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A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…
We study the problem of sampling from strongly log-concave distributions over $\mathbb{R}^d$ using the Poisson midpoint discretization (a variant of the randomized midpoint method) for overdamped/underdamped Langevin dynamics. We prove its…
This paper proposes a second-order conic programming (SOCP) approach to solve distributionally robust two-stage stochastic linear programs over 1-Wasserstein balls. We start from the case with distribution uncertainty only in the objective…
Constructing flexible probability models that respect constraints on key functionals -- such as the mean -- is a fundamental problem in nonparametric statistics. Existing approaches lack systematic tools for enforcing such constraints while…
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…
We consider the problem of model reduction of parametrized PDEs where the goal is to approximate any function belonging to the set of solutions at a reduced computational cost. For this, the bottom line of most strategies has so far been…
Sparse coding is a crucial subroutine in algorithms for various signal processing, deep learning, and other machine learning applications. The central goal is to learn an overcomplete dictionary that can sparsely represent a given input…
We study the problem of learning a real-valued function that satisfies the Demographic Parity constraint. It demands the distribution of the predicted output to be independent of the sensitive attribute. We consider the case that the…
Problem definition: A key challenge in supervised learning is data scarcity, which can cause prediction models to overfit to the training data and perform poorly out of sample. A contemporary approach to combat overfitting is offered by…
Wasserstein dictionary learning is an unsupervised approach to learning a collection of probability distributions that generate observed distributions as Wasserstein barycentric combinations. Existing methods for Wasserstein dictionary…
Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…
We present a novel algorithm to estimate the barycenter of arbitrary probability distributions with respect to the Sinkhorn divergence. Based on a Frank-Wolfe optimization strategy, our approach proceeds by populating the support of the…
Given a collection of probability measures, a practitioner sometimes needs to find an "average" distribution which adequately aggregates reference distributions. A theoretically appealing notion of such an average is the Wasserstein…
In [Q. Liao et al., Commun. Math. Sci., 20(2022)], a linear-time Sinkhorn algorithm is developed based on dynamic programming, which significantly reduces the computational complexity involved in solving optimal transport problems. However,…
This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…
The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…
We introduce and study a variant of the Wasserstein distance on the space of probability measures, specially designed to deal with measures whose support has a dendritic, or treelike structure with a particular direction of orientation. Our…
The set of 2-dimensional packing problems builds an important class of optimization problems and Strip Packing together with 2-dimensional Bin Packing and 2-dimensional Knapsack is one of the most famous of these problems. Given a set of…
This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…
We consider the problem of sampling from a distribution governed by a potential function. This work proposes an explicit score based MCMC method that is deterministic, resulting in a deterministic evolution for particles rather than a…