-Bellman equation.
result Numerical solution of dual problem yields calibrated LSV model parameters.
New methods optimize transport and sampling for neural networks.
problem Designing effective training losses for neural networks.
method Optimal transport and stochastic optimal control through Schrödinger bridge problem.
result Valid training losses can be designed with numerical advantages.
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.
NOT learns optimal transport plans, kernel costs improve performance.
problem NOT algorithm learns non-optimal plans with weak quadratic costs.
method Introduced kernel weak quadratic costs to improve NOT's performance.
result Kernel costs provide improved theoretical and practical guarantees.
The paper develops stochastic methods on geometric spaces for transformations.
problem Existence and uniqueness of stochastic processes on geometric spaces.
method Stochastic parallel transport and equivariant diffusions on the group of diffeomorphisms.
result Existence and uniqueness of stochastic parallel transport and equivariant diffusions.
New algorithm for estimating multivariate quantiles using stochastic optimal transport.
problem Estimating multivariate quantiles from data.
method Stochastic algorithm for entropic optimal transport in Banach spaces, using Fourier coefficients.
result Almost sure convergence of the stochastic algorithm in infinite-dimensional Banach spaces.
New algorithm improves on existing methods for solving transport problems.
problem Finding a map to transport one distribution to another.
method Iterative Markovian Fitting (IMF) and Diffusion Schrödinger Bridge Matching (DSBM).
result DSBM significantly improves over previous SB numerics and recovers various transport methods.
Improved first-order algorithm for entropy regularized OT with faster convergence.
problem Solving entropy regularized optimal transport efficiently.
method Accelerated primal-dual stochastic mirror descent algorithm with variance reduction.
result Improved rate from O ~ ( n 2.5 / ε ) \widetilde{O}({n^{2.5}}/ε) O ( n 2.5 / ε ) to O ~ ( n 2 / ε ) \widetilde{O}({n^2}/ε) O ( n 2 / ε ) . A new algorithm reduces the complexity of solving optimal transport problems.
problem Optimal transport problem with linear constraints.
method Primal-dual accelerated stochastic gradient descent with variance reduction (PDASGD).
result Achieves the best-known computational complexity of O ~ ( n 2 / ε ) \widetilde{\mathcal{O}}(n^2/ε) O ( n 2 / ε ) for OT problems. BalLOT uses optimal transport for balanced k-means clustering.
problem Balanced k k k -means clustering of data. method BalLOT is an optimal transport approach to alternating minimization.
result BalLOT provides theoretical guarantees for exact and partial recoveries of planted clusters.
The study characterizes straight-line flows in dynamic measure transport.
problem Tackles the challenge of designing flows that are easy to integrate.
method Characterizes straight-line flows using a PDE and Reynolds tensor.
result Characterizes affine-in-time interpolants and necessary conditions for flow geometry.
Method calibrates local volatility and stochastic short rate models for equity-rate dynamics.
problem Joint calibration of local volatility and stochastic short rate models.
method Iterative approach using semimartingale optimal transport.
result Demonstrated performance on market data using European SPX options and cap interest rate options.
Survey of Optimal Transport for model calibration.
problem Model calibration using Optimal Transport.
method General framework and numerical algorithms for various models.
result Calibration of volatility models and path-dependent options.
A new framework for generative modeling using value-driven transport.
problem Developing efficient methods for generative modeling.
method A discrete-time stochastic control formulation of measure transport, formulated as a linear program with dual variables corresponding to the optimal value function.
result Well-trained VDT policies lead to straight transport paths that can be simulated quickly and robustly.
Method calibrates stock price models with stochastic interest rates using optimal transport.
problem Calibrating stock price models with stochastic interest rates.
method Non-parametric, semimartingale optimal transport, solving a fully non-linear Hamilton-Jacobi-Bellman equation.
result Fully calibrated model closest to a reference model in a defined cost function.
A new Riemannian algorithm reduces variance in manifold optimization.
problem Optimizing functions on manifolds with stochastic gradient descent.
method Riemannian stochastic variance reduction with retraction and vector transport.
result The proposed algorithm outperforms standard methods on SPD and Grassmann manifolds.
Stochastic optimization improves semi-discrete OT map estimation with a minimax rate.
problem Empirical success of SGD in semi-discrete OT, but lack of theoretical guarantees.
method Averaged projected SGD with a minimax convergence rate of O(1/√n).
result SGD methods can estimate the OT map with a minimax convergence rate of O(1/√n).
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.
A new method for efficient inference and model selection in SBMs using OT.
problem Efficient inference and model selection in stochastic block models.
method Interpreting MLVI as srGW with entropic regularization, then unregularizing for sparse solutions, and adding a sparsity-promoting regularizer.
result The method consistently recovers SBM parameters and selects the number of clusters in finite samples.
AOT aligns LLMs on distributional preferences via optimal transport.
problem Current LLM alignment techniques lack distributional level alignment.
method Alignment via Optimal Transport (AOT) aligns LLMs on unpaired preference data.
result AOT enables alignment by penalizing reward distribution violations.
This work introduces a new method for coupling base and target densities in generative models.
problem Generating samples from complex target distributions using simple base distributions.
method Developed a framework of stochastic interpolants with data-dependent couplings.
result Constructing dynamical transport maps that serve as conditional generative models.
New algorithm approximates continuous Wasserstein barycenters efficiently.
problem Computing Wasserstein barycenters for continuous distributions.
method Stochastic algorithm using dual potentials and stochastic gradient descent.
result Efficient online approximation of continuous Wasserstein barycenters.
Two new couplings for probability distributions are constructed and analyzed.
problem Constructing optimal couplings for two probability distributions.
method Optimizes constrained Monge-Kantorovich transport problems with supermartingales.
result Two new couplings are identified and characterized.
New perspective on Sinkhorn algorithm using stochastic mirror descent.
problem Optimal transport with unbounded domain and non-smooth objective.
method Stochastic mirror descent applied to relative smoothness.
result Sinkhorn algorithm as a special case of stochastic mirror descent.
A new method corrects staleness in online optimization by transporting past gradients.
problem Reducing staleness and variance in online optimization methods.
method Implicit gradient transport (IGT) to correct past gradients at the current iterate.
result IGT reduces variance and bias in updates over time and achieves state-of-the-art results.
Improved spatial distribution learning with Bayesian transport maps and parametric shrinkage.
problem Learning non-Gaussian spatial distributions with limited training data.
method Proposed ShrinkTM approach using Bayesian transport maps with parametric shrinkage.
result ShrinkTM outperforms existing BTM, especially with few training samples.
Stochastic algorithm for Wasserstein barycenters without regularization.
problem Computing meaningful barycenters of continuous distributions.
method Stochastic algorithm extending to continuous distributions, adjusting support in each iteration.
result Recover sharp barycenter with support inside true barycenter's support.
CAST predicts distribution-valued time series by stabilizing and transporting simplex-supported successors.
problem Forecasting distribution-valued time series with structural failure modes.
method CAST (Causal Anchored Simplex Transport) uses successors retrieved from causal context, stabilized with a persistence anchor, and locally transported on ordered supports.
result CAST outperforms baselines on eleven public and simulated benchmarks, achieving best average rank on both one-step KL and autoregressive rollout JSD.
Develops a new PAC-Bayesian bound for evaluating randomness in predictors.
problem Lack of a PAC-Bayesian bound for deterministic predictors and continuous loss functions.
method PAC-Bayesian transportation bound unifying PAC-Bayesian and chaining methods.
result First PAC-Bayesian bound relating risks of any two predictors by their distance.
Noise stabilizes solutions to transport equations, preventing blow-up.
problem Proving global existence and uniqueness of solutions to stochastic transport equations.
method Characteristics-based techniques exploiting the geometric structure of transport equations.
result Noise prevents blow-up in deterministic solutions and ensures global existence and uniqueness of solutions.
Unified approach solves Kyle model with dynamic information.
problem Solving a generalized Kyle model with dynamic information.
method Monge-Kantorovich duality and backward stochastic partial differential equations.
result Characterization of optimal strategies and pricing rules.
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.