Related papers: Duality and Geodesics for Probabilistic Frames
We study first-passage percolation through related optimization problems over paths of restricted length. The path length variable is in duality with a shift of the weights. This puts into a convex duality framework old observations about…
The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…
We introduce a novel real-valued endogenous logic for expressing properties of probabilistic transition systems called Riesz modal logic. The design of the syntax and semantics of this logic is directly inspired by the theory of Riesz…
This brief note aims to introduce the recent paradigm of distributional robustness in the field of shape and topology optimization. Acknowledging that the probability law of uncertain physical data is rarely known beyond a rough…
Graphical models have proven to be powerful tools for representing high-dimensional systems of random variables. One example of such a model is the undirected graph, in which lack of an edge represents conditional independence between two…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
A class of distance measures on probabilities -- the integral probability metrics (IPMs) -- is addressed: these include the Wasserstein distance, Dudley metric, and Maximum Mean Discrepancy. IPMs have thus far mostly been used in more…
Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…
We analyze the notion that physical theories are quantitative and testable by observations in experiments. This leads us to propose a new, Bayesian, interpretation of probabilities in physics that unifies their current use in classical…
The generic linear evolution of the density matrix of a system with a finite-dimensional state space is by stochastic maps which take a density matrix linearly into the set of density matrices. These dynamical stochastic maps form a linear…
We introduce principal curves in Wasserstein space, and in general compact metric spaces. Our motivation for the Wasserstein case comes from optimal-transport-based trajectory inference, where a developing population of cells traces out a…
Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…
The notion of duality -- that a given physical system can have two different mathematical descriptions -- is a key idea in modern theoretical physics. Establishing a duality in lattice statistical mechanics models requires the construction…
We introduce and study the permanence properties of the class of linear transfers between probability measures. This class contains all cost minimizing mass transports, but also martingale mass transports, the Schrodinger bridge associated…
We introduce the framework of general probabilistic theories (GPTs for short). GPTs are a class of operational theories that generalize both finite-dimensional classical and quantum theory, but they also include other, more exotic theories,…
In finite probability theory, events are subsets of the outcome set. Subsets can be represented by 1-dimensional column vectors. By extending the representation of events to two dimensional matrices, we can introduce "superposition events."…
We introduce a doubled formalism for the bosonic sector of the maximal supergravities, in which a Hodge dual potential is introduced for each bosonic field (except for the metric). The equations of motion can then be formulated as a twisted…
Frame theory is recently an active research area in mathematics, computer science and engineering with many exciting applications in a variety of different fields. This theory has been generalized rapidly and various generalizations of…
High-dimensional data sets are commonly collected in many contemporary applications arising in various fields of scientific research. We present two views of finite samples in high dimensions: a probabilistic one and a nonprobabilistic one.…
Fluid queues are mathematical models frequently used in stochastic modelling. Their stationary distributions involve a key matrix recording the conditional probabilities of returning to an initial level from above, often known in the…