Related papers: Entropic Gromov-Wasserstein Distances: Stability a…

Variational inequalities have recently attracted considerable interest in machine learning as a flexible paradigm for models that go beyond ordinary loss function minimization (such as generative adversarial networks and related deep…

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

In this paper, we propose a novel kind of numerical approximations to inherit the ergodicity of stochastic Maxwell equations. The key to proving the ergodicity lies in the uniform regularity estimates of the numerical solutions with respect…

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…

We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…

This work studies the convergence and finite sample approximations of entropic regularized Wasserstein distances in the Hilbert space setting. Our first main result is that for Gaussian measures on an infinite-dimensional Hilbert space,…

We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…

The collection of individually resolvable gravitational wave (GW) events makes up a tiny fraction of all GW signals which reach our detectors, while most lie below the confusion limit and go undetected. Like voices in a crowded room, the…

We propose a novel end-to-end non-minimax algorithm for training optimal transport mappings for the quadratic cost (Wasserstein-2 distance). The algorithm uses input convex neural networks and a cycle-consistency regularization to…

This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff between approximation and estimation errors in statistics.…

In this paper, we investigate the training process of generative networks that use a type of probability density distance named particle-based distance as the objective function, e.g. MMD GAN, Cram\'er GAN, EIEG GAN. However, these GANs…

Entropic regularization provides a simple way to approximate linear programs whose constraints split into two or more tractable blocks. The resulting objectives are amenable to cyclic Kullback-Leibler (KL) Bregman projections, with…

Persistence diagrams (PD)s play a central role in topological data analysis. This analysis requires computing distances among such diagrams such as the $1$-Wasserstein distance. Accurate computation of these PD distances for large data sets…

This paper derives non-asymptotic error bounds for nonlinear stochastic approximation algorithms in the Wasserstein-$p$ distance. To obtain explicit finite-sample guarantees for the last iterate, we develop a coupling argument that compares…

The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent progress in studying the training dynamics of the noisy gradient descent algorithm on two-layer…

Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…

Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

The Gromov--Hausdorff distance measures the difference in shape between metric spaces and poses a notoriously difficult problem in combinatorial optimization. We introduce its quadratic relaxation over a convex polytope whose solutions…

In this paper, we propose a fast and convergent algorithm to solve unassigned distance geometry problems (uDGP). Technically, we construct a novel quadratic measurement model by leveraging $\ell_0$-norm instead of $\ell_1$-norm in the…

Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex, such a step-size schedule artificially slows GD down as it…