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We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

Given a set of points $P = (P^+ \sqcup P^-) \subset \mathbb{R}^d$ for some constant $d$ and a supply function $\mu:P\to \mathbb{R}$ such that $\mu(p) > 0~\forall p \in P^+$, $\mu(p) < 0~\forall p \in P^-$, and $\sum_{p\in P}{\mu(p)} = 0$,…

Computational Geometry · Computer Science 2023-09-29 Emily Fox , Jiashuai Lu

Manifold learning is a central task in modern statistics and data science. Many datasets (cells, documents, images, molecules) can be represented as point clouds embedded in a high dimensional ambient space, however the degrees of freedom…

Machine Learning · Statistics 2025-02-18 Stephen Zhang , Gilles Mordant , Tetsuya Matsumoto , Geoffrey Schiebinger

This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…

Statistics Theory · Mathematics 2024-12-12 Yizhe Ding , Runze Li , Lingzhou Xue

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks

This paper considers the problem of assigning multiple mobile robots to goals on transport networks with uncertain information about travel times. Our aim is to produce optimal assignments, such that the average waiting time at destinations…

Robotics · Computer Science 2019-04-23 Amanda Prorok

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

Data Structures and Algorithms · Computer Science 2024-12-25 Marin Bougeret , Jérémy Omer , Michael Poss

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…

Information Theory · Computer Science 2018-10-23 Ali Çivril

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson

Optimal transport is a powerful framework for the efficient allocation of resources between sources and targets. However, traditional models often struggle to scale effectively in the presence of large and heterogeneous populations. In this…

Artificial Intelligence · Computer Science 2024-11-13 Navpreet Kaur , Juntao Chen , Yingdong Lu

Optimal transport on a graph focuses on finding the most efficient way to transfer resources from one distribution to another while considering the graph's structure. This paper introduces a new distributed algorithm that solves the optimal…

Optimization and Control · Mathematics 2025-07-08 Yacine Mokhtari , Emmanuel Moulay , Patrick Coirault , Jérôme Le Ny

We examine optimal matchings or transport between two stationary random measures. It covers allocation from the Lebesgue measure to a point process and matching a point process to a regular (shifted) lattice. The main focus of the article…

Probability · Mathematics 2026-01-21 Raphaël Lachièze-Rey , D. Yogeshwaran

What is the optimal way to deform a projective hypersurface into another one? In this paper we will answer this question adopting the point of view of measure theory, introducing the optimal transport problem between complex algebraic…

Differential Geometry · Mathematics 2023-07-18 Paolo Antonini , Fabio Cavalletti , Antonio Lerario

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required…

Numerical Analysis · Mathematics 2017-10-10 Abdul-Lateef Haji-Ali , Fabio Nobile , Raúl Tempone , Sören Wolfers

For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…

Machine Learning · Statistics 2018-04-11 Rong Zhu , Jiming Jiang

In this paper, we address the problem of approximating a multivariate function defined on a general domain in $d$ dimensions from sample points. We consider weighted least-squares approximation in an arbitrary finite-dimensional space $P$…

Numerical Analysis · Mathematics 2019-12-17 Ben Adcock , Juan M. Cardenas

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are…

Machine Learning · Computer Science 2022-05-02 Bahar Taskesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn

The central objective of this paper is to develop reduced basis methods for parameter dependent transport dominated problems that are rigorously proven to exhibit rate-optimal performance when compared with the Kolmogorov $n$-widths of the…

Numerical Analysis · Mathematics 2019-02-20 Wolfgang Dahmen , Christian Plesken , Gerrit Welper