Related papers: Quantitative Uniform Stability of the Iterative Pr…
We study a stability property of probability laws with respect to small violations of algorithmic randomness. A sufficient condition of stability is presented in terms of Schnorr tests of algorithmic randomness. Most probability laws, like…
The Sinkhorn algorithm has emerged as a powerful tool for solving optimal transport problems, finding applications in various domains such as machine learning, image processing, and computational biology. Despite its widespread use, the…
Vector quantile regression (VQR) is an optimal transport (OT)-based framework that extends linear quantile regression to vector-valued response variables and can be formulated as an OT problem with a mean-independence constraint. In this…
We consider incremental inference problems from aggregate data for collective dynamics. In particular, we address the problem of estimating the aggregate marginals of a Markov chain from noisy aggregate observations in an incremental…
We consider the discrete-time Schr\"odinger bridge problem on a finite state space. Although it has been known that the Iterative Markovian Fitting (IMF) algorithm converges in Kullback-Leibler divergence to the ground truth solution, the…
We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…
In this paper, relying on methods from proof mining, we provide a quantitative analysis of a theorem due to Xu, stating that an iteration strongly converges to the solution of a well known quadratic optimization problem. Rates of…
We develop a novel iterative direct sampling method (IDSM) for solving linear or nonlinear elliptic inverse problems with partial Cauchy data. It integrates three innovations: a data completion scheme to reconstruct missing boundary…
An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…
A linear-complexity algorithm for computing the Wasserstein-1 distance on non-uniform meshes is proposed. This work extends the fast Sinkhorn algorithms from [Q. Liao et al., Commun. Math. Sci., 20(2022)] and [Q. Liao et al., J. Sci.…
We propose to tackle the problem of understanding the effect of regularization in Sinkhorn algotihms. In the case of Gaussian distributions we provide a closed form for the regularized optimal transport which enables to provide a better…
Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…
We study the stability of an inverse problem for the fractional conductivity equation on bounded smooth domains. We obtain a logarithmic stability estimate for the inverse problem under suitable a priori bounds on the globally defined…
We prove definitive results on the global stability of the flat space among solutions of the Einstein-Klein-Gordon system. Our main theorems in this monograph include: (1) A proof of global regularity (in wave coordinates) of solutions of…
The purpose of the present paper is to discuss the time dependent Schr\"odinger equation on a metric graph with time-dependent edge lengths, and the proper way to pose the problem so that the corresponding time evolution is unitary. We show…
Distributionally robust optimization (DRO) has emerged as a powerful paradigm for reliable decision-making under uncertainty. This paper focuses on DRO with ambiguity sets defined via the Sinkhorn discrepancy: an entropy-regularized…
We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…
In a two-period financial market where a stock is traded dynamically and European options at maturity are traded statically, we study the so-called martingale Schr\"odinger bridge Q*; that is, the minimal-entropy martingale measure among…
We show that the minimum effort control of colloidal self-assembly can be naturally formulated in the order-parameter space as a generalized Schr\"{o}dinger bridge problem -- a class of fixed-horizon stochastic optimal control problems that…
This paper deals with an improvement of the "a-priori stability bounds" on the variation of the action variables and on the stability time obtained from a given Birkhoff normal form around the elliptic equilibrium point of an Hamiltonian…