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One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…

Probability · Mathematics 2024-09-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

In this paper we study a generalized version of the Weber problem of finding a point that minimizes the sum of its distances to a finite number of given points. In our setting these distances may be $cut$ $off$ at a given value $C > 0$, and…

Optimization and Control · Mathematics 2022-03-03 Raoul Müller , Anita Schöbel , Dominic Schuhmacher

A prominent model for transportation networks is branched transport, which seeks the optimal transportation scheme to move material from a given initial to a final distribution. The cost of the scheme encodes a higher transport efficiency…

Classical Analysis and ODEs · Mathematics 2020-09-04 Alessio Brancolini , Benedikt Wirth

Seymour's famous decomposition theorem for regular matroids states that any totally unimodular (TU) matrix can be constructed through a series of composition operations called $k$-sums starting from network matrices and their transposes and…

Combinatorics · Mathematics 2011-03-23 L. Pitsoulis , K. Papalamprou , G. Appa , B. Kotnyek

The long run behaviour of linear dynamical systems is often studied by looking at eventual properties of matrices and recurrences that underlie the system. A basic problem that lies at the core of many questions in this setting is the…

Formal Languages and Automata Theory · Computer Science 2022-05-20 S Akshay , Supratik Chakraborty , Debtanu Pal

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

Machine Learning · Statistics 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…

Computation · Statistics 2012-08-31 Tarek A. El Moselhy , Youssef M. Marzouk

The number of non-negative integer matrices with given row and column sums appears in a variety of problems in mathematics and statistics but no closed-form expression for it is known, so we rely on approximations of various kinds. Here we…

Computation · Statistics 2024-01-25 Maximilian Jerdee , Alec Kirkley , M. E. J. Newman

The metric $d(A,B)=\left[ \tr\, A+\tr\, B-2\tr(A^{1/2}BA^{1/2})^{1/2}\right]^{1/2}$ on the manifold of $n\times n$ positive definite matrices arises in various optimisation problems, in quantum information and in the theory of optimal…

Functional Analysis · Mathematics 2017-12-06 Rajendra Bhatia , Tanvi Jain , Yongdo Lim

Functional lifting methods provide a tool for approximating solutions of difficult non-convex problems by embedding them into a larger space. In this work, we investigate a mathematically rigorous formulation based on embedding into the…

Optimization and Control · Mathematics 2020-07-07 Thomas Vogt , Roland Haase , Danielle Bednarski , Jan Lellmann

The Gromov-Wasserstein (GW) problem is a variant of the classical optimal transport problem that allows one to compute meaningful transportation plans between incomparable spaces. At an intuitive level, it seeks plans that minimize the…

Optimization and Control · Mathematics 2026-04-07 Hoang Anh Tran , Binh Tuan Nguyen , Yong Sheng Soh

We study a multi-marginal optimal transport problem with surplus $b(x_{1}, \ldots, x_{m})=\sum_{\{i,j\}\in P} x_{i}\cdot x_{j}$, where $P\subseteq Q:=\{\{i,j\}: i, j \in \{1,2,...m\}, i \neq j\}$. We reformulate this problem by associating…

Optimization and Control · Mathematics 2021-11-10 Brendan Pass , Adolfo Vargas-Jiménez

Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When…

A multidimensional nonnegative matrix is called polystochastic if the sum of its entries at each line is equal to $1$. The set of all polystochastic matrices of order $n$ and dimension $d$ is a convex polytope $\Omega_n^d$. In the present…

Combinatorics · Mathematics 2024-01-09 Anna A. Taranenko

The Optimal transport (OT) problem is rapidly finding its way into machine learning. Favoring its use are its metric properties. Many problems admit solutions with guarantees only for objects embedded in metric spaces, and the use of…

Machine Learning · Computer Science 2022-12-26 Liang Mi , Azadeh Sheikholeslami , José Bento

The Earth movers distance (EMD) is a measure of distance between probability distributions which is at the heart of mass transportation theory. Recent research has shown that the EMD plays a crucial role in studying the potential impact of…

Computation · Statistics 2013-10-15 Kyle Treleaven , Emilio Frazzoli

In this work, we propose and analyse forward-backward-type algorithms for finding a zero of the sum of finitely many monotone operators, which are not based on reduction to a two operator inclusion in the product space. Each iteration of…

Optimization and Control · Mathematics 2022-07-14 Francisco J. Aragón-Artacho , Yura Malitsky , Matthew K. Tam , David Torregrosa-Belén

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

The H-unistochastic matrices are a special class of symmetric bistochastic matrices obtained by taking the square of the absolute value of each entry of a Hermitian unitary matrix. We examine the geometric relationship of the convex hull of…

Operator Algebras · Mathematics 2012-11-14 Corey O'Meara , Rajesh Pereira

In the field of algorithmic analysis, one of the more well-known exercises is the subset sum problem. That is, given a set of integers, determine whether one or more integers in the set can sum to a target value. Aside from the brute-force…

Data Structures and Algorithms · Computer Science 2016-05-09 Daniel Shea