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Related papers: Autoregressive Optimal Transport Models

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A data-driven formulation of the optimal transport problem is presented and solved using adaptively refined meshes to decompose the problem into a sequence of finite linear programming problems. Both the marginal distributions and their…

Numerical Analysis · Mathematics 2017-10-11 Weikun Chen , Esteban G. Tabak

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…

Optimization and Control · Mathematics 2022-09-16 Luca Nenna , Brendan Pass

We propose a new algorithm that uses an auxiliary neural network to express the potential of the optimal transport map between two data distributions. In the sequel, we use the aforementioned map to train generative networks. Unlike WGANs,…

Machine Learning · Computer Science 2020-04-21 Vaios Laschos , Jan Tinapp , Klaus Obermayer

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

We introduce Autoregressive Diffusion Models (ARDMs), a model class encompassing and generalizing order-agnostic autoregressive models (Uria et al., 2014) and absorbing discrete diffusion (Austin et al., 2021), which we show are special…

Machine Learning · Computer Science 2022-02-03 Emiel Hoogeboom , Alexey A. Gritsenko , Jasmijn Bastings , Ben Poole , Rianne van den Berg , Tim Salimans

We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous…

Machine Learning · Statistics 2025-05-26 Linus Bleistein , Aurélien Bellet , Julie Josse

We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…

Optimization and Control · Mathematics 2025-08-11 Ricardo Baptista , Panagiota Birmpa , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang

Although numerical weather forecasting methods have dominated the field, recent advances in deep learning methods, such as diffusion models, have shown promise in ensemble weather forecasting. However, such models are typically…

Machine Learning · Computer Science 2025-09-16 Kevin Valencia , Ziyang Liu , Justin Cui

Optimal transport (OT) is a central framework for modeling distribution shifts. Because OT compares distributions directly in input space, a well-designed ground metric between observations is essential to ensure that the optimizer does not…

Machine Learning · Computer Science 2026-05-07 Philip Naumann , Jacob Kauffmann , Klaus-Robert Müller , Grégoire Montavon

Autoregressive models capture stochastic processes in which past realizations determine the generative distribution of new data; they arise naturally in a variety of industrial, biomedical, and financial settings. A key challenge when…

Statistics Theory · Mathematics 2020-07-30 Daren Wang , Yi Yu , Alessandro Rinaldo , Rebecca Willett

A convolutional encoder-decoder-based transformer model is proposed for autoregressively training on spatio-temporal data of turbulent flows. The prediction of future fluid flow fields is based on the previously predicted fluid flow field…

Fluid Dynamics · Physics 2023-03-31 Aakash Patil , Jonathan Viquerat , Elie Hachem

Modeling human mobility is vital for extensive applications such as transportation planning and epidemic modeling. With the rise of the Artificial Intelligence Generated Content (AIGC) paradigm, recent works explore synthetic trajectory…

Artificial Intelligence · Computer Science 2025-12-09 Yuxiao Luo , Songming Zhang , Sijie Ruan , Siran Chen , Kang Liu , Yang Xu , Yu Zheng , Ling Yin

Conditional autoregressive (CAR) models are commonly used to capture spatial correlation in areal unit data, and are typically specified as a prior distribution for a set of random effects, as part of a hierarchical Bayesian model. The…

Applications · Statistics 2012-05-17 Duncan Lee , Richard Mitchell

We investigate the problem of sampling from posterior distributions with intractable normalizing constants in Bayesian inference. Our solution is a new generative modeling approach based on optimal transport (OT) that learns a deterministic…

Computation · Statistics 2026-03-03 Ke Li , Wei Han , Yuexi Wang , Yun Yang

Prediction is a key issue in time series analysis. Just as classical mean regression models, classical autoregressive methods, yielding L$^2$ point-predictions, provide rather poor predictive summaries; a much more informative approach is…

Statistics Theory · Mathematics 2025-10-06 Alberto González-Sanz , Marc Hallin , Yisha Yao

We consider a class of conditional forward-backward diffusion models for conditional generative modeling, that is, generating new data given a covariate (or control variable). To formally study the theoretical properties of these…

Statistics Theory · Mathematics 2024-10-01 Rong Tang , Lizhen Lin , Yun Yang

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Recent studies have explored autoregressive models for image generation, with promising results, and have combined diffusion models with autoregressive frameworks to optimize image generation via diffusion losses. In this study, we present…

Image and Video Processing · Electrical Eng. & Systems 2026-02-10 Yucheng Zhou , Hao Li , Jianbing Shen

COVID-19 pandemic has brought to the fore epidemiological models which, though describing a wealth of behaviors, have previously received little attention in signal processing literature. In this work, a generalized time-varying…

Methodology · Statistics 2025-08-13 Barbara Pascal , Samuel Vaiter