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We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" probability measure of interest and a simpler reference measure.…

Computation · Statistics 2017-12-27 Youssef Marzouk , Tarek Moselhy , Matthew Parno , Alessio Spantini

We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…

Optimization and Control · Mathematics 2020-06-26 Isabel Haasler , Rahul Singh , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

Transport-based density estimation methods are receiving growing interest because of their ability to efficiently generate samples from the approximated density. We further invertigate the sequential transport maps framework proposed from…

Machine Learning · Statistics 2024-10-03 Benjamin Zanger , Olivier Zahm , Tiangang Cui , Martin Schreiber

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

Manifold learning is a central task in modern statistics and data science. Many datasets (cells, documents, images, molecules) can be represented as point clouds embedded in a high dimensional ambient space, however the degrees of freedom…

Machine Learning · Statistics 2025-02-18 Stephen Zhang , Gilles Mordant , Tetsuya Matsumoto , Geoffrey Schiebinger

Decision making under uncertainty is a cross-cutting challenge in science and engineering. Most approaches to this challenge employ probabilistic representations of uncertainty. In complicated systems accessible only via data or black-box…

Computation · Statistics 2025-03-28 Maximilian Ramgraber , Daniel Sharp , Mathieu Le Provost , Youssef Marzouk

We present an optimal mass transport framework on the space of Gaussian mixture models, which are widely used in statistical inference. Our method leads to a natural way to compare, interpolate and average Gaussian mixture models.…

Probability · Mathematics 2018-02-01 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…

Computation · Statistics 2019-06-11 Matthew Parno , Youssef Marzouk

The modeling of probability distributions, specifically generative modeling and density estimation, has become an immensely popular subject in recent years by virtue of its outstanding performance on sophisticated data such as images and…

Machine Learning · Statistics 2023-01-02 Hongkang Yang

Estimating optimal transport (OT) maps (a.k.a. Monge maps) between two measures $P$ and $Q$ is a problem fraught with computational and statistical challenges. A promising approach lies in using the dual potential functions obtained when…

Optimization and Control · Mathematics 2022-06-20 Aram-Alexandre Pooladian , Marco Cuturi , Jonathan Niles-Weed

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

Quantized neural networks typically require smaller memory footprints and lower computation complexity, which is crucial for efficient deployment. However, quantization inevitably leads to a distribution divergence from the original…

Computer Vision and Pattern Recognition · Computer Science 2022-05-30 Runpei Dong , Zhanhong Tan , Mengdi Wu , Linfeng Zhang , Kaisheng Ma

Distributed consensus has been intensively studied in recent years as a means to mitigate state differences among dynamic nodes on a graph. It has been successfully employed in various applications, e.g., formation control of multi-robots,…

Systems and Control · Computer Science 2017-05-09 Yinyan Zhang , Shuai Li

We consider several basic questions on distributed routing in directed graphs with multiple additive costs, or metrics, and multiple constraints. Distributed routing in this sense is used in several protocols, such as IS-IS and OSPF. A…

Networking and Internet Architecture · Computer Science 2023-10-12 Sergey Komech , Andrey Kupavskii , Alexei Vezolainen

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

Machine learning systems operate under the assumption that training and test data are sampled from a fixed probability distribution. However, this assumptions is rarely verified in practice, as the conditions upon which data was acquired…

Machine Learning · Computer Science 2025-07-09 Eduardo Fernandes Montesuma , Fred Maurice Ngolè Mboula , Antoine Souloumiac

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

Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…

Optimization and Control · Mathematics 2018-03-26 Montacer Essid , Justin Solomon

To study gap acceptance behaviour one needs the distribution (or probability density function) of gaps in the opposing stream. Further, in these times of widespread availability of large computing powers, traffic simulation has emerged as a…

Applications · Statistics 2025-12-10 Ankita Sharma , Partha Chakroborty , Pranamesh Chakraborty
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