Related papers: Nonequispaced Fast Fourier Transform Boost for the…
We introduce a quantum algorithm to perform the Laplace transform on quantum computers. Already, the quantum Fourier transform (QFT) is the cornerstone of many quantum algorithms, but the Laplace transform or its discrete version has not…
Correctly estimating the discrepancy between two data distributions has always been an important task in Machine Learning. Recently, Cuturi proposed the Sinkhorn distance which makes use of an approximate Optimal Transport cost between two…
In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…
The Gromov-Wasserstein distance is a notable extension of optimal transport. In contrast to the classic Wasserstein distance, it solves a quadratic assignment problem that minimizes the pair-wise distance distortion under the transportation…
The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…
Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…
We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…
We present an asymptotically improved algorithm for implementing the Quantum Fourier Transform (QFT) in both the exact and approximate settings. Historically, the approximate QFT has been implemented in $\Theta(n \log n)$ gates, and the…
The theory of optimal transport of probability measures has wide-ranging applications across a number of different fields, including concentration of measure, machine learning, Markov chains, and economics. The generalisation of optimal…
We present a sublinear randomized algorithm to compute a sparse Fourier transform for nonequispaced data. Suppose a signal S is known to consist of N equispaced samples, of which only L<N are available. If the ratio p=L/N is not close to 1,…
Variational inference, such as the mean-field (MF) approximation, requires certain conjugacy structures for efficient computation. These can impose unnecessary restrictions on the viable prior distribution family and further constraints on…
Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a robust variant of the Wasserstein distance. Recent work suggests that this quantity is more robust than the standard Wasserstein distance, in…
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…
The Fourier transform is approximated over a finite domain using a Riemann sum. This Riemann sum is then expressed in terms of the discrete Fourier transform, which allows the sum to be computed with a fast Fourier transform algorithm more…
We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…
We propose a series of quantum algorithms for computing a wide range of quantum entropies and distances, including the von Neumann entropy, quantum R\'{e}nyi entropy, trace distance, and fidelity. The proposed algorithms significantly…
An inverse nonequispaced fast Fourier transform (iNFFT) is a fast algorithm to compute the Fourier coefficients of a trigonometric polynomial from nonequispaced sampling data. However, various applications such as magnetic resonance imaging…
Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…