Related papers: Estimating matching affinity matrix under low-rank…
We consider a probabilistic model for large-scale task allocation problems for multi-agent systems, aiming to determine an optimal deployment strategy that minimizes the overall transport cost. Specifically, we assign transportation agents…
In a plethora of applications dealing with inverse problems, e.g. in image processing, social networks, compressive sensing, biological data processing etc., the signal of interest is known to be structured in several ways at the same time.…
Our goal is to compare two planar point sets by finding subsets of a given size such that a minimum-weight matching between them has the smallest weight. This can be done by a translation of one set that minimizes the weight of the…
Complexity of the Operations Research Theory tasks can be often diminished in cases that do not require finding the exact solution. For example, forecasting two-dimensional hierarchical time series leads us to the transportation problem…
We propose a novel and efficient algorithm for the collaborative preference completion problem, which involves jointly estimating individualized rankings for a set of entities over a shared set of items, based on a limited number of…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…
Learning conditional distributions is challenging because the desired outcome is not a single distribution but multiple distributions that correspond to multiple instances of the covariates. We introduce a novel neural entropic optimal…
The widely used nuclear norm heuristic for rank minimization problems introduces a regularization parameter which is difficult to tune. We have recently proposed a method to approximate the regularization path, i.e., the optimal solution as…
In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…
We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…
Consider a movie recommendation system where apart from the ratings information, side information such as user's age or movie's genre is also available. Unlike standard matrix completion, in this setting one should be able to predict…
In this letter, we propose a novel semi-supervised subspace clustering method, which is able to simultaneously augment the initial supervisory information and construct a discriminative affinity matrix. By representing the limited amount of…
Retrieving the most similar objects in a large-scale database for a given query is a fundamental building block in many application domains, ranging from web searches, visual, cross media, and document retrievals. State-of-the-art…
The framework of optimal transport has been leveraged to extend the notion of rank to the multivariate setting while preserving desirable properties of the resulting goodness-of-fit (GoF) statistics. In particular, the rank energy (RE) and…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
This paper proposes an optimal allocation problem with ramified transport technology in a spatial economy. Ramified transportation is used to model the transport economy of scale in group transportation observed widely in both nature and…
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…
Quadratic regularization has emerged as a potential alternative to the popular entropic regularization in computational optimal transport, offering the theoretical advantage of producing sparse couplings through its hinge density structure.…
The rank minimization problem is to find the lowest-rank matrix in a given set. Nuclear norm minimization has been proposed as an convex relaxation of rank minimization. Recht, Fazel, and Parrilo have shown that nuclear norm minimization…