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This paper investigates applications of nonanticipative Rate Distortion Function (RDF) in a) zero-delay Joint Source-Channel Coding (JSCC) design based on average and excess distortion probability, b) in bounding the Optimal Performance…

Information Theory · Computer Science 2016-11-17 Photios A. Stavrou , Christos K. Kourtellaris , C. D. Charalambous

We consider the problem of computing a Wasserstein barycenter for a set of discrete probability distributions with finite supports, which finds many applications in areas such as statistics, machine learning and image processing. When the…

Optimization and Control · Mathematics 2020-12-29 Lei Yang , Jia Li , Defeng Sun , Kim-Chuan Toh

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…

Statistics Theory · Mathematics 2019-03-20 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

In this thesis, we consider the Wasserstein barycenter problem of discrete probability measures from computational and statistical sides. The statistical focus is estimating the sample size of measures necessary to calculate an…

Optimization and Control · Mathematics 2021-10-26 Darina Dvinskikh

Scaling algorithms for entropic transport-type problems have become a very popular numerical method, encompassing Wasserstein barycenters, multi-marginal problems, gradient flows and unbalanced transport. However, a standard implementation…

Optimization and Control · Mathematics 2019-02-12 Bernhard Schmitzer

We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of…

Optimization and Control · Mathematics 2020-02-21 Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov , César A. Uribe , Angelia Nedić

Inspired by recent advances in distributed algorithms for approximating Wasserstein barycenters, we propose a novel distributed algorithm for this problem. The main novelty is that we consider time-varying computational networks, which are…

Optimization and Control · Mathematics 2023-07-26 Olga Yufereva , Michael Persiianov , Pavel Dvurechensky , Alexander Gasnikov , Dmitry Kovalev

Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…

Machine Learning · Computer Science 2020-02-21 Marin Ballu , Quentin Berthet , Francis Bach

In 2012, Pflug and Pichler proved, under regularity assumptions, that the value function in Multistage Stochastic Programming (MSP) is Lipschitz continuous w.r.t. the Nested Distance, which is a distance between scenario trees (or discrete…

Optimization and Control · Mathematics 2021-07-22 Zheng Qu , Benoît Tran

We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we propose a sampling gradient quantization scheme that allows…

Optimization and Control · Mathematics 2020-10-28 Roman Krawtschenko , César A. Uribe , Alexander Gasnikov , Pavel Dvurechensky

In this paper the relation between nonanticipative rate distortion function (RDF) and Bayesian filtering theory is further investigated on general Polish spaces. The relation is established via an optimization on the space of conditional…

Information Theory · Computer Science 2014-01-21 Photios A. Stavrou , Charalambos D. Charalambous

Performativity means that the deployment of a predictive model incentivizes agents to strategically adapt their behavior, thereby inducing a model-dependent distribution shift. Practitioners often repeatedly retrain the model on data…

Optimization and Control · Mathematics 2026-02-09 Siyi Wang , Zifan Wang , Karl H. Johansson

Recent advances in machine learning-aided lossy compression are incorporating perceptual fidelity into the rate-distortion theory. In this paper, we study the rate-distortion-perception trade-off when the perceptual quality is measured by…

Information Theory · Computer Science 2023-05-23 Xueyan Niu , Deniz Gündüz , Bo Bai , Wei Han

The Wasserstein distance has become increasingly important in machine learning and deep learning. Despite its popularity, the Wasserstein distance is hard to approximate because of the curse of dimensionality. A recently proposed approach…

Machine Learning · Computer Science 2021-09-29 Minhui Huang , Shiqian Ma , Lifeng Lai

In lossy image compression, the objective is to achieve minimal signal distortion while compressing images to a specified bit rate. The increasing demand for visual analysis applications, particularly in classification tasks, has emphasized…

Multimedia · Computer Science 2024-05-07 Yuefeng Zhang

In this paper, we focus on the analysis of the regularized Wasserstein barycenter problem. We provide uniqueness and a characterization of the barycenter for two important classes of probability measures: (i) Gaussian distributions and (ii)…

Optimization and Control · Mathematics 2022-08-09 S. Kum , M. H. Duong , Y. Lim , S. Yun

We present a new method to estimate the rate-distortion-perception function in the perfect realism regime (PR-RDPF), for multivariate continuous sources subject to a single-letter average distortion constraint. The proposed approach is not…

Information Theory · Computer Science 2024-01-31 Giuseppe Serra , Photios A. Stavrou , Marios Kountouris

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

Statistics Theory · Mathematics 2024-12-10 Bernard Bercu , Jérémie Bigot

Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…

Machine Learning · Statistics 2019-06-26 Yujia Xie , Xiangfeng Wang , Ruijia Wang , Hongyuan Zha

Applications of optimal transport have recently gained remarkable attention thanks to the computational advantages of entropic regularization. However, in most situations the Sinkhorn approximation of the Wasserstein distance is replaced by…

Machine Learning · Statistics 2019-06-04 Giulia Luise , Alessandro Rudi , Massimiliano Pontil , Carlo Ciliberto