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Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

Methodology · Statistics 2019-04-10 Victor M. Panaretos , Yoav Zemel

Optimal transport is a fundamental topic that has attracted a great amount of attention from the optimization community in the past decades. In this paper, we consider an interesting discrete dynamic optimal transport problem: can we…

Data Structures and Algorithms · Computer Science 2024-01-30 Xiaoyang Xu , Hu Ding

Generative Adversarial Networks (GANs) are one of the most practical methods for learning data distributions. A popular GAN formulation is based on the use of Wasserstein distance as a metric between probability distributions.…

Machine Learning · Computer Science 2018-05-23 Maziar Sanjabi , Jimmy Ba , Meisam Razaviyayn , Jason D. Lee

In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…

Optimization and Control · Mathematics 2021-06-15 Adrián Esteban-Pérez , Juan M. Morales

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are…

Machine Learning · Computer Science 2022-05-02 Bahar Taskesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn

The commuting origin-destination~(OD) matrix is a critical input for urban planning and transportation, providing crucial information about the population residing in one region and working in another within an interested area. Despite its…

Social and Information Networks · Computer Science 2024-07-25 Can Rong , Jingtao Ding , Yan Liu , Yong Li

Off-policy evaluation and learning are concerned with assessing a given policy and learning an optimal policy from offline data without direct interaction with the environment. Often, the environment in which the data are collected differs…

Machine Learning · Computer Science 2024-01-18 Yi Shen , Pan Xu , Michael M. Zavlanos

Over the past decade, GPS enabled traffic applications, such as Google Maps and Waze, have become ubiquitous and have had a significant influence on billions of daily commuters' travel patterns. A consequence of the online route suggestions…

Optimization and Control · Mathematics 2021-09-21 Devansh Jalota , Dario Paccagnan , Maximilian Schiffer , Marco Pavone

Stability of Wardrop equilibria is analyzed for dynamical transportation networks in which the drivers' route choices are influenced by information at multiple temporal and spatial scales. The considered model involves a continuum of…

Dynamical Systems · Mathematics 2015-03-17 Giacomo Como , Ketan Savla , Daron Acemoglu , Munther A. Dahleh , Emilio Frazzoli

Accurate origin-destination (OD) passenger flow prediction is crucial for enhancing metro system efficiency, optimizing scheduling, and improving passenger experiences. However, current models often fail to effectively capture the…

Machine Learning · Computer Science 2025-02-11 Yichen Wang , Chengcheng Yu

Conventional Public Transport (PT) is based on fixed lines, running with routes and schedules determined a-priori. In low-demand areas, conventional PT is inefficient. Therein, Mobility on Demand (MoD) could serve users more efficiently and…

Systems and Control · Electrical Eng. & Systems 2024-07-03 Xiaoyi Wu , Nisrine Mouhrim , Andrea Araldo , Yves Molenbruch , Dominique Feillet , Kris Braekers

High-performance traffic flow prediction model designing, a core technology of Intelligent Transportation System, is a long-standing but still challenging task for industrial and academic communities. The lack of integration between…

Machine Learning · Computer Science 2024-03-07 Jiahao Ji , Jingyuan Wang , Zhe Jiang , Jiawei Jiang , Hu Zhang

Despite the obvious similarities between the metrics used in topological data analysis and those of optimal transport, an optimal-transport based formalism to study persistence diagrams and similar topological descriptors has yet to come.…

Computational Geometry · Computer Science 2024-05-29 Vincent Divol , Théo Lacombe

Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the…

Machine Learning · Statistics 2021-05-12 Jose Blanchet , Yang Kang , Fan Zhang , Fei He , Zhangyi Hu

This paper studies the problem of estimating origin-destination (OD) flows from link flows. As the number of link flows is typically much less than that of OD flows, the inverse problem is severely ill-posed and hence prior information is…

Computational Engineering, Finance, and Science · Computer Science 2018-10-16 Jingyuan Xia , Wei Dai , John Polak , Michel Bierlaire

We introduce a novel optimal transport framework for probabilistic circuits (PCs). While it has been shown recently that divergences between distributions represented as certain classes of PCs can be computed tractably, to the best of our…

Artificial Intelligence · Computer Science 2025-10-16 Adrian Ciotinga , YooJung Choi

Long-term traffic flow forecasting plays a crucial role in intelligent transportation as it allows traffic managers to adjust their decisions in advance. However, the problem is challenging due to spatio-temporal correlations and complex…

Machine Learning · Computer Science 2024-08-14 Zibo Liu , Zhe Jiang , Shigang Chen

Understanding Origin-Destination (O-D) travel demand is crucial for transportation management. However, traditional spatial-temporal deep learning models grapple with addressing the sparse and long-tail characteristics in high-resolution…

Machine Learning · Computer Science 2024-02-01 Xinke Jiang , Dingyi Zhuang , Xianghui Zhang , Hao Chen , Jiayuan Luo , Xiaowei Gao

We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…

Machine Learning · Computer Science 2023-08-29 Ziheng Wang , Justin Sirignano

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv
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