Optimal Transport
Overview
Optimal transport studies how probability mass can be moved between distributions at minimum cost, giving a geometric way to compare data even when samples do not correspond one-to-one. Wasserstein distances and transport maps describe this geometry, while Gromov–Wasserstein methods compare relational structure when data live in different spaces. Practical approaches include entropic regularization with Sinkhorn algorithms, sliced and low-rank approximations, and neural transport maps used in generative modeling, domain adaptation, and trajectory inference. A central challenge is balancing computational and statistical scalability with faithful transport, especially when choosing regularization or relaxing exact mass constraints.
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