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Related papers: Entropic Optimal Transport in Random Graphs

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We study the problem of approximately simulating a $t$-step random walk on a graph where the input edges come from a single-pass stream. The straightforward algorithm using reservoir sampling needs $O(nt)$ words of memory. We show that this…

Data Structures and Algorithms · Computer Science 2020-01-03 Ce Jin

Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative…

Optimization and Control · Mathematics 2024-12-17 Jean-David Benamou , Guillaume Chazareix , Marc Hoffmann , Grégoire Loeper , François-Xavier Vialard

Node regression consists in predicting the value of a graph label at a node, given observations at the other nodes. To gain some insight into the performance of various estimators for this task, we perform a theoretical study in a context…

Machine Learning · Statistics 2024-10-30 Martin Gjorgjevski , Nicolas Keriven , Simon Barthelmé , Yohann De Castro

When attempting to develop wavelet transforms for graphs and networks, some researchers have used graph Laplacian eigenvalues and eigenvectors in place of the frequencies and complex exponentials in the Fourier theory for regular lattices…

Spectral Theory · Mathematics 2018-04-27 Naoki Saito

Comparing probability distributions is a fundamental problem in data sciences. Simple norms and divergences such as the total variation and the relative entropy only compare densities in a point-wise manner and fail to capture the geometric…

An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…

Numerical Analysis · Mathematics 2015-09-15 Adam M. Oberman , Yuanlong Ruan

A normalizing flow is an invertible mapping between an arbitrary probability distribution and a standard normal distribution; it can be used for density estimation and statistical inference. Computing the flow follows the change of…

Machine Learning · Computer Science 2021-12-10 Derek Onken , Samy Wu Fung , Xingjian Li , Lars Ruthotto

This paper is about the construction of displacement interpolations on a discrete metric graph. Our approach is based on the approximation of any optimal transport problem whose cost function is a distance on a discrete graph by a sequence…

Metric Geometry · Mathematics 2022-09-05 Christian Léonard

In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…

Machine Learning · Statistics 2025-07-01 Yingyuan Li , Aokun Wang , Zhongjian Wang

A very popular class of models for networks posits that each node is represented by a point in a continuous latent space, and that the probability of an edge between nodes is a decreasing function of the distance between them in this latent…

Statistics Theory · Mathematics 2025-01-07 Cosma Rohilla Shalizi , Dena Marie Asta

Although optimal transport (OT) problems admit closed form solutions in a very few notable cases, e.g. in 1D or between Gaussians, these closed forms have proved extremely fecund for practitioners to define tools inspired from the OT…

Statistics Theory · Mathematics 2020-12-15 Hicham Janati , Boris Muzellec , Gabriel Peyré , Marco Cuturi

Our goal is to efficiently compute low-dimensional latent coordinates for nodes in an input graph -- known as graph embedding -- for subsequent data processing such as clustering. Focusing on finite graphs that are interpreted as uniform…

Signal Processing · Electrical Eng. & Systems 2022-03-08 Fei Chen , Gene Cheung , Xue Zhang

Multimarginal optimal transport (MOT) is a powerful framework for modeling interactions between multiple distributions, yet its applicability is bottlenecked by a high computational overhead. Entropic regularization provides computational…

Machine Learning · Computer Science 2025-06-03 Dor Tsur , Ziv Goldfeld , Kristjan Greenewald , Haim Permuter

Estimating the reachable set of a dynamical system is a fundamental problem in control theory, particularly when control inputs are bounded. Direct simulation using randomly sampled admissible controls often leads to trajectories that…

Optimization and Control · Mathematics 2025-11-20 Karthik Elamvazhuthi , Sachin Shivakumar

Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…

Machine Learning · Computer Science 2019-11-26 Dai Shi , Junbin Gao , Xia Hong , S. T. Boris Choy , Zhiyong Wang

Discriminating between distributions is an important problem in a number of scientific fields. This motivated the introduction of Linear Optimal Transportation (LOT), which embeds the space of distributions into an $L^2$-space. The…

Machine Learning · Statistics 2021-05-27 Caroline Moosmüller , Alexander Cloninger

We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…

Optimization and Control · Mathematics 2020-06-26 Isabel Haasler , Rahul Singh , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

We give fast, simple, and implementable catalytic logspace algorithms for two fundamental graph problems. First, a randomized catalytic algorithm for $s\to t$ connectivity running in $\widetilde{O}(nm)$ time, and a deterministic catalytic…

Data Structures and Algorithms · Computer Science 2025-09-09 James Cook , Edward Pyne

We generalize the asymptotic behavior of the graph distance between two uniformly chosen nodes in the configuration model to a wide class of random graphs. Among others, this class contains the Poissonian random graph, the expected degree…

Probability · Mathematics 2008-05-19 Henri van den Esker , Remco van der Hofstad , Gerard Hooghiemstra

We introduce \emph{in-context operator learning on probability measure spaces} for optimal transport (OT). The goal is to learn a single solution operator that maps a pair of distributions to the OT map, using only few-shot samples from…

Machine Learning · Computer Science 2026-01-16 Frank Cole , Dixi Wang , Yineng Chen , Yulong Lu , Rongjie Lai