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Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

Machine Learning · Statistics 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

Most first-order optimizers treat matrix-valued parameters as vectors, ignoring the intrinsic geometry of hidden-layer weights in neural networks. Muon addresses this mismatch by updating along the polar factor of a momentum matrix, but its…

Optimization and Control · Mathematics 2026-05-11 Sayantan Choudhury , Xiaoran Cheng , Martin Takáč , Sen Na , Mladen Kolar

We consider the factorization of a rectangular matrix $X $ into a positive linear combination of rank-one factors of the form $u v^\top$, where $u$ and $v$ belongs to certain sets $\mathcal{U}$ and $\mathcal{V}$, that may encode specific…

Machine Learning · Computer Science 2013-09-13 Francis Bach

We present a systematic analysis of estimation errors for a class of optimal transport based algorithms for filtering and data assimilation. Along the way, we extend previous error analyses of Brenier maps to the case of conditional Brenier…

Statistics Theory · Mathematics 2025-10-23 Mohammad Al-Jarrah , Bamdad Hosseini , Niyizhen Jin , Michele Martino , Amirhossein Taghvaei

Techniques involving factorization are found in a wide range of applications and have enjoyed significant empirical success in many fields. However, common to a vast majority of these problems is the significant disadvantage that the…

Numerical Analysis · Computer Science 2015-06-26 Benjamin D. Haeffele , Rene Vidal

In this paper, we present a sparse neural network decoder (SNND) of polar codes based on belief propagation (BP) and deep learning. At first, the conventional factor graph of polar BP decoding is converted to the bipartite Tanner graph…

Signal Processing · Electrical Eng. & Systems 2018-11-27 Weihong Xu , Xiaohu You , Chuan Zhang , Yair Be'ery

We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…

Optimization and Control · Mathematics 2011-05-23 Ahed Hindawi , Ludovic Rifford , Jean-Baptiste Pomet

One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…

Probability · Mathematics 2024-09-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

Matrix factorization (MF) is a versatile learning method that has found wide applications in various data-driven disciplines. Still, many MF algorithms do not adequately scale with the size of available datasets and/or lack…

Machine Learning · Computer Science 2019-05-30 Abhishek Agarwal , Jianhao Peng , Olgica Milenkovic

We present an alternative formalism for calculating the maximally localized Wannier functions in crystalline solids, obtaining an expression which is extremely simple and general. In particular, our scheme is exactly invariant under…

Materials Science · Physics 2011-03-03 Massimiliano Stengel , Nicola A. Spaldin

The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…

Optimization and Control · Mathematics 2025-12-11 Mao Nishino , Martin Bauer , Tom Needham , Nicolas Charon

Given a square matrix $A$, Brauer's theorem [Duke Math. J. 19 (1952), 75--91] shows how to modify one single eigenvalue of $A$ via a rank-one perturbation, without changing any of the remaining eigenvalues. We reformulate Brauer's theorem…

Numerical Analysis · Mathematics 2021-01-25 Dario A. Bini , Beatrice Meini

This paper proposes a bitwise over-parameterized neural network (ONN) decoder for polar-coded transmission and develops a tractable theoretical performance analysis framework. By modeling each synthesized message channel as an individual…

Signal Processing · Electrical Eng. & Systems 2026-05-01 Hongzhi Zhu , Wei Xu , Xiaohu You

This work investigates the geometry of a nonconvex reformulation of minimizing a general convex loss function $f(X)$ regularized by the matrix nuclear norm $\|X\|_*$. Nuclear-norm regularized matrix inverse problems are at the heart of many…

Numerical Analysis · Computer Science 2017-04-07 Qiuwei Li , Zhihui Zhu , Gongguo Tang

This article reviews the use of first order convex optimization schemes to solve the discretized dynamic optimal transport problem, initially proposed by Benamou and Brenier. We develop a staggered grid discretization that is well adapted…

Numerical Analysis · Mathematics 2014-02-11 Nicolas Papadakis , Gabriel Peyré , Edouard Oudet

We describe a maximum likelihood regularized beam deconvolution map-making algorithm for data from high resolution, polarization sensitive instruments, such as the Planck data set. The resulting algorithm, which we call PReBeaM, is…

Astrophysics · Physics 2009-11-13 Charmaine Armitage-Caplan , Benjamin D. Wandelt

In 1948, Shannon used a probabilistic argument to show the existence of codes achieving a maximal rate defined by the channel capacity. In 1954, Muller and Reed introduced a simple deterministic code construction based on polynomial…

Information Theory · Computer Science 2026-02-26 Emmanuel Abbe , Colin Sandon , Vladyslav Shashkov , Maryna Viazovska

Optimal Transport (OT) has fueled machine learning (ML) across many domains. When paired data measurements $(\boldsymbol{\mu}, \boldsymbol{\nu})$ are coupled to covariates, a challenging conditional distribution learning setting arises.…

Matrix denoising is central to signal processing and machine learning. Its statistical analysis when the matrix to infer has a factorised structure with a rank growing proportionally to its dimension remains a challenge, except when it is…

Disordered Systems and Neural Networks · Physics 2025-03-17 Jean Barbier , Francesco Camilli , Justin Ko , Koki Okajima

Motivated by an application in computational biology, we consider low-rank matrix factorization with $\{0,1\}$-constraints on one of the factors and optionally convex constraints on the second one. In addition to the non-convexity shared…

Machine Learning · Statistics 2014-01-24 Martin Slawski , Matthias Hein , Pavlo Lutsik