Optimal transport · graphs · time series

The mathematics of moving piles of sand.

A probability distribution is a pile of sand with unit mass. Optimal transport asks how to move one pile onto another as cheaply as possible, and the answer turns out to be a geometry. This site collects research that puts that geometry to work: finding structure in time series, and averaging and decomposing distributions that live on graphs.

Try the demo About

A three-peaked distribution being transported onto a single-peaked one
Talk · slides in your browser Applications of Optimal Transport to Spatial Signal Processing Problems PhD dissertation defense, Tufts University Interactive demo Barycentric coding on a graph Drag a point around a triangle and watch the barycenter of three distributions move across a graph. Papers & code Preprints and open-source packages Change point detection for time series, and barycenters of measures on graphs.

Latest posts