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We study a nonlinear multimarginal optimal transport problem arising in risk management, where the objective is to maximize a spectral risk measure of the pushforward of a coupling by a cost function. Although this problem is inherently…
The mobility of carriers, as limited by their scattering with phonons, can now routinely be obtained from first-principles electron-phonon coupling calculations. However, so far, most computations have relied on some form of simplification…
Bi-causal optimal transport (OT) is a natural framework for comparing and coupling stochastic processes under nonanticipative information constraints, with important applications in robust finance, sequential uncertainty quantification, and…
We study the problem of bounding path-dependent expectations (within any finite time horizon $d$) over the class of discrete-time martingales whose marginal distributions lie within a prescribed tolerance of a given collection of benchmark…
We consider symmetric multi-marginal Kantorovich optimal transport problems on finite state spaces with uniform-marginal constraint. These problems consist of minimizing a linear objective function over a high-dimensional polytope, here…
Mini-batch optimal transport (m-OT) has been successfully used in practical applications that involve probability measures with a very high number of supports. The m-OT solves several smaller optimal transport problems and then returns the…
Constrained density functional theory (cDFT) is a versatile electronic structure method that enables ground-state calculations to be performed subject to physical constraints. It thereby broadens their applicability and utility. Automated…
This paper treats an optimal scheduling problem of control nodes in networked systems. We newly introduce both the L0 and l0 constraints on control inputs to extract a time-varying small number of effective control nodes. As the cost…
Entropic optimal transport (EOT) in continuous spaces with quadratic cost is a classical tool for solving the domain translation problem. In practice, recent approaches optimize a weak dual EOT objective depending on a single potential, but…
Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…
We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic convergence rate and validate numerically that the method…
We introduce an efficient framework for computing the distance between collider events using the tools of Linearized Optimal Transport (LOT). This preserves many of the advantages of the recently-introduced Energy Mover's Distance, which…
This paper proposes an efficient numerical method based on second-order cone programming (SOCP) to solve dynamic optimal transport (DOT) problems with quadratic cost on staggered grid discretization. By properly reformulating discretized…
In machine learning, Optimal Transport (OT) theory is extensively utilized to compare probability distributions across various applications, such as graph data represented by node distributions and image data represented by pixel…
This paper considers the decentralized (discrete) optimal transport (D-OT) problem. In this setting, a network of agents seeks to design a transportation plan jointly, where the cost function is the sum of privately held costs for each…
In Directed Multiway Cut(Dir-MC) the input is an edge-weighted directed graph $G=(V,E)$ and a set of $k$ terminal nodes $\{s_1,s_2,\ldots,s_k\} \subseteq V$; the goal is to find a min-weight subset of edges whose removal ensures that there…
In this paper, we study numerical discretizations to solve density functional models in the "strictly correlated electrons" (SCE) framework. Unlike previous studies our work is not restricted to radially symmetric densities. In the SCE…
In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stochastic Volatility Models, where martingale constraints…
We study the problem of estimating latent population flows from aggregated count data. This problem arises when individual trajectories are not available due to privacy issues or measurement fidelity. Instead, the aggregated observations…
Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…