Related papers: LCOT: Linear circular optimal transport
Dynamical formulations of optimal transport (OT) frame the task of comparing distributions as a variational problem which searches for a path between distributions minimizing a kinetic energy functional. In applications, it is frequently…
Learning conditional distributions $\pi^*(\cdot|x)$ is a central problem in machine learning, which is typically approached via supervised methods with paired data $(x,y) \sim \pi^*$. However, acquiring paired data samples is often…
Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…
Packing optimization is a prevalent problem that necessitates robust and efficient algorithms that are also simple to implement. One group of approaches is the raster methods, which rely on approximating the objects with pixelated…
The aim of this article is to introduce and address the problem to smoothly interpolate (empirical) probability measures. To this end, we lift the concept of a spline curve from the setting of points in a Euclidean space that that of…
This paper concerns the application of techniques from optimal transport (OT) to mean field control, in which the probability measures of interest in OT correspond to empirical distributions associated with a large collection of controlled…
The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability…
We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…
This paper proposes an enhanced coarray transformation model (EDCTM) and a mixed greedy maximum likelihood algorithm called List-Based Maximum Likelihood Orthogonal Matching Pursuit (LBML-OMP) for direction-of-arrival estimation with…
Numerically solving multi-marginal optimal transport (MMOT) problems is computationally prohibitive, even for moderate-scale instances involving $l\ge4$ marginals with support sizes of $N\ge1000$. The cost in MMOT is represented as a tensor…
We research relations between optimal transport theory (OTT) and approximate Bayesian computation (ABC) possibly connected to relevant metrics defined on probability measures. Those of ABC are computational methods based on Bayesian…
We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…
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…
Optimal transport aligns samples across distributions by minimizing the transportation cost between them, e.g., the geometric distances. Yet, it ignores coherence structure in the data such as clusters, does not handle outliers well, and…
The state-of-the-art online learning approaches are only capable of learning the metric for predefined tasks. In this paper, we consider lifelong learning problem to mimic "human learning", i.e., endowing a new capability to the learned…
In the last decade we have witnessed an impressive progress in the expressiveness and efficiency of Satisfiability Modulo Theories (SMT) solving techniques. This has brought previously-intractable problems at the reach of state-of-the-art…
Algorithmic trading refers to executing buy and sell orders for specific assets based on automatically identified trading opportunities. Strategies based on reinforcement learning (RL) have demonstrated remarkable capabilities in addressing…
Machine learning has shown tremendous potential for improving the capabilities of network traffic analysis applications, often outperforming simpler rule-based heuristics. However, ML-based solutions remain difficult to deploy in practice.…
Many machine learning problems involve data supported on curved spaces such as spheres, rotation groups, hyperbolic spaces, and general Riemannian manifolds, where Euclidean geometry can distort distances, averages, and the resulting…
The optimal transport (OT) map offers the most economical way to transfer one probability measure distribution to another. Classical OT theory does not involve a discussion of preserving topological connections and orientations in…