Related papers: Multivariate rank via entropic optimal transport: …
Recent work has shown that standard training via empirical risk minimization (ERM) can produce models that achieve high accuracy on average but low accuracy on underrepresented groups due to the prevalence of spurious features. A…
The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…
We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…
Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to…
Online planning in Markov Decision Processes (MDPs) enables agents to make sequential decisions by simulating future trajectories from the current state, making it well-suited for large-scale or dynamic environments. Sample-based methods…
In this paper, I propose a general algorithm for multiple change point analysis via multivariate distribution-free nonparametric testing based on the concept of ranks that are defined by measure transportation. Multivariate ranks and the…
The peak performance of any SpMV depends primarily on the available memory bandwidth and its effective use. GPUs, ASICs, and new FPGAs have higher and higher bandwidth; however, for large scale and highly sparse matrices, SpMV is still a…
Transfer entropy (TE) is a popular measure of information flow found to perform consistently well in different settings. Symbolic transfer entropy (STE) is defined similarly to TE but on the ranks of the components of the reconstructed…
Our work aimed at experimentally assessing the benefits of model ensembling within the context of neural methods for passage reranking. Starting from relatively standard neural models, we use a previous technique named Fast Geometric…
Impressive advances in acquisition and sharing technologies have made the growth of multimedia collections and their applications almost unlimited. However, the opposite is true for the availability of labeled data, which is needed for…
We present a bipartite network model that captures intermediate stages of optimization by blending the Maximum Entropy approach with Optimal Transport. In this framework, the network's constraints define the total mass each node can supply…
The random matrix ensembles (RME) of quantum statistical Hamiltonians, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied in literature to following quantum statistical systems:…
In medical risk modeling, typical data are "scarce": they have relatively small number of training instances (N), censoring, and high dimensionality (M). We show that the problem may be effectively simplified by reducing it to bipartite…
In the theory of optimal transport, the Knothe-Rosenblatt (KR) rearrangement provides an explicit construction to map between two probability measures by building one-dimensional transformations from the marginal conditionals of one measure…
We present a framework for performing regression when both covariate and response are probability distributions on a compact interval $\Omega\subset\mathbb{R}$. Our regression model is based on the theory of optimal transportation and links…
Determining the precise rank is an important problem in many large-scale applications with matrix data exploiting low-rank plus noise models. In this paper, we suggest a universal approach to rank inference via residual subsampling (RIRS)…
Evaluating generative adversarial networks (GANs) is inherently challenging. In this paper, we revisit several representative sample-based evaluation metrics for GANs, and address the problem of how to evaluate the evaluation metrics. We…
The Generative Flow Network (GFlowNet) is a probabilistic framework in which an agent learns a stochastic policy and flow functions to sample objects proportionally to an unnormalized reward function. A number of recent works explored…
Our universe is homogeneous and isotropic, and its perturbations obey translation and rotation symmetry. In this work we develop Translation and Rotation Equivariant Normalizing Flow (TRENF), a generative Normalizing Flow (NF) model which…
Multimarginal optimal transport (MOT) has emerged as a useful framework for many applied problems. However, compared to the well-studied classical two-marginal optimal transport theory, analysis of MOT is far more challenging and remains…