# Efficient Neural Network Approaches for Conditional Optimal Transport with Applications in Bayesian Inference

arXiv: https://arxiv.org/abs/2310.16975 · HTML: https://mlsanity.com/paper/2310.16975/

## Key facts

- Cited by 20 papers in the map (data through 14 Oct 2026).
- Builds on 42 of its 61 references that are in the map.
- First posted on arXiv 25 Oct 2023.

## Builds on (most cited first, 30 of 42)

- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Flow Matching for Generative Modeling](https://mlsanity.com/paper/2210.02747/) (2022)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Conditional Generative Adversarial Nets](https://mlsanity.com/paper/1411.1784/) (2014)
- [Density estimation using Real NVP](https://mlsanity.com/paper/1605.08803/) (2016)
- [Glow: Generative Flow with Invertible 1x1 Convolutions](https://mlsanity.com/paper/1807.03039/) (2018)
- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [Normalizing Flows for Probabilistic Modeling and Inference](https://mlsanity.com/paper/1912.02762/) (2019)
- [Masked Autoregressive Flow for Density Estimation](https://mlsanity.com/paper/1705.07057/) (2017)
- [Improving Variational Inference with Inverse Autoregressive Flow](https://mlsanity.com/paper/1606.04934/) (2016)
- [Neural Spline Flows](https://mlsanity.com/paper/1906.04032/) (2019)
- [FFJORD: Free-form Continuous Dynamics for Scalable Reversible Generative Models](https://mlsanity.com/paper/1810.01367/) (2018)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [The frontier of simulation-based inference](https://mlsanity.com/paper/1911.01429/) (2019)
- [Input Convex Neural Networks](https://mlsanity.com/paper/1609.07152/) (2016)
- [Augmented Neural ODEs](https://mlsanity.com/paper/1904.01681/) (2019)
- [How to train your neural ODE: the world of Jacobian and kinetic regularization](https://mlsanity.com/paper/2002.02798/) (2020)
- [Neural Autoregressive Flows](https://mlsanity.com/paper/1804.00779/) (2018)
- [Conditional Image Generation with Score-Based Diffusion Models](https://mlsanity.com/paper/2111.13606/) (2021)
- [OT-Flow: Fast and Accurate Continuous Normalizing Flows via Optimal Transport](https://mlsanity.com/paper/2006.00104/) (2020)
- [An Introduction to Deep Generative Modeling](https://mlsanity.com/paper/2103.05180/) (2021)
- [A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems](https://mlsanity.com/paper/1912.01825/) (2019)
- [Unconstrained Monotonic Neural Networks](https://mlsanity.com/paper/1908.05164/) (2019)
- [Convex Potential Flows: Universal Probability Distributions with Optimal Transport and Convex Optimization](https://mlsanity.com/paper/2012.05942/) (2020)
- [Coupling-based Invertible Neural Networks Are Universal Diffeomorphism Approximators](https://mlsanity.com/paper/2006.11469/) (2020)
- [Sum-of-Squares Polynomial Flow](https://mlsanity.com/paper/1905.02325/) (2019)
- [Supervised Training of Conditional Monge Maps](https://mlsanity.com/paper/2206.14262/) (2022)
- [Coupling techniques for nonlinear ensemble filtering](https://mlsanity.com/paper/1907.00389/) (2019)
- [Conditional Sampling with Monotone GANs: from Generative Models to Likelihood-Free Inference](https://mlsanity.com/paper/2006.06755/) (2020)
- [On the representation and learning of monotone triangular transport maps](https://mlsanity.com/paper/2009.10303/) (2020)

## Built on by (most cited first, 20 of 20)

- [Conditional Optimal Transport on Function Spaces](https://mlsanity.com/paper/2311.05672/) (2023)
- [Dynamic Conditional Optimal Transport through Simulation-Free Flows](https://mlsanity.com/paper/2404.04240/) (2024)
- [Variational Bayesian Optimal Experimental Design with Normalizing Flows](https://mlsanity.com/paper/2404.13056/) (2024)
- [Conditional simulation via entropic optimal transport: Toward non-parametric estimation of conditional Brenier maps](https://mlsanity.com/paper/2411.07154/) (2024)
- [Bifidelity Parameter Estimation Using Conditional Diffusion Models](https://mlsanity.com/paper/2504.01894/) (2025)
- [Diffeomorphic Measure Matching with Kernels for Generative Modeling](https://mlsanity.com/paper/2402.08077/) (2024)
- [Robust Generative Learning with Lipschitz-Regularized α-Divergences Allows Minimal Assumptions on Target Distributions](https://mlsanity.com/paper/2405.13962/) (2024)
- [Fast filtering of non-Gaussian models using Amortized Optimal Transport Maps](https://mlsanity.com/paper/2503.12633/) (2025)
- [A friendly introduction to triangular transport](https://mlsanity.com/paper/2503.21673/) (2025)
- [Ensemble Transport Filter via Optimized Maximum Mean Discrepancy](https://mlsanity.com/paper/2407.11518/) (2024)
- [Neural Conditional Transport Maps](https://mlsanity.com/paper/2505.15808/) (2025)
- [Hyperparameter Trajectory Inference with Conditional Lagrangian Optimal Transport](https://mlsanity.com/paper/2603.01771/) (2026)
- [Conditional Unbalanced Optimal Transport Maps: An Outlier-Robust Framework for Conditional Generative Modeling](https://mlsanity.com/paper/2603.06972/) (2026)
- [Amortized Variational Inference for Joint Posterior and Predictive Distributions in Bayesian Uncertainty Quantification](https://mlsanity.com/paper/2605.03710/) (2026)
- [Distributional Process Reward Models: Calibrated Prediction of Future Rewards via Conditional Optimal Transport](https://mlsanity.com/paper/2605.06785/) (2026)
- [A lift for input-convex neural net training](https://mlsanity.com/paper/2605.24274/) (2026)
- [A transition-density-based operator learning method for Fokker-Planck equations with various initial conditions](https://mlsanity.com/paper/2606.09434/) (2026)
- [Approximating Measures on Function Spaces: Transport and Truncation](https://mlsanity.com/paper/2609.17802/) (2026)
- [Multifidelity Formulations for Triangular Transport](https://mlsanity.com/paper/2610.00698/) (2026)
- [Flow Matching for Fast Posterior Sampling in Bayesian Inverse Problems](https://mlsanity.com/paper/2610.02377/) (2026)

## Abstract (arXiv)

We present two neural network approaches that approximate the solutions of static and dynamic unicodex1D450unicodex1D45Cunicodex1D45Bunicodex1D451unicodex1D456unicodex1D461unicodex1D456unicodex1D45Cunicodex1D45Bunicodex1D44Eunicodex1D459unicodex0020unicodex1D45Cunicodex1D45Dunicodex1D461unicodex1D456unicodex1D45Aunicodex1D44Eunicodex1D459unicodex0020unicodex1D461unicodex1D45Funicodex1D44Eunicodex1D45Bunicodex1D460unicodex1D45Dunicodex1D45Cunicodex1D45Funicodex1D461 (COT) problems. Both approaches enable conditional sampling and conditional density estimation, which are core tasks in Bayesian inferenceunicodex2013particularly in the simulation-based (unicodex201Clikelihood-freeunicodex201D) setting. Our methods represent the target conditional distribution as a transformation of a tractable reference distribution. Obtaining such a transformation, chosen here to be an approximation of the COT map, is computationally challenging even in moderate dimensions. To improve scalability, our numerical algorithms use neural networks to parameterize candidate maps and further exploit the structure of the COT problem. Our static approach approximates the map as the gradient of a partially input-convex neural network. It uses a novel numerical implementation to increase computational efficiency compared to state-of-the-art alternatives. Our dynamic approach approximates the conditional optimal transport via the flow map of a regularized neural ODE; compared to the static approach, it is slower to train but offers more modeling choices and can lead to faster sampling. We demonstrate both algorithms numerically, comparing them with competing state-of-the-art approaches, using benchmark datasets and simulation-based Bayesian inverse problems.
