English
Related papers

Related papers: Sequential transport maps using SoS density estima…

200 papers

We consider the problem of estimating the optimal transport map between two probability distributions, $P$ and $Q$ in $\mathbb R^d$, on the basis of i.i.d. samples. All existing statistical analyses of this problem require the assumption…

Statistics Theory · Mathematics 2023-05-26 Aram-Alexandre Pooladian , Vincent Divol , Jonathan Niles-Weed

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…

Dynamical Systems · Mathematics 2017-11-22 Piyush Grover , Karthik Elamvazhuthi

Characterising intractable high-dimensional random variables is one of the fundamental challenges in stochastic computation. The recent surge of transport maps offers a mathematical foundation and new insights for tackling this challenge by…

Machine Learning · Statistics 2021-10-20 Tiangang Cui , Sergey Dolgov

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…

Graphics · Computer Science 2024-02-28 Baptiste Genest , Nicolas Courty , David Coeurjolly

Kernel density estimation (KDE) has become a popular method for visual analysis in various fields, such as financial risk forecasting, crime clustering, and traffic monitoring. KDE can identify high-density areas from discrete datasets.…

Databases · Computer Science 2025-01-14 Yu Shao , Peng Cheng , Xiang Lian , Lei Chen , Wangze Ni , Xuemin Lin , Chen Zhang , Liping Wang

Semi-discrete optimal transport (SOT), which maps a continuous probability measure to a discrete one, is a fundamental problem with wide-ranging applications. Entropic regularization is often employed to solve the SOT problem, leading to a…

Numerical Analysis · Mathematics 2025-08-01 Moaad Khamlich , Francesco Romor , Gianluigi Rozza

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

This paper presents a light-weight, high-quality texture synthesis algorithm that easily generalizes to other applications such as style transfer and texture mixing. We represent texture features through the deep neural activation vectors…

Graphics · Computer Science 2020-10-29 Eric Risser

We present a simple, yet effective, approach to Semi-Supervised Learning. Our approach is based on estimating density-based distances (DBD) using a shortest path calculation on a graph. These Graph-DBD estimates can then be used in any…

Machine Learning · Computer Science 2012-02-20 Avleen S. Bijral , Nathan Ratliff , Nathan Srebro

This work deals with uncertainty quantification for a generic input distribution to some resource-intensive simulation, e.g., requiring the solution of a partial differential equation. While efficient numerical methods exist to compute…

Numerical Analysis · Mathematics 2025-06-16 Oliver G. Ernst , Hanno Gottschalk , Toni Kowalewitz , Patrick Krüger

Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…

Econometrics · Economics 2026-01-22 Yinchu Zhu , Ilya O. Ryzhov

One way to analyze complicated non-autonomous flows is through trying to understand their transport behavior. In a quantitative, set-oriented approach to transport and mixing, finite time coherent sets play an important role. These are…

Dynamical Systems · Mathematics 2019-07-10 Péter Koltai , D. R. Michiel Renger

The paper presents an approach to estimate Origin-Destination (OD) flows and their path splits, based on traffic counts on links in the network. The approach called Compressive Origin-Destination Estimation (CODE) is inspired by Compressive…

Systems and Control · Computer Science 2014-07-23 Borhan M. Sanandaji , Pravin P. Varaiya

The fundamental diagram (FD), also known as the flow--density relation, is one of the most fundamental concepts in the traffic flow theory. It describes the relation between equilibrated flow, density, and speed in traffic flow.…

Fluid Dynamics · Physics 2019-02-12 Toru Seo , Yutaka Kawasaki , Takahiko Kusakabe , Yasuo Asakura

It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…

Machine Learning · Statistics 2021-12-30 Boris Muzellec , Adrien Vacher , Francis Bach , François-Xavier Vialard , Alessandro Rudi

Porous and heterogeneous materials are found in many applications from composites, membranes, chemical reactors, and other engineered materials to biological matter and natural subsurface structures. In this work we propose an integrated…

Computational Physics · Physics 2019-09-15 Gianluca Boccardo , Eleonora Crevacore , Alberto Passalacqua , Matteo Icardi

We construct homogeneous optimal transport maps for the quadratic cost between convex cones with homogeneous, possibly degenerate, densities when the cones satisfy an obliqueness condition. The existence of such maps plays a central role in…

Analysis of PDEs · Mathematics 2025-11-04 Tristan C. Collins , Benjy Firester , Freid Tong

Optimal transport maps and plans between two absolutely continuous measures $\mu$ and $\nu$ can be approximated by solving semi-discrete or fully-discrete optimal transport problems. These two problems ensue from approximating $\mu$ or both…

Numerical Analysis · Mathematics 2020-04-14 Wenbo Li , Ricardo H. Nochetto

Persistence diagrams (PDs) are now routinely used to summarize the underlying topology of complex data. Despite several appealing properties, incorporating PDs in learning pipelines can be challenging because their natural geometry is not…

Machine Learning · Statistics 2018-11-14 Théo Lacombe , Marco Cuturi , Steve Oudot