COT-GAN: Generating Sequential Data via Causal Optimal Transport
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Abstract (arXiv)
We introduce COT-GAN, an adversarial algorithm to train implicit generative models optimized for producing sequential data. The loss function of this algorithm is formulated using ideas from Causal Optimal Transport (COT), which combines classic optimal transport methods with an additional temporal causality constraint. Remarkably, we find that this causality condition provides a natural framework to parameterize the cost function that is learned by the discriminator as a robust (worst-case) distance, and an ideal mechanism for learning time dependent data distributions. Following Genevay et al. (2018), we also include an entropic penalization term which allows for the use of the Sinkhorn algorithm when computing the optimal transport cost. Our experiments show effectiveness and stability of COT-GAN when generating both low- and high-dimensional time series data. The success of the algorithm also relies on a new, improved version of the Sinkhorn divergence which demonstrates less bias in learning.
Key facts. Cited by 70 papers in the map (data through 7 Oct 2026). First posted on arXiv 15 Jun 2020.
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Citing papers per year: 2021: 7; 2022: 7; 2023: 16; 2024: 12; 2025: 20; 2026: 8.
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- 2023Diffusion Models for Time Series Applications: A Surveycited by 72
- 2023Regular Time-series Generation using SGMcited by 23
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- 2023TransFusion: Generating Long, High Fidelity Time Series using Diffusion Models with Transformerscited by 13
- 2024TimeLDM: Latent Diffusion Model for Unconditional Time Series Generationcited by 10
- 2024TimeBridge: Better Diffusion Prior Design with Bridge Models for Time Series Generationcited by 5
- 2025WaveStitch: Flexible and Fast Conditional Time Series Generation with Diffusion Modelscited by 4
- 2025T2I-Diff: fMRI Signal Generation via Time-Frequency Image Transform and Classifier-Free Denoising Diffusion Modelscited by 3
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- 2026SDFlow: Similarity-Driven Flow Matching for Time Series Generationcited by 3
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- 2026DAD4TS: Data-Augmentation-Oriented Diffusion Model for Time-Series Forecasting with Small-Scale Data18 May 2026
- 2026SDFlow: Similarity-Driven Flow Matching for Time Series Generation7 May 2026
- 2026TransConv-DDPM: Enhanced Diffusion Model for Generating Time-Series Data in Healthcare3 Feb 2026
- 2025TSGM: Regular and Irregular Time-series Generation using Score-based Generative Models26 Nov 2025
- 2025FaultDiffusion: Few-Shot Fault Time Series Generation with Diffusion Model19 Nov 2025
- 2025Towards Stable and Structured Time Series Generation with Perturbation-Aware Flow Matching18 Nov 2025
- 2025TimeFlow: Towards Stochastic-Aware and Efficient Time Series Generation via Flow Matching Modeling11 Nov 2025
- 2025T2I-Diff: fMRI Signal Generation via Time-Frequency Image Transform and Classifier-Free Denoising Diffusion Models25 Sep 2025
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- 2021SPATE-GAN: Improved Generative Modeling of Dynamic Spatio-Temporal Patterns with an Autoregressive Embedding Losscited by 13
- 2023PCF-GAN: generating sequential data via the characteristic function of measures on the path spacecited by 13
- 2021A Multi-scale Time-series Dataset with Benchmark for Machine Learning in Decarbonized Energy Gridscited by 11
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- 2023Emerging Synergies in Causality and Deep Generative Models: A Surveycited by 10
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- 2025Sequence Modeling with Spectral Mean Flows17 Oct 2025
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- 2025Designing Ambiguity Sets for Distributionally Robust Optimization Using Structural Causal Optimal Transport1 Oct 2025
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