Related papers: Optimal Transport Particle Filters
This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…
Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…
Optimal power flow (OPF) problems are non-convex and large-scale optimization problems with important applications in power networks. This paper proposes the scheduled-asynchronous algorithm to solve a distributed semidefinite programming…
Optimal power flow (OPF) is the central optimization problem in electric power grids. Although solved routinely in the course of power grid operations, it is known to be strongly NP-hard in general, and weakly NP-hard over tree networks. In…
Typical formulations of the optimal power flow (OPF) problem rely on what is termed the "bus-branch" model, with network electrical behavior summarized in the Ybus admittance matrix. From a circuit perspective, this admittance…
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…
Mixture-model particle filters such as the ensemble Gaussian mixture filter require a resampling procedure in order to converge to exact Bayesian inference. Canonically, stochastic resampling is performed, which provides useful samples with…
We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…
Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…
Optimal power flow (OPF) is a critical optimization problem for power systems to operate at points where cost or other operational objectives are optimized. Due to the non-convexity of the set of feasible OPF operating points, it is…
This paper is concerned with a recently developed paradigm for population-based optimization, termed particle filter optimization (PFO). This paradigm is attractive in terms of coherence in theory and easiness in mathematical analysis and…
Online convex optimization is a sequential prediction framework with the goal to track and adapt to the environment through evaluating proper convex loss functions. We study efficient particle filtering methods from the perspective of such…
Optimal Power Flow (OPF) is a core optimization problem in power system operation and planning, aiming to minimize generation costs while satisfying physical constraints such as power flow equations, generator limits, and voltage limits.…
The Bootstrap Particle Filter (BPF) and the Ensemble Kalman Filter (EnKF) are two widely used methods for sequential Bayesian filtering: the BPF is asymptotically exact but can suffer from weight degeneracy, while the EnKF scales well in…
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…
Online optimization has gained increasing interest due to its capability of tracking real-world streaming data. Although online optimization methods have been widely studied in the setting of frequentist statistics, few works have…
A novel algorithm is proposed to solve the sample-based optimal transport problem. An adversarial formulation of the push-forward condition uses a test function built as a convolution between an adaptive kernel and an evolving probability…
Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…
This paper proposes a two-level distributed algorithmic framework for solving the AC optimal power flow (OPF) problem with convergence guarantees. The presence of highly nonconvex constraints in OPF poses significant challenges to…
Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these…