Related papers: Convex Clustering via Optimal Mass Transport
We propose a novel probabilistic approach to multilevel clustering problems based on composite transportation distance, which is a variant of transportation distance where the underlying metric is Kullback-Leibler divergence. Our method…
Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…
We suggest using the max-norm as a convex surrogate constraint for clustering. We show how this yields a better exact cluster recovery guarantee than previously suggested nuclear-norm relaxation, and study the effectiveness of our method,…
Convex clustering is a recent stable alternative to hierarchical clustering. It formulates the recovery of progressively coalescing clusters as a regularized convex problem. While convex clustering was originally designed for handling…
Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for instance, the case in finance and sociology due to…
This survey reviews a clustering method based on solving a convex optimization problem. Despite the plethora of existing clustering methods, convex clustering has several uncommon features that distinguish it from prior art. The…
Using statistical learning methods to analyze stochastic simulation outputs can significantly enhance decision-making by uncovering relationships between different simulated systems and between a system's inputs and outputs. We focus on…
Two important optimization problems in the analysis of geometric data sets are clustering and sketching. Here, clustering refers to the problem of partitioning some input metric measure space (mm-space) into k clusters, minimizing some…
We analyze the clustering problem through a flexible probabilistic model that aims to identify an optimal partition on the sample X 1 , ..., X n. We perform exact clustering with high probability using a convex semidefinite estimator that…
We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…
This paper considers a canonical clustering problem where one receives unlabeled samples drawn from a balanced mixture of two elliptical distributions and aims for a classifier to estimate the labels. Many popular methods including PCA and…
This paper investigates two fundamental descriptors of data, i.e., density distribution versus mass distribution, in the context of clustering. Density distribution has been the de facto descriptor of data distribution since the…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…
In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxations are used to provide outer approximation to the set of…
Controlling the $\mathcal W_\infty$ Wasserstein distance by the $\mathcal W_p$ Wasserstein distance is interesting both for theorical and numerical applications. A first paper on this problem was written several years ago [3]. Some year…
In this paper, we present a novel method for co-clustering, an unsupervised learning approach that aims at discovering homogeneous groups of data instances and features by grouping them simultaneously. The proposed method uses the entropy…
The problem of constrained clustering has attracted significant attention in the past decades. In this paper, we study the balanced $k$-center, $k$-median, and $k$-means clustering problems where the size of each cluster is constrained by…
The problem of clustering a set of points moving on the line consists of the following: given positive integers n and k, the initial position and the velocity of n points, find an optimal k-clustering of the points. We consider two…
Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…