Related papers: Nonlinear Filtering with Brenier Optimal Transport…
In this paper, we propose a refinement strategy to the well-known Physics-Informed Neural Networks (PINNs) for solving partial differential equations (PDEs) based on the concept of Optimal Transport (OT). Conventional black-box PINNs…
We present a novel hierarchical framework for optimal transport (OT) using string diagrams, namely string diagrams of optimal transports. This framework reduces complex hierarchical OT problems to standard OT problems, allowing efficient…
Clustering is a fundamental task in the computer vision and machine learning community. Although various methods have been proposed, the performance of existing approaches drops dramatically when handling incomplete high-dimensional data…
In this article we introduce the use of recently developed min/max-plus techniques in order to solve the optimal attitude estimation problem in filtering for nonlinear systems on the special orthogonal (SO(3)) group. This work helps obtain…
In machine learning and computer graphics, a fundamental task is the approximation of a probability density function through a well-dispersed collection of samples. Providing a formal metric for measuring the distance between probability…
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…
Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…
Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework…
Filtering in spatially-extended dynamical systems is a challenging problem with significant practical applications such as numerical weather prediction. Particle filters allow asymptotically consistent inference but require infeasibly large…
Mass transport problems arise in many areas of machine learning whereby one wants to compute a map transporting one distribution to another. Generative modeling techniques like Generative Adversarial Networks (GANs) and Denoising Diffusion…
Alternative machine learning approaches that are computationally light with low latency and can work with only a small training dataset are needed for applications where the insatiable demand of deep learning methods for computing power and…
As deep learning applications continue to deploy increasingly large artificial neural networks, the associated high energy demands are creating a need for alternative neuromorphic approaches. Optics and photonics are particularly compelling…
We demonstrate the relevance of an algorithm called generalized iterative scaling (GIS) or simultaneous multiplicative algebraic reconstruction technique (SMART) and its rescaled block-iterative version (RBI-SMART) in the field of optimal…
This paper introduces a novel method for the automatic detection and handling of nonlinearities in a generic transformation. A nonlinearity index that exploits second order Taylor expansions and polynomial bounding techniques is first…
During recent decades, there has been a substantial development in optimal mass transport theory and methods. In this work, we consider multi-marginal problems wherein only partial information of each marginal is available, which is a setup…
Diffusion Models (DMs) have achieved remarkable progress in generative modeling. However, the mismatch between the forward terminal distribution and reverse initial distribution introduces prior error, leading to deviations of sampling…
An important problem in fiber-optic communications is to invert the nonlinear Schr\"odinger equation in real time to reverse the deterministic effects of the channel. Interestingly, the popular split-step Fourier method (SSFM) leads to a…
We study the geometry of conditional optimal transport (COT) and prove a dynamical formulation which generalizes the Benamou-Brenier Theorem. Equipped with these tools, we propose a simulation-free flow-based method for conditional…
We propose a method for optimal Bayesian filtering with deterministic particles. In order to avoid particle degeneration, the filter step is not performed at once. Instead, the particles progressively flow from prior to posterior. This is…
This paper considers the state estimation problem for nonlinear dynamic systems with unknown but bounded noises. Set membership filter (SMF) is a popular algorithm to solve this problem. In the set membership setting, we investigate the…