Related papers: Importance Sparsification for Sinkhorn Algorithm
Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…
We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…
We consider the problem of estimating the spectral density of the normalized adjacency matrix of an $n$-node undirected graph. We provide a randomized algorithm that, with $O(n\epsilon^{-2})$ queries to a degree and neighbor oracle and in…
We focus in this paper on high-dimensional regression problems where each regressor can be associated to a location in a physical space, or more generally a generic geometric space. Such problems often employ sparse priors, which promote…
This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…
In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…
Mismatch capacity characterizes the highest information rate for a channel under a prescribed decoding metric, and is thus a highly relevant fundamental performance metric when dealing with many practically important communication…
Optimal transport (OT) has recently been shown as a promising criterion for unsupervised restoration when no explicit prior model is available. Despite its theoretical appeal, OT still significantly falls short of supervised methods on…
We consider the fundamental problem of sampling the optimal transport coupling between given source and target distributions. In certain cases, the optimal transport plan takes the form of a one-to-one mapping from the source support to the…
In the realm of computer vision and graphics, accurately establishing correspondences between geometric 3D shapes is pivotal for applications like object tracking, registration, texture transfer, and statistical shape analysis. Moving…
The goal of Sparse Convex Optimization is to optimize a convex function $f$ under a sparsity constraint $s\leq s^*\gamma$, where $s^*$ is the target number of non-zero entries in a feasible solution (sparsity) and $\gamma\geq 1$ is an…
We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…
In second-order optimization, a potential bottleneck can be computing the Hessian matrix of the optimized function at every iteration. Randomized sketching has emerged as a powerful technique for constructing estimates of the Hessian which…
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…
Optimal transport (OT) and maximum mean discrepancies (MMD) are now routinely used in machine learning to compare probability measures. We focus in this paper on \emph{Sinkhorn divergences} (SDs), a regularized variant of OT distances which…
Although optimal transport (OT) problems admit closed form solutions in a very few notable cases, e.g. in 1D or between Gaussians, these closed forms have proved extremely fecund for practitioners to define tools inspired from the OT…
We present a quantum algorithm for approximating the real time evolution $e^{-iHt}$ of an arbitrary $d$-sparse Hamiltonian to error $\epsilon$, given black-box access to the positions and $b$-bit values of its non-zero matrix entries. The…
Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…
A primal-dual accelerated stochastic gradient descent with variance reduction algorithm (PDASGD) is proposed to solve linear-constrained optimization problems. PDASGD could be applied to solve the discrete optimal transport (OT) problem and…
We derive iterative scaling algorithms of the Sinkhorn-Knopp (SK) type for constrained optimal transport. The constraints are in the form of prior-imposed zeroes in the transport plan. Based on classical Bregman arguments, we prove…