Related papers: Fixed-Support Wasserstein Barycenters: Computation…
Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…
Over the last 25 years, techniques based on drift and minorization (d&m) have been mainstays in the convergence analysis of MCMC algorithms. However, results presented herein suggest that d&m may be less useful in the emerging area of…
We propose the linear barycentric coding model (LBCM) which utilizes the linear optimal transport (LOT) metric for analysis and synthesis of probability measures. We provide a closed-form solution to the variational problem characterizing…
The minimum unsatisfiability version of a constraint satisfaction problem (MinCSP) asks for an assignment where the number of unsatisfied constraints is minimum possible, or equivalently, asks for a minimum-size set of constraints whose…
Recently, there has been significant progress in understanding reinforcement learning in discounted infinite-horizon Markov decision processes (MDPs) by deriving tight sample complexity bounds. However, in many real-world applications, an…
Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…
Parameter estimation is a fundamental challenge in machine learning, crucial for tasks such as neural network weight fitting and Bayesian inference. This paper focuses on the complexity of estimating translation $\boldsymbol{\mu} \in…
Problem definition: A key challenge in supervised learning is data scarcity, which can cause prediction models to overfit to the training data and perform poorly out of sample. A contemporary approach to combat overfitting is offered by…
We consider sampling from a Gibbs distribution by evolving finitely many particles. We propose a preconditioned version of a recently proposed noise-free sampling method, governed by approximating the score function with the numerically…
We present and study a novel algorithm for the computation of 2-Wasserstein population barycenters of absolutely continuous probability measures on Euclidean space. The proposed method can be seen as a stochastic gradient descent procedure…
We consider distributionally robust optimization problems where the uncertainty is modeled via a structured Wasserstein ambiguity set. Specifically, the ambiguity is restricted to product measures $P^{\otimes N}$, where $P$ lies within a…
We introduce and study a novel model-selection strategy for Bayesian learning, based on optimal transport, along with its associated predictive posterior law: the Wasserstein population barycenter of the posterior law over models. We first…
Wasserstein barycenters and variance-like criteria based on the Wasserstein distance are used in many problems to analyze the homogeneity of collections of distributions and structural relationships between the observations. We propose the…
In numerical simulations of many charged systems at the micro/nano scale, a common theme is the repeated solution of the Poisson-Boltzmann equation. This task proves challenging, if not entirely infeasible, largely due to the nonlinearity…
Estimating a $d$-dimensional distribution $\mu$ by the empirical measure $\hat{\mu}_n$ of its samples is an important task in probability theory, statistics and machine learning. It is well known that $\mathbb{E}[\mathcal{W}_p(\hat{\mu}_n,…
Barycenter problems encode important geometric information about a metric space. While these problems are typically studied with positive weight coefficients associated to each distance term, more general signed Wasserstein barycenter…
The Workflow Satisfiability Problem (WSP) asks whether there exists an assignment of authorized users to the steps in a workflow specification, subject to certain constraints on the assignment. The problem is NP-hard even when restricted to…
We develop a class of barycenter problems based on mean field control problems in three dimensions with associated reactive-diffusion systems of unnormalized multi-species densities. This problem is the generalization of the Wasserstein…
In this paper, we propose Wasserstein Isometric Mapping (Wassmap), a nonlinear dimensionality reduction technique that provides solutions to some drawbacks in existing global nonlinear dimensionality reduction algorithms in imaging…
In this article we present a general framework for non-concave robust stochastic control problems under model uncertainty in a discrete time finite horizon setting. Our framework allows to consider a variety of different path-dependent…