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Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which requires minimal hyperparameter tuning and scales favorably to…

Machine Learning · Statistics 2023-10-13 Jonah Botvinick-Greenhouse , Yunan Yang , Romit Maulik

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

Machine Learning · Computer Science 2019-09-04 François-Pierre Paty , Marco Cuturi

Optimal transport (OT) and the related Wasserstein metric (W) are powerful and ubiquitous tools for comparing distributions. However, computing pairwise Wasserstein distances rapidly becomes intractable as cohort size grows. An attractive…

Machine Learning · Computer Science 2024-06-05 Doron Haviv , Russell Zhang Kunes , Thomas Dougherty , Cassandra Burdziak , Tal Nawy , Anna Gilbert , Dana Pe'er

Generative modeling typically concerns transporting a single source distribution to a target distribution via simple probability flows. However, in fields like computer graphics and single-cell genomics, samples themselves can be viewed as…

Machine Learning · Computer Science 2025-05-20 Doron Haviv , Aram-Alexandre Pooladian , Dana Pe'er , Brandon Amos

A novel Gromov-Wasserstein learning framework is proposed to jointly match (align) graphs and learn embedding vectors for the associated graph nodes. Using Gromov-Wasserstein discrepancy, we measure the dissimilarity between two graphs and…

Machine Learning · Computer Science 2019-05-08 Hongteng Xu , Dixin Luo , Hongyuan Zha , Lawrence Carin

A central question in computational neuroscience is how structure determines function in neural networks. The emerging high-quality large-scale connectomic datasets raise the question of what general functional principles can be gleaned…

Neurons and Cognition · Quantitative Biology 2022-10-25 Weishun Zhong , Ben Sorscher , Daniel D Lee , Haim Sompolinsky

Wasserstein gradient flows (WGFs) describe the evolution of probability distributions in Wasserstein space as steepest descent dynamics for a free energy functional. Computing the full path from an arbitrary initial distribution to…

Machine Learning · Computer Science 2026-04-14 Chengyu Liu , Xiang Zhou

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

We continue the study of adapted optimal transport in the discrete-time Gaussian setting. To this end, we introduce a space of filtered Gaussian processes where both the randomness and the flow of information are driven by a Gaussian white…

Probability · Mathematics 2026-04-27 Madhu Gunasingam , Ting-Kam Leonard Wong

The challenge of describing model drift is an open question in unsupervised learning. It can be difficult to evaluate at what point an unsupervised model has deviated beyond what would be expected from a different sample from the same…

Computational Geometry · Computer Science 2018-12-18 Michael McCabe

We study the inverse optimal control problem in social sciences: we aim at learning a user's true cost function from the observed temporal behavior. In contrast to traditional phenomenological works that aim to learn a generative model to…

Machine Learning · Computer Science 2018-05-23 Yichen Wang , Le Song , Hongyuan Zha

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

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

In recent years, the machine learning community has increasingly embraced the optimal transport (OT) framework for modeling distributional relationships. In this work, we introduce a sample-based neural solver for computing the Wasserstein…

Machine Learning · Computer Science 2026-02-26 Hailiang Liu , Yan-Han Chen

We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…

Statistics Theory · Mathematics 2022-05-10 Jie Wang , Rui Gao , Yao Xie

We introduce a new class of distances between nonnegative Radon measures in Euclidean spaces. They are modeled on the dynamical characterization of the Kantorovich-Rubinstein-Wasserstein distances proposed by Benamou-Brenier and provide a…

Functional Analysis · Mathematics 2014-09-16 Jean Dolbeault , Bruno Nazaret , Giuseppe Savare

Topological Data Analysis methods can be useful for classification and clustering tasks in many different fields as they can provide two dimensional persistence diagrams that summarize important information about the shape of potentially…

Quantum Physics · Physics 2024-09-02 Bernardo Ameneyro , Rebekah Herrman , George Siopsis , Vasileios Maroulas

We propose a new clustering method based on optimal transportation. We solve optimal transportation with variational principles, and investigate the use of power diagrams as transportation plans for aggregating arbitrary domains into a…

Computer Vision and Pattern Recognition · Computer Science 2018-07-27 Liang Mi , Wen Zhang , Xianfeng Gu , Yalin Wang

The energy landscape of high-dimensional non-convex optimization problems is crucial to understanding the effectiveness of modern deep neural network architectures. Recent works have experimentally shown that two different solutions found…

Machine Learning · Computer Science 2024-03-04 Damien Ferbach , Baptiste Goujaud , Gauthier Gidel , Aymeric Dieuleveut

We propose a novel method for comparing non-aligned graphs of different sizes, based on the Wasserstein distance between graph signal distributions induced by the respective graph Laplacian matrices. Specifically, we cast a new formulation…

Machine Learning · Computer Science 2020-03-16 Hermina Petric Maretic , Mireille El Gheche , Matthias Minder , Giovanni Chierchia , Pascal Frossard
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