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Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

We define a distance metric between partitions of a graph using machinery from optimal transport. Our metric is built from a linear assignment problem that matches partition components, with assignment cost proportional to transport…

Optimization and Control · Mathematics 2019-10-23 Tara Abrishami , Nestor Guillen , Parker Rule , Zachary Schutzman , Justin Solomon , Thomas Weighill , Si Wu

The efficiency of graph-based semi-supervised algorithms depends on the graph of instances on which they are applied. The instances are often in a vectorial form before a graph linking them is built. The construction of the graph relies on…

Machine Learning · Computer Science 2016-02-19 Pauline Wauquier , Mikaela Keller

Optimal mass transport is described by an approximation of transport cost via semi-discrete costs. The notions of optimal partition and optimal strong partition are given as well. We also suggest an algorithm for computation of Optimal…

Numerical Analysis · Mathematics 2015-02-17 Gershon Wolansky

We introduce Deep Set Linearized Optimal Transport, an algorithm designed for the efficient simultaneous embedding of point clouds into an $L^2-$space. This embedding preserves specific low-dimensional structures within the Wasserstein…

Machine Learning · Computer Science 2024-01-04 Scott Mahan , Caroline Moosmüller , Alexander Cloninger

We study the problem of optimal transport in tropical geometry and define the Wasserstein-$p$ distances in the continuous metric measure space setting of the tropical projective torus. We specify the tropical metric -- a combinatorial…

Optimization and Control · Mathematics 2021-05-18 Wonjun Lee , Wuchen Li , Bo Lin , Anthea Monod

A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…

Methodology · Statistics 2018-12-20 Alexander Petersen , Hans-Georg Müller

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

With the ongoing investment in data collection and communication technology in power systems, data-driven optimization has been established as a powerful tool for system operators to handle stochastic system states caused by weather- and…

Optimization and Control · Mathematics 2023-12-18 Robert Mieth , Juan M. Morales , H. Vincent Poor

In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is…

Probability · Mathematics 2010-09-02 Rémi Rhodes , Vincent Vargas

In this paper, we address the classification of instances each characterized not by a singular point, but by a distribution on a vector space. We employ the Wasserstein metric to measure distances between distributions, which are then used…

Machine Learning · Statistics 2024-05-27 Jia Li , Lin Lin

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

This paper presents an adaptive online distributed optimal control approach that is applicable to optimal planning for very-large-scale robotics systems in highly uncertain environments. This approach is developed based on the optimal mass…

Multiagent Systems · Computer Science 2020-03-17 Pingping Zhu , Chang Liu , Silvia Ferrari

In this paper we bring together some of the key ideas and methods of two disparate fields of mathematical research, frame theory and optimal transport, using the methods of the second to answer questions posed in the first. In particular,…

Functional Analysis · Mathematics 2022-12-01 Clare Wickman , Kasso Okoudjou

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

Optimization and Control · Mathematics 2020-06-15 Julie Delon , Agnes Desolneux

We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical…

Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…

Machine Learning · Statistics 2019-05-16 Luca Ambrogioni , Umut Guclu , Marcel van Gerven

Wasserstein projections in the convex order were first considered in the framework of weak optimal transport, and found application in various problems such as concentration inequalities and martingale optimal transport. In dimension one,…

Probability · Mathematics 2022-08-24 Benjamin Jourdain , William Margheriti , Gudmund Pammer

The Euler and Navier-Stokes fluid mechanics equations are derived using a modified statistical mechanical approach using theory taken from the Chapman-Enskog perturbation analysis used to support the lattice Boltzmann method. Additional…

Fluid Dynamics · Physics 2021-07-06 Charles Cook
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