Related papers: An Efficient HPR Algorithm for the Wasserstein Bar…

Distributionally robust chance-constrained programs (DR-CCP) over Wasserstein ambiguity sets exhibit attractive out-of-sample performance and admit big-$M$-based mixed-integer programming (MIP) reformulations with conic constraints.…

We prove quantitative stability estimates for Wasserstein barycenters on Alexandrov spaces with curvature bounded from below. The proof combines the variational strategy of Carlier--Delalande--M\'erigot with heat-kernel regularization,…

The aim of this article is to propose a new reduced-order modelling approach for parametric eigenvalue problems arising in electronic structure calculations. Namely, we develop nonlinear reduced basis techniques for the approximation of…

We address the estimation problem for general finite mixture models, with a particular focus on the elliptical mixture models (EMMs). Compared to the widely adopted Kullback-Leibler divergence, we show that the Wasserstein distance provides…

In this paper, a regularization of Wasserstein barycenters for random measures supported on $\mathbb{R}^{d}$ is introduced via convex penalization. The existence and uniqueness of such barycenters is first proved for a large class of…

Barycenter problems encode important geometric information about a metric space. While these problems are typically studied with positive weight coefficients associated to each distance term, more general signed Wasserstein barycenter…

Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…

The explicit split-operator algorithm is often used for solving the linear and nonlinear time-dependent Schr\"{o}dinger equations. However, when applied to certain nonlinear time-dependent Schr\"{o}dinger equations, this algorithm loses…

We leverage the connections between nonexpansive maps, monotone Lipschitz operators, and proximal mappings to obtain near-optimal (i.e., optimal up to poly-log factors in terms of iteration complexity) and parameter-free methods for solving…

We study a new model-free algorithm to compute $\varepsilon$-optimal policies for average reward Markov decision processes, in the weakly communicating case. Given a generative model, our procedure combines a recursive sampling technique…

We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…

In this paper we propose a new fast splitting algorithm to solve the Weighted Split Bregman minimization problem in the backward step of an accelerated Forward-Backward algorithm. Beside proving the convergence of the method, numerical…

We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasserstein distributionally robust version of the performance…

Due to its invariance to rigid transformations such as rotations and reflections, Procrustes-Wasserstein (PW) was introduced in the literature as an optimal transport (OT) distance, alternative to Wasserstein and more suited to tasks such…

In numerical linear algebra, considerable effort has been devoted to obtaining faster algorithms for linear systems whose underlying matrices exhibit structural properties. A prominent success story is the method of generalized nested…

Feasibility problem aims to find a common point of two or more closed (convex) sets whose intersection is nonempty. In the literature, projection based algorithms are widely adopted to solve the problem, such as the method of alternating…

In numerical simulations of many charged systems at the micro/nano scale, a common theme is the repeated solution of the Poisson-Boltzmann equation. This task proves challenging, if not entirely infeasible, largely due to the nonlinearity…

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…

Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…

We consider the distributionally robust optimization (DRO) model of principal component analysis (PCA) to account for uncertainty in the underlying probability distribution. The resulting formulation leads to a nonsmooth constrained min-max…