# Large-scale optimal transport map estimation using projection pursuit

arXiv: https://arxiv.org/abs/2106.05838 · HTML: https://mlsanity.com/paper/2106.05838/

## Key facts

- Cited by 16 papers in the map (data through 14 Oct 2026).
- Builds on 19 of its 62 references that are in the map.
- First posted on arXiv 9 Jun 2021.

## Builds on (most cited first, 19 of 19)

- [Auto-Encoding Variational Bayes](https://mlsanity.com/paper/1312.6114/) (2013)
- [Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distances](https://mlsanity.com/paper/1306.0895/) (2013)
- [Improved Training of Wasserstein GANs](https://mlsanity.com/paper/1704.00028/) (2017)
- [Computational Optimal Transport](https://mlsanity.com/paper/1803.00567/) (2018)
- [Optimal Transport for Domain Adaptation](https://mlsanity.com/paper/1507.00504/) (2015)
- [Generating Videos with Scene Dynamics](https://mlsanity.com/paper/1609.02612/) (2016)
- [Wasserstein Auto-Encoders](https://mlsanity.com/paper/1711.01558/) (2017)
- [Neural Audio Synthesis of Musical Notes with WaveNet Autoencoders](https://mlsanity.com/paper/1704.01279/) (2017)
- [Generating Images with Perceptual Similarity Metrics based on Deep Networks](https://mlsanity.com/paper/1602.02644/) (2016)
- [Stochastic Optimization for Large-scale Optimal Transport](https://mlsanity.com/paper/1605.08527/) (2016)
- [Large-Scale Optimal Transport and Mapping Estimation](https://mlsanity.com/paper/1711.02283/) (2017)
- [Improving GANs Using Optimal Transport](https://mlsanity.com/paper/1803.05573/) (2018)
- [Dual Motion GAN for Future-Flow Embedded Video Prediction](https://mlsanity.com/paper/1708.00284/) (2017)
- [Regularized Discrete Optimal Transport](https://mlsanity.com/paper/1307.5551/) (2013)
- [Sliced-Wasserstein Autoencoder: An Embarrassingly Simple Generative Model](https://mlsanity.com/paper/1804.01947/) (2018)
- [Multiscale Strategies for Computing Optimal Transport](https://mlsanity.com/paper/1708.02469/) (2017)
- [Auto-painter: Cartoon Image Generation from Sketch by Using Conditional Generative Adversarial Networks](https://mlsanity.com/paper/1705.01908/) (2017)
- [Mode Collapse and Regularity of Optimal Transportation Maps](https://mlsanity.com/paper/1902.02934/) (2019)
- [The Shortlist Method for Fast Computation of the Earth Mover's Distance and Finding Optimal Solutions to Transportation Problems](https://mlsanity.com/paper/1405.7903/) (2014)

## Built on by (most cited first, 16 of 16)

- [Fast Approximation of the Sliced-Wasserstein Distance Using Concentration of Random Projections](https://mlsanity.com/paper/2106.15427/) (2021)
- [Scalable Optimal Transport Methods in Machine Learning: A Contemporary Survey](https://mlsanity.com/paper/2305.05080/) (2023)
- [Geometric Operator Learning with Optimal Transport](https://mlsanity.com/paper/2507.20065/) (2025)
- [Nonparametric Generative Modeling with Conditional Sliced-Wasserstein Flows](https://mlsanity.com/paper/2305.02164/) (2023)
- [Scalable Optimal Transport in High Dimensions for Graph Distances, Embedding Alignment, and More](https://mlsanity.com/paper/2107.06876/) (2021)
- [Efficient Approximation of Gromov-Wasserstein Distance Using Importance Sparsification](https://mlsanity.com/paper/2205.13573/) (2022)
- [Hilbert Curve Projection Distance for Distribution Comparison](https://mlsanity.com/paper/2205.15059/) (2022)
- [Importance Sparsification for Sinkhorn Algorithm](https://mlsanity.com/paper/2306.06581/) (2023)
- [Measure transfer via stochastic slicing and matching](https://mlsanity.com/paper/2307.05705/) (2023)
- [An optimal transport approach for selecting a representative subsample with application in efficient kernel density estimation](https://mlsanity.com/paper/2206.01182/) (2022)
- [Generative modeling of time-dependent densities via optimal transport and projection pursuit](https://mlsanity.com/paper/2304.09663/) (2023)
- [A Copula Graphical Model for Multi-Attribute Data using Optimal Transport](https://mlsanity.com/paper/2404.06735/) (2024)
- [Estimation of Stochastic Optimal Transport Maps](https://mlsanity.com/paper/2512.09499/) (2025)
- [Connecting adversarial attacks and optimal transport for domain adaptation](https://mlsanity.com/paper/2205.15424/) (2022)
- [Bridging Optimal Transport and Jacobian Regularization by Optimal Trajectory for Enhanced Adversarial Defense](https://mlsanity.com/paper/2303.11793/) (2023)
- [SRRM: Improving Recursive Transport Surrogates in the Small-Discrepancy Regime](https://mlsanity.com/paper/2603.18781/) (2026)

## Abstract (arXiv)

This paper studies the estimation of large-scale optimal transport maps (OTM), which is a well-known challenging problem owing to the curse of dimensionality. Existing literature approximates the large-scale OTM by a series of one-dimensional OTM problems through iterative random projection. Such methods, however, suffer from slow or none convergence in practice due to the nature of randomly selected projection directions. Instead, we propose an estimation method of large-scale OTM by combining the idea of projection pursuit regression and sufficient dimension reduction. The proposed method, named projection pursuit Monge map (PPMM), adaptively selects the most ``informative'' projection direction in each iteration. We theoretically show the proposed dimension reduction method can consistently estimate the most ``informative'' projection direction in each iteration. Furthermore, the PPMM algorithm weakly convergences to the target large-scale OTM in a reasonable number of steps. Empirically, PPMM is computationally easy and converges fast. We assess its finite sample performance through the applications of Wasserstein distance estimation and generative models.
