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The nested distance builds on the Wasserstein distance to quantify the difference of stochastic processes, including also the information modelled by filtrations. The Sinkhorn divergence is a relaxation of the Wasserstein distance, which…

Optimization and Control · Mathematics 2021-02-11 Alois Pichler , Michael Weinhardt

We design a deterministic algorithm that, given $n$ points in a \emph{typical} constant degree regular~graph, queries $O(n)$ distances to output a constant factor approximation to the average distance among those points, thus answering a…

Data Structures and Algorithms · Computer Science 2025-10-22 Alexandros Eskenazis , Manor Mendel , Assaf Naor

The proximal gradient algorithm for minimizing the sum of a smooth and a nonsmooth convex function often converges linearly even without strong convexity. One common reason is that a multiple of the step length at each iteration may…

Optimization and Control · Mathematics 2016-06-29 Dmitriy Drusvyatskiy , Adrian S. Lewis

A new weak Galerkin (WG) finite element method for solving the second-order elliptic problems on polygonal meshes by using polynomials of boundary continuity is introduced and analyzed. The WG method is utilizing weak functions and their…

Numerical Analysis · Mathematics 2015-09-30 Qilong Zhai , Xiu Ye , Ruishu Wang , Ran Zhang

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

Probability · Mathematics 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…

Optimization and Control · Mathematics 2025-01-28 Tam Le , Jérôme Malick

We study the entropic Gromov-Wasserstein and its unbalanced version between (unbalanced) Gaussian distributions with different dimensions. When the metric is the inner product, which we refer to as inner product Gromov-Wasserstein (IGW), we…

Statistics Theory · Mathematics 2022-02-25 Khang Le , Dung Le , Huy Nguyen , Dat Do , Tung Pham , Nhat Ho

Gradient Descent (GD) is a powerful workhorse of modern machine learning thanks to its scalability and efficiency in high-dimensional spaces. Its ability to find local minimisers is only guaranteed for losses with Lipschitz gradients, where…

Machine Learning · Computer Science 2023-07-27 Lei Chen , Joan Bruna

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…

Machine Learning · Statistics 2017-10-23 Aude Genevay , Gabriel Peyré , Marco Cuturi

The Sliced Gromov-Wasserstein (SGW) distance, aiming to relieve the computational cost of solving a non-convex quadratic program that is the Gromov-Wasserstein distance, utilizes projecting directions sampled uniformly from unit…

Machine Learning · Statistics 2025-07-18 Dhruv Sarkar , Aprameyo Chakrabartty , Anish Chakrabarty , Swagatam Das

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…

Machine Learning · Statistics 2019-08-23 Leon Bottou , Martin Arjovsky , David Lopez-Paz , Maxime Oquab

Theoretical studies of semiconductors and band insulators are usually based on variants of the $GW$ method without full self-consistency, like single-shot $G^0W^0$ or quasiparticle self-consistent $GW$. Fully self-consistent $GW$ provides a…

Strongly Correlated Electrons · Physics 2024-10-28 Viktor Christiansson , Francesco Petocchi , Philipp Werner

Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…

Machine Learning · Computer Science 2024-01-24 Gregory Dexter , Borja Ocejo , Sathiya Keerthi , Aman Gupta , Ayan Acharya , Rajiv Khanna

Wasserstein policy gradient (WPG) is a policy optimization method for reinforcement learning (RL) that exploits the optimal-transport geometry of action distributions. For the entropy-regularized RL objective, WPG evolves each…

Machine Learning · Computer Science 2026-05-27 Zhaoyu Zhu , Rui Gao , Shuang Li

We propose a new nonlinear factorization model for graphs that are with topological structures, and optionally, node attributes. This model is based on a pseudometric called Gromov-Wasserstein (GW) discrepancy, which compares graphs in a…

Machine Learning · Computer Science 2019-11-21 Hongteng Xu

We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…

Machine Learning · Computer Science 2020-11-03 Frank Nielsen , Ke Sun

Aligning data from different domains is a fundamental problem in machine learning with broad applications across very different areas, most notably aligning experimental readouts in single-cell multiomics. Mathematically, this problem can…

Machine Learning · Computer Science 2024-06-21 Sanketh Vedula , Valentino Maiorca , Lorenzo Basile , Francesco Locatello , Alex Bronstein

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

Gravitational wave (GW) observations are expected to serve as a powerful and independent probe of the expansion history of the universe. By providing direct and calibration-free measurements of luminosity distances through waveform…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-06 Shang-Jie Jin , Ji-Yu Song , Tian-Yang Sun , Si-Ren Xiao , He Wang , Ling-Feng Wang , Jing-Fei Zhang , Xin Zhang

We propose a neural-enhanced weak Galerkin (WG) finite element method for second-order elliptic problems with low-regularity solutions. The method augments the classical WG approximation space with neural network functions constructed via a…

Numerical Analysis · Mathematics 2026-04-08 Chunmei Wang