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With the ongoing investment in data collection and communication technology in power systems, data-driven optimization has been established as a powerful tool for system operators to handle stochastic system states caused by weather- and…

Optimization and Control · Mathematics 2023-12-18 Robert Mieth , Juan M. Morales , H. Vincent Poor

Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…

Data Structures and Algorithms · Computer Science 2018-12-18 Jason Altschuler , Francis Bach , Alessandro Rudi , Jonathan Weed

We present a novel computational framework for density control in high-dimensional state spaces. The considered dynamical system consists of a large number of indistinguishable agents whose behaviors can be collectively modeled as a…

Optimization and Control · Mathematics 2023-07-26 Shaojun Ma , Mengxue Hou , Xiaojing Ye , Haomin Zhou

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Using the growing volumes of vehicle trajectory data, it becomes increasingly possible to capture time-varying and uncertain travel costs in a road network, including travel time and fuel consumption. The current paradigm represents a road…

Databases · Computer Science 2015-12-07 Jian Dai , Bin Yang , Chenjuan Guo , Christian S. Jensen

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

Machine Learning · Computer Science 2018-11-15 Marco Cuturi , Gabriel Peyré

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

Optimization and Control · Mathematics 2025-02-18 Kaiwen Shi

Short-term origin-destination (OD) flow prediction in urban rail transit (URT) plays a crucial role in smart and real-time URT operation and management. Different from other short-term traffic forecasting methods, the short-term OD flow…

Signal Processing · Electrical Eng. & Systems 2021-01-06 Jinlei Zhang , Hongshu Che , Feng Chen , Wei Ma , Zhengbing He

Given an origin (O), a destination (D), and a departure time (T), an Origin-Destination (OD) travel time oracle~(ODT-Oracle) returns an estimate of the time it takes to travel from O to D when departing at T. ODT-Oracles serve important…

Machine Learning · Computer Science 2023-07-07 Yan Lin , Huaiyu Wan , Jilin Hu , Shengnan Guo , Bin Yang , Youfang Lin , Christian S. Jensen

With the increasing adoption of Automatic Vehicle Location (AVL) and Automatic Passenger Count (APC) technologies by transit agencies, a massive amount of time-stamped and location-based passenger boarding and alighting count data can be…

Optimization and Control · Mathematics 2019-11-15 Xinyu Liu , Pascal Van Hentenryck , Xilei Zhao

Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…

Machine Learning · Statistics 2025-06-19 Panos Tsimpos , Zhi Ren , Jakob Zech , Youssef Marzouk

We use Wasserstein distances to characterize and study probabilistic frames. Adapting results from Olkin and Pukelsheim, from Gelbrich and from Cuesta-Albertos, Matran-Bea and Tuero-Diaz to frame operators, we show that the sets of…

Probability · Mathematics 2025-06-18 Dongwei Chen , Martin Schmoll

Origin-destination (OD) matrices are often used in urban planning, where a city is partitioned into regions and an element (i, j) in an OD matrix records the cost (e.g., travel time, fuel consumption, or travel speed) from region i to…

Machine Learning · Computer Science 2018-11-14 Jilin Hu , Chenjuan Guo , Bin Yang , Christian S. Jensen , Lu Chen

Differential dynamic programming (DDP) is a popular technique for solving nonlinear optimal control problems with locally quadratic approximations. However, existing DDP methods are not designed for stochastic systems with unknown…

Systems and Control · Electrical Eng. & Systems 2023-05-18 Astghik Hakobyan , Insoon Yang

This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…

Optimization and Control · Mathematics 2019-11-19 Zhuolin Wang , Keyou You , Shiji Song , Yuli Zhang

Optimal transport (OT) offers a versatile framework to compare complex data distributions in a geometrically meaningful way. Traditional methods for computing the Wasserstein distance and geodesic between probability measures require…

Machine Learning · Computer Science 2024-05-24 Andrew Gracyk , Xiaohui Chen

The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…

Machine Learning · Computer Science 2024-10-18 Xinran Liu , Rocío Díaz Martín , Yikun Bai , Ashkan Shahbazi , Matthew Thorpe , Akram Aldroubi , Soheil Kolouri

We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions. By applying the method of Lagrange multipliers to the dynamic formulation of the optimal…

Machine Learning · Computer Science 2021-06-08 Shu Liu , Shaojun Ma , Yongxin Chen , Hongyuan Zha , Haomin Zhou

This study develops FusionTransNet, a framework designed for Origin-Destination (OD) flow predictions within smart and multimodal urban transportation systems. Urban transportation complexity arises from the spatiotemporal interactions…

Machine Learning · Computer Science 2024-05-10 Binwu Wang , Yan Leng , Guang Wang , Yang Wang

Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

Machine Learning · Statistics 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi