Sinkhorn-Flow: Predicting Probability Mass Flow in Dynamical Systems Using Optimal Transport
Journal: arXiv (Cornell University)
Year: 2023

Predicting how distributions over discrete variables vary over time is a common task in time series forecasting. But whereas most approaches focus on merely predicting the distribution at subsequent time steps, a crucial piece of information in many settings is to determine how this probability mass flows between the different elements over time. We propose a new approach to predicting such mass flow over time using optimal transport. Specifically, we propose a generic approach to predicting tra