Related papers: Entropic Gromov-Wasserstein Distances: Stability a…
Dynamic Time Warping (DTW) and Geometric Edit Distance (GED) are basic similarity measures between curves or general temporal sequences (e.g., time series) that are represented as sequences of points in some metric space $(X,…
Computational difficulty of quadratic matching and the Gromov-Wasserstein distance has led to various approximation and relaxation schemes. One of such methods, relying on the notion of distance profiles, has been widely used in practice,…
We study distributionally robust optimization (DRO) problems with uncertainty sets consisting of high-dimensional random vectors that are close in the multivariate Wasserstein distance to a reference random vector. We give conditions when…
The Sliced Wasserstein (SW) distance has become a popular alternative to the Wasserstein distance for comparing probability measures. Widespread applications include image processing, domain adaptation and generative modelling, where it is…
We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive a convex programming dual reformulation for general nominal distributions, transport…
In testing gravity a model-independent way, one of crucial tests is measuring the propagation speed of a gravitational wave (GW). In general relativity, a GW propagates with the speed of light, while in the alternative theories of gravity…
Although the general theory of relativity (GR) predicts that gravitational waves (GWs) have exactly the same propagation velocity as electromagnetic (EM) waves, many theories of gravity beyond GR expect otherwise. Accurate measurement of…
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…
We present a framework for embedding graph structured data into a vector space, taking into account node features and topology of a graph into the optimal transport (OT) problem. Then we propose a novel distance between two graphs, named…
This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to…
The problem of efficiently generating random samples from high-dimensional and non-log-concave posterior measures arising from nonlinear regression problems is considered. Extending investigations from arXiv:2009.05298, local and global…
Policy gradient algorithms have been widely applied to Markov decision processes and reinforcement learning problems in recent years. Regularization with various entropy functions is often used to encourage exploration and improve…
The Dynamic Time Warping (DTW) distance is a popular measure of similarity for a variety of sequence data. For comparing polygonal curves $\pi, \sigma$ in $\mathbb{R}^d$, it provides a robust, outlier-insensitive alternative to the…
Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming. This algorithm is a stochastic approximation of a continous- time matrix exponential…
Generalization and optimization guarantees on the population loss often rely on uniform convergence based analysis, typically based on the Rademacher complexity of the predictors. The rich representation power of modern models has led to…
Many modern data analysis algorithms either assume or are considerably more efficient if the distances between the data points satisfy a metric. These algorithms include metric learning, clustering, and dimension reduction. As real data…
Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to…
We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…
Normalization methods such as batch [Ioffe and Szegedy, 2015], weight [Salimansand Kingma, 2016], instance [Ulyanov et al., 2016], and layer normalization [Baet al., 2016] have been widely used in modern machine learning. Here, we study the…
In this paper, we study the convergence properties of the Stochastic Gradient Descent (SGD) method for finding a stationary point of a given objective function $J(\cdot)$. The objective function is not required to be convex. Rather, our…