2022
DOI: 10.1007/s10851-022-01126-7
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Unbalanced Multi-marginal Optimal Transport

Abstract: Entropy-regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However, it is often desirable that the marginals of the optimal transport plan do not match the given measures exactly, which led to the introduction of the so-called unbalanced optimal transport. Since unbalanced methods were not examined for the multi-marginal setting so far, we … Show more

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Cited by 12 publications
(6 citation statements)
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“…We can obtain an optimal matching between more than two particle types by multi-marginal OT (Kim and Pass, 2014; Pass, 2015) and at the same time account for the not necessarily equal numbers of support points per channel by utilizing an unbalanced OT formulation (Chizat et al, 2018). A combination of both OT generalizations, i.e., multi-marginal optimal unbalanced transport problems, have been recently discussed in the literature (Friesecke et al, 2021; Heinemann et al, 2022; Beier et al, 2022; Le et al, 2022).…”
Section: Resultsmentioning
confidence: 99%
“…We can obtain an optimal matching between more than two particle types by multi-marginal OT (Kim and Pass, 2014; Pass, 2015) and at the same time account for the not necessarily equal numbers of support points per channel by utilizing an unbalanced OT formulation (Chizat et al, 2018). A combination of both OT generalizations, i.e., multi-marginal optimal unbalanced transport problems, have been recently discussed in the literature (Friesecke et al, 2021; Heinemann et al, 2022; Beier et al, 2022; Le et al, 2022).…”
Section: Resultsmentioning
confidence: 99%
“…Beier et al proposed a new framework for the introduction of imbalanced optimal transportation by combining the balanced multi marginal optimal transportation problem and its dual with the Sinkhorn algorithm, and then examining the imbalanced methods with multiple edges and settings. The results indicate that the algorithm framework has good convergence 18 . The Dagger team converted the multi‐edge optimal transport problem to a tensor scaling problem using entropy regularization.…”
Section: Related Workmentioning
confidence: 95%
“…The results indicate that the algorithm framework has good convergence. 18 The Dagger team converted the multi-edge optimal transport problem to a tensor scaling problem using entropy regularization. They solved this mathematically with the multi-edge Sinkhorn algorithm and further sped up computation by combining the tensor network duality of the graphical model with additional low-rank approximations.…”
Section: Related Workmentioning
confidence: 99%
“…The idea behind sliced optimal transport has been generalized and transferred to many related problems. There exists sliced variants [8,16] of partial optimal transport [19,27], where only a fraction of mass is transported, and a sliced version [20] of multi-marginal optimal transport [10,12,30], considering the transport between several measures instead of only two. For optimal transport on Riemannian manifolds, sliced Wasserstein distances based on the push-forward of the eigenfunctions of the Laplacian have been proposed in [77].…”
Section: Introductionmentioning
confidence: 99%