Related papers: Global sensitivity analysis and Wasserstein spaces
The Shapley effects are global sensitivity indices: they quantify the impact of each input variable on the output variable in a model. In this work, we suggest new estimators of these sensitivity indices. When the input distribution is…
In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…
Orthogonality constrained optimization is widely used in applications from science and engineering. Due to the nonconvex orthogonality constraints, many numerical algorithms often can hardly achieve the global optimality. We aim at…
In this work clustering schemes for uncertain and structured data are considered relying on the notion of Wasserstein barycenters, accompanied by appropriate clustering indices based on the intrinsic geometry of the Wasserstein space where…
The proliferation of large data sets and Bayesian inference techniques motivates demand for better data sparsification. Coresets provide a principled way of summarizing a large dataset via a smaller one that is guaranteed to match the…
A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…
We propose a methodology for intercomparing climate models and evaluating their performance against benchmarks based on the use of the Wasserstein distance (WD). This distance provides a rigorous way to measure quantitatively the difference…
The quality and quantity of data used for training greatly influence the performance and effectiveness of deep learning models. In the context of error correction, it is essential to generate high-quality samples that are neither…
We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…
This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…
In the context of global sensitivity analysis, the Sobol' indices constitute a powerful tool for assessing the relative significance of the uncertain input parameters of a model. We herein introduce a novel approach for evaluating these…
Global monitoring statistics play an important role for developing efficient monitoring schemes for high-dimensional data streams. A number of global monitoring statistics have been proposed in the literature. However, most of them only…
Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…
Gradients can be employed for sensitivity analysis. Here, we leverage the advantages of the Loss Landscape to comprehend which independent variables impact the dependent variable. We seek to grasp the loss landscape by utilizing first,…
We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…
The objective of reliability sensitivity analysis is to determine input variables that mostly contribute to the variability of the failure probability. In this paper, we study a recently introduced method for the reliability sensitivity…
We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…
Wasserstein barycenters provide a geometric notion of the weighted average of probability measures based on optimal transport. In this paper, we present a scalable algorithm to compute Wasserstein-2 barycenters given sample access to the…
Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…
The statistical characterization of the diffuse magnetized ISM and Galactic foregrounds to the CMB poses a major challenge. To account for their non-Gaussian statistics, we need a data analysis approach capable of efficiently quantifying…