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We obtain boundary Holder gradient estimates and regularity for solutions to the linearized Monge-Ampere equations under natural assumptions on the domain, Monge-Ampere measures and boundary data. Our results are affine invariant analogues…

Analysis of PDEs · Mathematics 2011-09-27 Nam Le , Ovidiu Savin

We consider the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain locations. While previous approaches model the uncertainties with a prescribed Gaussian distribution, we consider the realistic…

Systems and Control · Computer Science 2021-01-12 Vasileios Lefkopoulos , Maryam Kamgarpour

In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…

Methodology · Statistics 2025-09-22 Maren Casfor , Philipp Trunschke , Sebastian Heidenreich , Nando Hegemann

Current machine learning systems are brittle in the face of distribution shifts (DS), where the target distribution that the system is tested on differs from the source distribution used to train the system. This problem of robustness to DS…

Machine Learning · Computer Science 2025-03-12 Okan Koç , Alexander Soen , Chao-Kai Chiang , Masashi Sugiyama

In this paper we consider Monge-Amp\`ere equations on compact Hessian manifolds, or equivalently Monge-Amp\`ere equations on certain unbounded convex domains $\Omega\subseteq \mathbb{R}^n$, with a periodicity constraint given by the action…

Differential Geometry · Mathematics 2016-07-12 Jakob Hultgren , Magnus Önnheim

This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…

Optimization and Control · Mathematics 2026-05-20 Anton Selitskiy , David Millard

We present three novel forms of the Monge-Ampere equation, which is used, e.g., in image processing and in reconstruction of mass transportation in the primordial Universe. The central role in this paper is played by our Fourier integral…

Chaotic Dynamics · Physics 2015-05-14 V. Zheligovsky , O. Podvigina , U. Frisch

Optimal transport has emerged as a fundamental methodology with applications spanning multiple research areas in recent years. However, the convergence rate of the empirical estimator to its population counterpart suffers from the curse of…

Statistics Theory · Mathematics 2025-10-06 Jiaping Yang , Yunxin Zhang

Recent progress has rapidly advanced our understanding of the mechanisms underlying in-context learning in modern attention-based neural networks. However, existing results focus exclusively on unimodal data; in contrast, the theoretical…

Machine Learning · Statistics 2026-05-19 Nicholas Barnfield , Subhabrata Sen , Pragya Sur

We consider the problem of transforming samples from one continuous source distribution into samples from another target distribution. We demonstrate with optimal transport theory that when the source distribution can be easily sampled from…

Machine Learning · Statistics 2015-09-30 Sanggyun Kim , Diego Mesa , Rui Ma , Todd P. Coleman

We optimize the path of a mobile sensor to minimize the posterior uncertainty of a Bayesian inverse problem. Along its path, the sensor continuously takes measurements of the state, which is a physical quantity modeled as the solution of a…

Computational Engineering, Finance, and Science · Computer Science 2025-09-22 Nicole Aretz , Thomas Lynn , Karen Willcox , Sven Leyffer

Optimal Transport (OT) has proven effective for domain adaptation (DA) by aligning distributions across domains with differing statistical properties. Building on the approach of Courty et al. (2016), who mapped source data to the target…

Machine Learning · Statistics 2025-05-15 Brian Britos , Mathias Bourel

We study the problem of bounding path-dependent expectations (within any finite time horizon $d$) over the class of discrete-time martingales whose marginal distributions lie within a prescribed tolerance of a given collection of benchmark…

Probability · Mathematics 2021-12-01 Zhengqing Zhou , Jose Blanchet , Peter W. Glynn

Establishing bounds on the accuracy achievable by localization techniques represents a fundamental technical issue. Bounds on localization accuracy have been derived for cases in which the position of an agent is estimated on the basis of a…

Information Theory · Computer Science 2013-03-12 Francesco Montorsi , Santiago Mazuelas , Giorgio M. Vitetta , Moe Z. Win

Mixture-of-experts (MoE) models provide a flexible statistical framework for modeling heterogeneity and nonlinear relationships. In many modern applications, however, datasets are naturally distributed across multiple machines due to…

Machine Learning · Computer Science 2026-03-12 Faïcel Chamroukhi , Nhat Thien Pham

Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…

Optimization and Control · Mathematics 2021-06-16 Mauro Bonafini , Ismael Medina , Bernhard Schmitzer

Optimal Transport (OT) has recently emerged as a powerful framework for learning minimal-displacement maps between distributions. The predominant approach involves a neural parametrization of the Monge formulation of OT, typically assuming…

Machine Learning · Computer Science 2024-07-23 Athina Sotiropoulou , David Alvarez-Melis

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

Statistics Theory · Mathematics 2021-02-18 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

We discuss the Monge problem of mass transportation in the framework of stochastic thermodynamics and revisit the problem of the Landauer limit for finite-time thermodynamics, a problem that got the interest of Krzysztof Gawedzki in the…

Statistical Mechanics · Physics 2022-09-16 Jean-Pierre Eckmann , Carlos Mejia-Monasterio