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We propose an Euler particle transport (EPT) approach for generative learning. The proposed approach is motivated by the problem of finding an optimal transport map from a reference distribution to a target distribution characterized by the…

Machine Learning · Computer Science 2020-12-14 Yuan Gao , Jian Huang , Yuling Jiao , Jin Liu , Xiliang Lu , Zhijian Yang

We introduce a constrained optimal transport problem where origins $x$ can only be transported to destinations $y\geq x$. Our statistical motivation is to describe the sharp upper bound for the variance of the treatment effect $Y-X$ given…

Optimization and Control · Mathematics 2021-06-22 Marcel Nutz , Ruodu Wang

In the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…

Machine Learning · Computer Science 2024-02-19 Ehsan Amid , Frank Nielsen , Richard Nock , Manfred K. Warmuth

This work originates from a heart's images tracking which is to generate an apparent continuous motion, observable through intensity variation from one starting image to an ending one both supposed segmented. Given two images $\rho_0$ and…

Numerical Analysis · Mathematics 2012-06-26 Olivier Besson , Martine Picq , Jérôme Pousin

We give an algorithm to construct a translation-invariant transport kernel between ergodic stationary random measures $\Phi$ and $\Psi$ on $\mathbb R^d$, given that they have equal intensities. As a result, this yields a construction of a…

Probability · Mathematics 2017-04-04 Mir-Omid Haji-Mirsadeghi , Ali Khezeli

Despite the success of deep learning-based algorithms, it is widely known that neural networks may fail to be robust. A popular paradigm to enforce robustness is adversarial training (AT), however, this introduces many computational and…

Machine Learning · Computer Science 2024-01-18 Nicolas Garcia Trillos , Matt Jacobs , Jakwang Kim , Matthew Werenski

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

We introduce a new class of optimal-transport-regularized divergences, $D^c$, constructed via an infimal convolution between an information divergence, $D$, and an optimal-transport (OT) cost, $C$, and study their use in distributionally…

Machine Learning · Computer Science 2025-07-25 Jeremiah Birrell , Reza Ebrahimi

A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form $(\nabla u)\_\\#e^{- u}$ for…

Functional Analysis · Mathematics 2015-07-16 Filippo Santambrogio

In this paper, we consider the back and forth nudging algorithm that has been introduced for data assimilation purposes. It consists of iteratively and alternately solving forward and backward in time the model equation, with a feedback…

Optimization and Control · Mathematics 2010-11-30 Didier Auroux , Maëlle Nodet

The goal of motion tomography is to recover a description of a vector flow field using information on the trajectory of a sensing unit. In this paper, we develop a predictor corrector algorithm designed to recover vector flow fields from…

Optimization and Control · Mathematics 2021-02-09 Benjamin P. Russo , Rushikesh Kamalapurkar , Dongsik Chang , Joel A. Rosenfeld

In [3], the authors used the Legendre transform to give a tractable method for studying Topological Data Analysis (TDA) in terms of sums of Gaussian kernels. In this paper, we prove a variant for sums of cosine similarity-based kernel…

Statistics Theory · Mathematics 2024-12-06 Erik Carlsson , Greg DePaul

We consider the optimization problem of minimizing an objective functional, which admits a variational form and is defined over probability distributions on the constrained domain, which poses challenges to both theoretical analysis and…

Optimization and Control · Mathematics 2023-07-11 Dai Hai Nguyen , Tetsuya Sakurai

In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

Machine Learning · Computer Science 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

Stochastic simulators are an indispensable tool in many branches of science. Often based on first principles, they deliver a series of samples whose distribution implicitly defines a probability measure to describe the phenomena of…

Data Analysis, Statistics and Probability · Physics 2022-01-19 Chris Pollard , Philipp Windischhofer

The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common across modern scientific environments. The ability to transform samples from one distribution $P$ to another distribution $Q$…

Machine Learning · Statistics 2018-11-30 Diego A. Mesa , Justin Tantiongloc , Marcela Mendoza , Todd P. Coleman

Manifold learning is a central task in modern statistics and data science. Many datasets (cells, documents, images, molecules) can be represented as point clouds embedded in a high dimensional ambient space, however the degrees of freedom…

Machine Learning · Statistics 2025-02-18 Stephen Zhang , Gilles Mordant , Tetsuya Matsumoto , Geoffrey Schiebinger

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…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Xinliang Ma , Weihua Liu , Bingying Jin

In this work, we investigate an optimization problem over adapted couplings between pairs of real valued random variables, possibly describing random times. We relate those couplings to a specific class of causal transport plans between…

Probability · Mathematics 2022-10-18 Rémi Lassalle

In this work, we introduce a learning model designed to meet the needs of applications in which computational resources are limited, and robustness and interpretability are prioritized. Learning problems can be formulated as constrained…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Christos Mavridis , John Baras
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