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Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…

Machine Learning · Computer Science 2020-02-21 Marin Ballu , Quentin Berthet , Francis Bach

Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…

Optimization and Control · Mathematics 2026-05-28 Tam Le

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv

A data-driven formulation of the optimal transport problem is presented and solved using adaptively refined meshes to decompose the problem into a sequence of finite linear programming problems. Both the marginal distributions and their…

Numerical Analysis · Mathematics 2017-10-11 Weikun Chen , Esteban G. Tabak

Functional neuroimaging measures how the brain responds to complex stimuli. However, sample sizes are modest, noise is substantial, and stimuli are high dimensional. Hence, direct estimates are inherently imprecise and call for…

Applications · Statistics 2016-02-05 Leila Wehbe , Aaditya Ramdas , Rebecca C. Steorts , Cosma Rohilla Shalizi

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

Systems and Control · Electrical Eng. & Systems 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

Recent medical imaging studies have given rise to distinct but inter-related datasets corresponding to multiple experimental tasks or longitudinal visits. Standard scalar-on-image regression models that fit each dataset separately are not…

Methodology · Statistics 2022-01-21 Xin Ma , Suprateek Kundu

We study nonconvex distributed optimization in multi-agent networks with time-varying (nonsymmetric) connectivity. We introduce the first algorithmic framework for the distributed minimization of the sum of a smooth (possibly nonconvex and…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-02-02 Paolo Di Lorenzo , Gesualdo Scutari

A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-01 Bernadette Charron-Bost , Patrick Lambein-Monette

In increasingly many settings, data sets consist of multiple samples from a population of networks, with vertices aligned across these networks. For example, brain connectivity networks in neuroscience consist of measures of interaction…

Statistics Theory · Mathematics 2021-05-11 Keith Levin , Asad Lodhia , Elizaveta Levina

We propose a novel quantile function-based approach for neuroimaging classification using Wasserstein-Fr\'echet regression, specifically applied to the detection of mild traumatic brain injury (mTBI) based on the MEG and MRI data.…

Applications · Statistics 2025-09-01 Jie Li , Gary Green , Jian Zhang

We introduce weak barycenters of a family of probability distributions, based on the recently developed notion of optimal weak transport of mass by Gozlanet al. (2017) and Backhoff-Veraguas et al. (2020). We provide a theoretical analysis…

Machine Learning · Statistics 2023-03-13 Elsa Cazelles , Felipe Tobar , Joaquín Fontbona

We consider a multi agent optimization problem where a set of agents collectively solves a global optimization problem with the objective function given by the sum of locally known convex functions. We focus on the case when information…

Optimization and Control · Mathematics 2016-03-14 Ali Makhdoumi , Asuman Ozdaglar

In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the optimal…

Machine Learning · Computer Science 2020-06-19 Ashok Vardhan Makkuva , Amirhossein Taghvaei , Sewoong Oh , Jason D. Lee

We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of…

Optimization and Control · Mathematics 2020-02-21 Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov , César A. Uribe , Angelia Nedić

Inverse inference, or "brain reading", is a recent paradigm for analyzing functional magnetic resonance imaging (fMRI) data, based on pattern recognition and statistical learning. By predicting some cognitive variables related to brain…

Analytic continuation of imaginary time or frequency data to the real axis is a crucial step in extracting dynamical properties from quantum Monte Carlo simulations. The average spectrum method provides an elegant solution by integrating…

Computational Physics · Physics 2020-07-15 Khaldoon Ghanem , Erik Koch

Collecting the most informative data from a large dataset distributed over a network is a fundamental problem in many fields, including control, signal processing and machine learning. In this paper, we establish a connection between…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Xu Zhang , Marcos M. Vasconcelos

We consider the task of minimizing the sum of smooth and strongly convex functions stored in a decentralized manner across the nodes of a communication network whose links are allowed to change in time. We solve two fundamental problems for…

Optimization and Control · Mathematics 2021-06-09 Dmitry Kovalev , Elnur Gasanov , Peter Richtárik , Alexander Gasnikov

We introduce a new paradigm, $\textit{measure synchronization}$, for synchronizing graphs with measure-valued edges. We formulate this problem as maximization of the cycle-consistency in the space of probability measures over relative…

Computer Vision and Pattern Recognition · Computer Science 2020-04-03 Tolga Birdal , Michael Arbel , Umut Şimşekli , Leonidas Guibas
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