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Bayesian inference typically requires the computation of an approximation to the posterior distribution. An important requirement for an approximate Bayesian inference algorithm is to output high-accuracy posterior mean and uncertainty…

Statistics Theory · Mathematics 2018-10-03 Jonathan H. Huggins , Trevor Campbell , Mikołaj Kasprzak , Tamara Broderick

This paper explores the problem of generative modeling, aiming to simulate diverse examples from an unknown distribution based on observed examples. While recent studies have focused on quantifying the statistical precision of popular…

Statistics Theory · Mathematics 2024-06-07 Elen Vardanyan , Sona Hunanyan , Tigran Galstyan , Arshak Minasyan , Arnak Dalalyan

This paper presents a unified computational framework for the estimation of distances, geodesics and barycenters of merge trees. We extend recent work on the edit distance [106] and introduce a new metric, called the Wasserstein distance…

Graphics · Computer Science 2021-09-21 Mathieu Pont , Jules Vidal , Julie Delon , Julien Tierny

We consider sampling from a Gibbs distribution by evolving a finite number of particles using a particular score estimator rather than Brownian motion. To accelerate the particles, we consider a second-order score-based ODE, similar to…

Machine Learning · Statistics 2026-01-19 Hong Ye Tan , Stanley Osher , Wuchen Li

We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…

Machine Learning · Statistics 2025-05-29 Gabriele Visentin , Patrick Cheridito

The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent progress in studying the training dynamics of the noisy gradient descent algorithm on two-layer…

Optimization and Control · Mathematics 2026-05-19 Shuailong Zhu , Xiaohui Chen

The discrete distribution is often used to describe complex instances in machine learning, such as images, sequences, and documents. Traditionally, clustering of discrete distributions (D2C) has been approached using Wasserstein barycenter…

Machine Learning · Computer Science 2024-08-19 Zixiao Wang , Dong Qiao , Jicong Fan

B\'ezier simplex fitting algorithms have been recently proposed to approximate the Pareto set/front of multi-objective continuous optimization problems. These new methods have shown to be successful at approximating various shapes of Pareto…

Machine Learning · Computer Science 2021-04-14 Akinori Tanaka , Akiyoshi Sannai , Ken Kobayashi , Naoki Hamada

In this work clustering schemes for uncertain and structured data are considered relying on the notion of Wasserstein barycenters, accompanied by appropriate clustering indices based on the intrinsic geometry of the Wasserstein space where…

In the machine learning and optimization community, there are two main approaches for the convex risk minimization problem, namely, the Stochastic Approximation (SA) and the Sample Average Approximation (SAA). In terms of oracle complexity…

Optimization and Control · Mathematics 2021-10-26 Darina Dvinskikh

The increasing availability of granular and big data on various objects of interest has made it necessary to develop methods for condensing this information into a representative and intelligible map. Financial regulation is a field that…

Machine Learning · Statistics 2025-07-08 Lorenz Riess , Mathias Beiglböck , Johannes Temme , Andreas Wolf , Julio Backhoff

We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…

Machine Learning · Statistics 2025-06-09 Jacob Feitelberg , Kyuseong Choi , Anish Agarwal , Raaz Dwivedi

This paper presents a computational framework for the concise encoding of an ensemble of persistence diagrams, in the form of weighted Wasserstein barycenters [100], [102] of a dictionary of atom diagrams. We introduce a multi-scale…

Machine Learning · Computer Science 2023-09-18 Keanu Sisouk , Julie Delon , Julien Tierny

A common method of comparing items is to collect numerical ratings on a linear scale and compare the average rating for each item. However, averaging ratings does not account for people rating according to differing personal rating scales.…

Statistics Theory · Mathematics 2025-11-19 Daniel Raban

Generative modelling is often cast as minimizing a similarity measure between a data distribution and a model distribution. Recently, a popular choice for the similarity measure has been the Wasserstein metric, which can be expressed in the…

Machine Learning · Computer Science 2019-10-10 Anton Mallasto , Guido Montúfar , Augusto Gerolin

In this paper, we propose a new method to compute the barycenter of large weighted graphs endowed with probability measures on their nodes. We suppose that the edge weights are distances between the nodes and that the probability measure on…

Probability · Mathematics 2018-03-30 Ioana Gavra , Laurent Risser

This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…

Optimization and Control · Mathematics 2022-04-28 Ferran Arqué , César A. Uribe , Carlos Ocampo-Martinez

As interest in graph data has grown in recent years, the computation of various geometric tools has become essential. In some area such as mesh processing, they often rely on the computation of geodesics and shortest paths in discretized…

Computational Geometry · Computer Science 2023-03-28 Marc Theveneau , Nicolas Keriven

In a variety of research areas, the weighted bag of vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation…

Computation · Statistics 2017-01-10 Jianbo Ye , Panruo Wu , James Z. Wang , Jia Li

Discrete Wasserstein barycenters correspond to optimal solutions of transportation problems for a set of probability measures with finite support. Discrete barycenters are measures with finite support themselves and exhibit two favorable…

Optimization and Control · Mathematics 2020-04-24 Steffen Borgwardt
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