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The Wasserstein metric is introduced as a probabilistic method to enable quantitative evaluations of LES combustion models. The Wasserstein metric can directly be evaluated from scatter data or statistical results using probabilistic…

Data Analysis, Statistics and Probability · Physics 2017-06-06 Ross Johnson , Hao Wu , Matthias Ihme

We consider linear first-order systems of ordinary differential equations (ODEs) in port-Hamiltonian (pH) form. Physical parameters are remodelled as random variables to conduct an uncertainty quantification. A stochastic Galerkin…

Numerical Analysis · Mathematics 2023-08-15 Roland Pulch , Olivier Sète

Smoothed Particle Hydrodynamics (SPH_ is a mesh-free Lagrangian method renowned for modeling large deformations and free-surface flows, yet classical formulations remain confined to deterministic systems. We introduce Stochastic SPH…

Computational Engineering, Finance, and Science · Computer Science 2026-05-14 Mridul Tiwari , Sawan Kumar , Md Rushdie Ibne Islam , Souvik Chakraborty

We present theoretical convergence guarantees for ODE-based generative models, specifically flow matching. We use a pre-trained autoencoder network to map high-dimensional original inputs to a low-dimensional latent space, where a…

Machine Learning · Statistics 2024-04-30 Yuling Jiao , Yanming Lai , Yang Wang , Bokai Yan

The Hamiltonian formalism plays a central role in classical and quantum physics. Hamiltonians are the main tool for modelling the continuous time evolution of systems with conserved quantities, and they come equipped with many useful…

Machine Learning · Computer Science 2020-02-17 Peter Toth , Danilo Jimenez Rezende , Andrew Jaegle , Sébastien Racanière , Aleksandar Botev , Irina Higgins

With the ongoing investment in data collection and communication technology in power systems, data-driven optimization has been established as a powerful tool for system operators to handle stochastic system states caused by weather- and…

Optimization and Control · Mathematics 2023-12-18 Robert Mieth , Juan M. Morales , H. Vincent Poor

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…

Data Structures and Algorithms · Computer Science 2019-06-04 Arun Jambulapati , Aaron Sidford , Kevin Tian

Persistent homology offers a powerful tool for extracting hidden topological signals from brain networks. It captures the evolution of topological structures across multiple scales, known as filtrations, thereby revealing topological…

We study a natural Wasserstein gradient flow on manifolds of probability distributions with discrete sample spaces. We derive the Riemannian structure for the probability simplex from the dynamical formulation of the Wasserstein distance on…

Optimization and Control · Mathematics 2021-04-19 Wuchen Li , Guido Montufar

Chance constrained optimal power flow (OPF) has been recognized as a promising framework to manage the risk from variable renewable energy (VRE). In presence of VRE uncertainties, this paper discusses a distributionally robust chance…

Optimization and Control · Mathematics 2018-05-01 Chao Duan , Wanliang Fang , Lin Jiang , Li Yao , Jun Liu

This paper studies the problem of computing a linear approximation of quadratic Wasserstein distance $W_2$. In particular, we compute an approximation of the negative homogeneous weighted Sobolev norm whose connection to Wasserstein…

Numerical Analysis · Mathematics 2022-03-02 Philip Greengard , Jeremy G. Hoskins , Nicholas F. Marshall , Amit Singer

Motivated by the statistical and computational challenges of computing Wasserstein distances in high-dimensional contexts, machine learning researchers have defined modified Wasserstein distances based on computing distances between…

Probability · Mathematics 2022-06-02 Jiaqi Xi , Jonathan Niles-Weed

Addressing challenges in urban water infrastructure systems including aging infrastructure, supply uncertainty, extreme events, and security threats, depend highly on water distribution networks modeling emphasizing the importance of…

Optimization and Control · Mathematics 2020-05-20 Shen Wang , Ahmad F. Taha , Lina Sela , Marcio Giacomoni , Nikolaos Gatsis

We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…

Computation · Statistics 2021-03-24 Sara Pérez-Vieites , Joaquín Míguez

We study policy gradient methods for continuous-action, entropy-regularized reinforcement learning through the lens of Wasserstein geometry. Starting from a Wasserstein proximal update, we derive Wasserstein Proximal Policy Gradient (WPPG)…

Machine Learning · Computer Science 2026-03-04 Zhaoyu Zhu , Shuhan Zhang , Rui Gao , Shuang Li

We address the optimization problem of simultaneously minimizing multiple objective functionals over a family of probability distributions. This type of Multi-Objective Distributional Optimization commonly arises in machine learning and…

Machine Learning · Computer Science 2025-05-27 Dai Hai Nguyen , Hiroshi Mamitsuka , Atsuyoshi Nakamura

The quantum Wasserstein distance (W-distance) is a fundamental metric for quantifying the distinguishability of quantum operations, with critical applications in quantum error correction. However, computing the W-distance remains…

Quantum Physics · Physics 2025-11-18 Changchun Feng , Xinyu Qiu , Laifa Tao , Lin Chen

We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…

Machine Learning · Computer Science 2024-04-02 Zhuoran Yang , Yufeng Zhang , Yongxin Chen , Zhaoran Wang

We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…

Optimization and Control · Mathematics 2026-04-17 Zeyi Chen , Ariel Neufeld , Qikun Xiang