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Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

Optimization and Control · Mathematics 2017-05-02 Guannan Qu , Na Li

Localization is an essential component for autonomous robots. A well-established localization approach combines ray casting with a particle filter, leading to a computationally expensive algorithm that is difficult to run on…

Data Structures and Algorithms · Computer Science 2018-03-09 Corey Walsh , Sertac Karaman

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

Systems and Control · Electrical Eng. & Systems 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…

Statistics Theory · Mathematics 2025-12-11 Gonzalo Mena , Arun Kumar Kuchibhotla , Larry Wasserman

We consider statistical learning problems in which data are observed as a set of probability measures. Optimal transport (OT) is a popular tool to compare and manipulate such objects, but its computational cost becomes prohibitive when the…

Machine Learning · Statistics 2026-03-24 Erell Gachon , Elsa Cazelles , Jérémie Bigot

With rapid population growth and urban development, traffic congestion has become an inescapable issue, especially in large cities. Many congestion reduction strategies have been proposed in the past, ranging from roadway extension to…

Optimization and Control · Mathematics 2022-04-18 Ali Ghafelebashi , Meisam Razaviyayn , Maged Dessouky

Clustering is a fundamental task in the computer vision and machine learning community. Although various methods have been proposed, the performance of existing approaches drops dramatically when handling incomplete high-dimensional data…

Computer Vision and Pattern Recognition · Computer Science 2021-03-23 Mingjie Luo , Siwei Wang , Xinwang Liu , Wenxuan Tu , Yi Zhang , Xifeng Guo , Sihang Zhou , En Zhu

Optimal transport (OT) is a powerful tool in mathematics and data science but faces severe computational and statistical challenges in high dimensions. We propose convex relaxation approaches based on marginal and cluster moment relaxations…

Optimization and Control · Mathematics 2025-11-25 Yuehaw Khoo , Tianyun Tang

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

Optimal transport maps and plans between two absolutely continuous measures $\mu$ and $\nu$ can be approximated by solving semi-discrete or fully-discrete optimal transport problems. These two problems ensue from approximating $\mu$ or both…

Numerical Analysis · Mathematics 2020-04-14 Wenbo Li , Ricardo H. Nochetto

Optimal transport (OT) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…

Machine Learning · Computer Science 2023-08-08 Yikun Bai , Berhnard Schmitzer , Mathew Thorpe , Soheil Kolouri

Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…

Machine Learning · Statistics 2025-03-12 Chen Xu , Xiuyuan Cheng , Yao Xie

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

Porous and heterogeneous materials are found in many applications from composites, membranes, chemical reactors, and other engineered materials to biological matter and natural subsurface structures. In this work we propose an integrated…

Computational Physics · Physics 2019-09-15 Gianluca Boccardo , Eleonora Crevacore , Alberto Passalacqua , Matteo Icardi

We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be…

Machine Learning · Computer Science 2023-10-24 Jian-Feng Cai , José Vinícius de M. Cardoso , Daniel P. Palomar , Jiaxi Ying

We propose algorithms for sampling from posterior path measures $P(C([0, T], \mathbb{R}^d))$ under a general prior process. This leverages ideas from (1) controlled equilibrium dynamics, which gradually transport between two path measures,…

Machine Learning · Statistics 2025-06-03 Qijia Jiang , Reuben Cohn-Gordon

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

Previous studies explained how the 2D positioning problem in indoor non line-of-sight environments can be addressed using ray tracing with noisy angle of arrival (AoA) measurements. In this work, we generalize these results on two aspects.…

Signal Processing · Electrical Eng. & Systems 2024-10-22 Vincent Corlay , Viet-Hoa Nguyen , Nicolas Gresset

Point discretization of curved surfaces is required in many applications ranging from object rendering to the solution of surface partial differential equations (PDEs). These applications often impose that surfaces are sampled with local…

Computational Engineering, Finance, and Science · Computer Science 2026-05-06 Lennart J. Schulze , Ivo F. Sbalzarini