Related papers: A generalized residual technique for analyzing com…
These notes are devoted to a summary on the mean-field limit of large ensembles of interacting particles with applications in swarming models. We first make a summary of the kinetic models derived as continuum versions of second order…
We establish a general framework to study the rate of convergence of a Euler type approximation scheme with decreasing time steps to the invariant measure, for a general class of stochastic systems. The error is measured in general…
We introduce the Wasserstein Transform (WT), a general unsupervised framework for updating distance structures on given data sets with the purpose of enhancing features and denoising. Our framework represents each data point by a…
We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…
Fairness concerns are increasingly critical as machine learning models are deployed in high-stakes applications. While existing fairness-aware methods typically intervene at the model level, they often suffer from high computational costs,…
The Wasserstein distance, also known as the Earth mover distance or optimal transport distance, is a widely used measure of similarity between probability distributions. This paper presents an linear programming based implementation of the…
Learning conditional densities and identifying factors that influence the entire distribution are vital tasks in data-driven applications. Conventional approaches work mostly with summary statistics, and are hence inadequate for a…
Discrete-time random walks and their extensions are common tools for analyzing animal movement data. In these analyses, resolution of temporal discretization is a critical feature. Ideally, a model both mirrors the relevant temporal scale…
This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a given radius. Theoretically, we establish several…
We present a provably safe sampling-based motion planning algorithm for robotic systems affected by random disturbances of unknown distribution. We consider systems with linear or linearizable dynamics evolving in workspace with…
Human motion prediction is an important and challenging topic that has promising prospects in efficient and safe human-robot-interaction systems. Currently, the majority of the human motion prediction algorithms are based on deterministic…
Assume that an agent models a financial asset through a measure Q with the goal to price / hedge some derivative or optimize some expected utility. Even if the model Q is chosen in the most skilful and sophisticated way, she is left with…
Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…
Fairness testing evaluates whether a model satisfies a specified fairness criterion across different groups, yet most research has focused on classification models, leaving regression models underexplored. This paper introduces a framework…
Thanks to recent technological advances, it is now possible to track with an unprecedented precision and for long periods of time the movement patterns of many living organisms in their habitat. The increasing amount of data available on…
Generative models are invaluable in many fields of science because of their ability to capture high-dimensional and complicated distributions, such as photo-realistic images, protein structures, and connectomes. How do we evaluate the…
Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…
This paper presents a robust and efficient method for tracking topological features in time-varying scalar data. Structures are tracked based on the optimal matching between persistence diagrams with respect to the Wasserstein metric. This…
Random probabilities are a key component to many nonparametric methods in Statistics and Machine Learning. To quantify comparisons between different laws of random probabilities several works are starting to use the elegant Wasserstein over…
We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…