Related papers: Spectral convergence of diffusion maps: improved e…
Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…
There are various inverse problems -- including reconstruction problems arising in medical imaging -- where one is often aware of the forward operator that maps variables of interest to the observations. It is therefore natural to ask…
This paper introduces the use of unbalanced optimal transport methods as a similarity measure for diffeomorphic matching of imaging data. The similarity measure is a key object in diffeomorphic registration methods that, together with the…
A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…
We present an algorithm to estimate fast and accurate depth maps from light fields via a sparse set of depth edges and gradients. Our proposed approach is based around the idea that true depth edges are more sensitive than texture edges to…
Using diffusion models to solve inverse problems is a growing field of research. Current methods assume the degradation to be known and provide impressive results in terms of restoration quality and diversity. In this work, we leverage the…
Practical diffusion sampling is a numerical approximation problem: under a fixed inference budget, one must simulate a reverse-time ODE or SDE using only a limited number of denoising steps, so discretization error is often the dominant…
Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…
The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…
Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…
In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…
Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…
A central challenge in machine learning is to understand how noise or measurement errors affect low-rank approximations, particularly in the spectral norm. This question is especially important in differentially private low-rank…
The past decade has witnessed rapid advancements in cross-modal retrieval, with significant progress made in accurately measuring the similarity between cross-modal pairs. However, the persistent hubness problem, a phenomenon where a small…
In this paper, we extend the diffusion maps algorithm on a family of heat kernels that are either local (having exponential decay) or nonlocal (having polynomial decay), arising in various applications. For example, these kernels have been…
Training neural samplers directly from unnormalized densities without access to target distribution samples presents a significant challenge. A critical desideratum in these settings is achieving comprehensive mode coverage, ensuring the…
We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…
Diffusion Map is a spectral dimensionality reduction technique which is able to uncover nonlinear submanifolds in high-dimensional data. And, it is increasingly applied across a wide range of scientific disciplines, such as biology,…