Related papers: A Distributed Framework for the Construction of Tr…
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.…
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,…
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…
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…
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…
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…
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…
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.…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…