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Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…

Computation · Statistics 2022-11-02 Qian LI , Binyan Jiang , Defeng Sun

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

Machine Learning · Statistics 2025-05-13 Gabriel Peyré

This paper investigates the use of Reinforcement Learning for the robust design of low-thrust interplanetary trajectories in presence of severe disturbances, modeled alternatively as Gaussian additive process noise, observation noise,…

Machine Learning · Computer Science 2020-08-20 Alessandro Zavoli , Lorenzo Federici

Galaxy surveys demand fast large-scale structure forward models that preserve large-scale phases while providing realistic nonlinear morphology at fixed force resolution. Single-step Lagrangian Perturbation Theory (LPT) solvers are…

Cosmology and Nongalactic Astrophysics · Physics 2026-03-26 Francisco-Shu Kitaura , Francesco Sinigaglia

Machine learning systems operate under the assumption that training and test data are sampled from a fixed probability distribution. However, this assumptions is rarely verified in practice, as the conditions upon which data was acquired…

Machine Learning · Computer Science 2025-07-09 Eduardo Fernandes Montesuma , Fred Maurice Ngolè Mboula , Antoine Souloumiac

We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…

Computation · Statistics 2024-08-20 Karina Koval , Roland Herzog , Robert Scheichl

We propose a novel algorithm for offline reinforcement learning using optimal transport. Typically, in offline reinforcement learning, the data is provided by various experts and some of them can be sub-optimal. To extract an efficient…

Machine Learning · Computer Science 2024-10-21 Arip Asadulaev , Rostislav Korst , Alexander Korotin , Vage Egiazarian , Andrey Filchenkov , Evgeny Burnaev

We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching…

Machine Learning · Statistics 2018-11-01 Ruilin Li , Xiaojing Ye , Haomin Zhou , Hongyuan Zha

Ensuring fairness in matching algorithms is a key challenge in allocating scarce resources and positions. Focusing on Optimal Transport (OT), we introduce a novel notion of group fairness requiring that the probability of matching two…

Machine Learning · Statistics 2026-02-02 Linus Bleistein , Mathieu Dagréou , Francisco Andrade , Thomas Boudou , Aurélien Bellet

This paper presents a decentralized control framework for distribution matching in multi-agent systems (MAS), where agents collectively achieve a prescribed terminal spatial distribution. The problem is formulated using optimal transport…

Systems and Control · Electrical Eng. & Systems 2026-03-03 Kooktae Lee

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…

Optimization and Control · Mathematics 2024-03-11 Xun Tang , Holakou Rahmanian , Michael Shavlovsky , Kiran Koshy Thekumparampil , Tesi Xiao , Lexing Ying

This article introduces a generalization of the discrete optimal transport, with applications to color image manipulations. This new formulation includes a relaxation of the mass conservation constraint and a regularization term. These two…

Computer Vision and Pattern Recognition · Computer Science 2013-07-23 Sira Ferradans , Nicolas Papadakis , Gabriel Peyré , Jean-François Aujol

In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $\mu, \nu \in \Delta^n$. Given a cost function $C : [n] \times [n] \to…

Data Structures and Algorithms · Computer Science 2020-01-29 Jose Blanchet , Arun Jambulapati , Carson Kent , Aaron Sidford

The success of deep neural networks hinges on our ability to accurately and efficiently optimize high-dimensional, non-convex functions. In this paper, we empirically investigate the loss functions of state-of-the-art networks, and how…

Machine Learning · Computer Science 2017-12-11 Daniel Jiwoong Im , Michael Tao , Kristin Branson

Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…

Information Theory · Computer Science 2019-04-30 Sajad Daei , Arash Amini , Farzan Haddadi

Optimal deployment and movement of multiple unmanned aerial vehicles (UAVs) is studied. The considered scenario consists of several ground terminals (GTs) communicating with the UAVs using variable transmission power and fixed data rate.…

Information Theory · Computer Science 2018-11-29 Erdem Koyuncu , Maryam Shabanighazikelayeh , Hulya Seferoglu

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

In multiple target tracking, it is important to be able to evaluate the performance of different tracking algorithms. The trajectory generalized optimal sub-pattern assignment metric (TGOSPA) is a recently proposed metric for such…

Optimization and Control · Mathematics 2025-05-23 Viktor Nevelius Wernholm , Alfred Wärnsäter , Axel Ringh

Optimal transport (OT) finds a least cost transport plan between two probability distributions using a cost matrix defined on pairs of points. Unlike standard OT, which infers unstructured pointwise mappings, low-rank optimal transport…

Machine Learning · Computer Science 2026-03-05 Henri Schmidt , Peter Halmos , Ben Raphael

Optimal transport distances have found many applications in machine learning for their capacity to compare non-parametric probability distributions. Yet their algorithmic complexity generally prevents their direct use on large scale…

Machine Learning · Computer Science 2021-03-08 Kilian Fatras , Thibault Séjourné , Nicolas Courty , Rémi Flamary
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