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We discuss a Monte Carlo Markov Chain (MCMC) procedure for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We show that an approach inspired by optimal transport allows us to bound…

Probability · Mathematics 2010-07-28 Lucas Gerin

A mixing Markov chain is proved to be realized as a random walk in a directed graph subject to a synchronizing road coloring. The result ensures existence of appropriate random mappings in Propp--Wilson's coupling from the past. The proof…

Probability · Mathematics 2010-08-31 Kouji Yano , Kenji Yasutomi

This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two…

We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…

Optimization and Control · Mathematics 2024-02-07 Bamdad Hosseini , Alexander W. Hsu , Amirhossein Taghvaei

We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…

Probability · Mathematics 2010-04-08 Kyle Siegrist

In this paper we propose and study a novel optimal transport based regularization of linear dynamic inverse problems. The considered inverse problems aim at recovering a measure valued curve and are dynamic in the sense that (i) the…

Functional Analysis · Mathematics 2023-04-26 Kristian Bredies , Silvio Fanzon

Optimal maps, solutions to the optimal transportation problems, are completely determined by the corresponding c-convex potential functions. In this paper, we give simple sufficient conditions for a smooth function to be c-convex when the…

Differential Geometry · Mathematics 2010-06-22 Paul W. Y. Lee

Because of the huge number of graphs possible even with a small number of nodes, inference on network structure is known to be a challenging problem. Generating large random directed graphs with prescribed probabilities of occurrences of…

Quantitative Methods · Quantitative Biology 2017-05-03 Frederic Y. Bois , Ghislaine Gayraud

We compare several approaches to learn an Optimal Map, represented as a neural network, between probability distributions. The approaches fall into two categories: ``Heuristics'' and approaches with a more sound mathematical justification,…

Machine Learning · Computer Science 2019-08-06 Andrea Schioppa

This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…

Probability · Mathematics 2016-12-09 Roberto Imbuzeiro Oliveira

We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…

Functional Analysis · Mathematics 2021-11-29 Vladimir Bogachev , Svetlana Popova

Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…

Machine Learning · Computer Science 2017-08-11 Daniil Ryabko

Learning maps between data samples is fundamental. Applications range from representation learning, image translation and generative modeling, to the estimation of spatial deformations. Such maps relate feature vectors, or map between…

Computer Vision and Pattern Recognition · Computer Science 2021-06-18 Hastings Greer , Roland Kwitt , Francois-Xavier Vialard , Marc Niethammer

Continuous diffusion models are commonly acknowledged to display a deterministic probability flow, whereas discrete diffusion models do not. In this paper, we aim to establish the fundamental theory for the probability flow of discrete…

Machine Learning · Computer Science 2023-11-08 Pengze Zhang , Hubery Yin , Chen Li , Xiaohua Xie

We analyse the structure of imprecise Markov chains and study their convergence by means of accessibility relations. We first identify the sets of states, so-called minimal permanent classes, that are the minimal sets capable of containing…

Probability · Mathematics 2016-09-20 Damjan Skulj

The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding a…

We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…

Machine Learning · Statistics 2023-08-29 Jiacheng Zhu , Aritra Guha , Dat Do , Mengdi Xu , XuanLong Nguyen , Ding Zhao

We introduce a general framework for analyzing data modeled as parameterized families of networks. Building on a Gromov-Wasserstein variant of optimal transport, we define a family of parameterized Gromov-Wasserstein distances for comparing…

Machine Learning · Statistics 2025-09-29 Mario Gómez , Guanqun Ma , Tom Needham , Bei Wang

We present an exact mathematical framework able to describe site-percolation transitions in real multiplex networks. Specifically, we consider the average percolation diagram valid over an infinite number of random configurations where…

Physics and Society · Physics 2016-12-21 Ginestra Bianconi , Filippo Radicchi

Optimal transport (OT) theory describes general principles to define and select, among many possible choices, the most efficient way to map a probability measure onto another. That theory has been mostly used to estimate, given a pair of…

Machine Learning · Computer Science 2023-04-03 Charlotte Bunne , Andreas Krause , Marco Cuturi
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