Related papers: Inference with Aggregate Data: An Optimal Transpor…
Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…
Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…
We propose deep learning methods for classical Monge's optimal mass transportation problems, where where the distribution constraint is treated as penalty terms defined by the maximum mean discrepancy in the theory of Hilbert space…
Belief propagation is an algorithm that is known from statistical physics and computer science. It provides an efficient way of calculating marginals that involve large sums of products which are efficiently rearranged into nested products…
The theory of statistical inference along with the strategy of divide-and-conquer for large- scale data analysis has recently attracted considerable interest due to great popularity of the MapReduce programming paradigm in the Apache Hadoop…
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…
We study Sinkhorn EM (sEM), a variant of the expectation maximization (EM) algorithm for mixtures based on entropic optimal transport. sEM differs from the classic EM algorithm in the way responsibilities are computed during the expectation…
Probabilistic inferences distill knowledge from graphs to aid human make important decisions. Due to the inherent uncertainty in the model and the complexity of the knowledge, it is desirable to help the end-users understand the inference…
The contextual stochastic block model (cSBM) was proposed for unsupervised community detection on attributed graphs where both the graph and the high-dimensional node information correlate with node labels. In the context of machine…
We define two algorithms for propagating information in classification problems with pairwise relationships. The algorithms are based on contraction maps and are related to non-linear diffusion and random walks on graphs. The approach is…
This paper develops methods of distributed Bayesian hypothesis tests for fault detection and diagnosis that are based on belief propagation and optimization in graphical models. The main challenges in developing distributed statistical…
The Sinkhorn algorithm has emerged as a powerful tool for solving optimal transport problems, finding applications in various domains such as machine learning, image processing, and computational biology. Despite its widespread use, the…
We propose a novel approach based on optimal transport (OT) for tackling the problem of highly mixed data in blind hyperspectral unmixing. Our method constrains the distribution of the estimated abundance matrix to resemble a targeted…
Belief propagation is known to perform extremely well in many practical statistical inference and learning problems using graphical models, even in the presence of multiple loops. The iterative use of belief propagation algorithm on loopy…
Belief Propagation (BP) is a simple probabilistic inference algorithm, consisting of passing messages between nodes of a graph representing a probability distribution. Its analogy with a neural network suggests that it could have…
Optimal transport is a powerful framework for computing distances between probability distributions. We unify the two main approaches to optimal transport, namely Monge-Kantorovitch and Sinkhorn-Cuturi, into what we define as Tsallis…
In this work, we introduce an optimal transport framework for inferring power distributions over both spatial location and temporal frequency. Recently, it has been shown that optimal transport is a powerful tool for estimating spatial…
We introduce the Sinkhorn treatment effect, an entropic optimal transport measure of divergence between counterfactual distributions. Unlike classical quantities such as the average treatment effect, this measure captures differences across…
Ensuring fairness in matching algorithms is a key challenge in allocating scarce resources and positions. Focusing on Optimal Transport (OT), we introduce a novel notion of group fairness requiring that the probability of matching two…
Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…