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Related papers: Statistical optimal transport

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These are lecture notes of the 51st Saint-Flour summer school, July 2023, on the topic of Bayesian nonparametric statistics

Statistics Theory · Mathematics 2024-02-27 Ismaël Castillo

The special problem of transport in 2-dimensional divergence-free stochastic velocity fields is studied by developing a statistical approach, the nested subensemble method. The nonlinear process of trapping determined by such fields…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Madalina Vlad , Florin Spineanu

This article connects the theory of extremal doubly stochastic measures to the geometry and topology of optimal transportation. We begin by reviewing an old question (# 111) of Birkhoff in probability and statistics [4], which is to give a…

Probability · Mathematics 2010-04-26 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…

Optimization and Control · Mathematics 2023-01-02 Toshio Mikami , Haruka Yamamoto

We introduce a rigorous framework for stochastic cell transmission models for general traffic networks. The performance of traffic systems is evaluated based on preference functionals and acceptable designs. The numerical implementation…

Machine Learning · Computer Science 2023-04-25 Zachary Feinstein , Marcel Kleiber , Stefan Weber

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

A proposal for a calculational program in fluid turbulence is presented. It is proposed that the fluid probability density functional has an attractor for its time-evolution, just as the dynamical system itself has. The evolution of the…

Fluid Dynamics · Physics 2007-05-23 Edsel A. Ammons

The aim of this short note is to extend the recent variational proof of partial regularity for optimal transport maps to the case of continuous densities.

Analysis of PDEs · Mathematics 2020-11-23 Michael Goldman

We present a machine learning based approach to address the study of transport processes, ubiquitous in continuous mechanics, with particular attention to those phenomena ruled by complex micro-physics, impractical to theoretical…

Plasma Physics · Physics 2022-06-16 Francesco Miniati , Gianluca Gregori

We collect some examples of optimal transports in order to explore the (in)stability of the identity map as an optimal transport. First, we consider density and domain perturbations near regular portions of domains. Second, we investigate…

Analysis of PDEs · Mathematics 2017-10-11 Yash Jhaveri

Over the past five years, multi-marginal optimal transport, a generalization of the well known optimal transport problem of Monge and Kantorovich, has begun to attract considerable attention, due in part to a wide variety of emerging…

Analysis of PDEs · Mathematics 2014-09-12 Brendan Pass

This paper presents a mesoscopic traffic flow model that explicitly describes the spatio-temporal evolution of the probability distributions of vehicle trajectories. The dynamics are represented by a sequence of factor graphs, which enable…

Machine Learning · Statistics 2019-09-25 Saif Eddin Jabari , Deepthi Mary Dilip , DianChao Lin , Bilal Thonnam Thodi

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 develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation…

Probability · Mathematics 2024-02-02 Matthias Erbar , Martin Huesmann , Jonas Jalowy , Bastian Müller

Leveraging connections between diffusion-based sampling, optimal transport, and stochastic optimal control through their shared links to the Schr\"odinger bridge problem, we propose novel objective functions that can be used to transport…

Machine Learning · Statistics 2024-10-11 Qijia Jiang , David Nabergoj

Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…

Computational Geometry · Computer Science 2023-11-07 Pankaj K. Agarwal , Sharath Raghvendra , Pouyan Shirzadian , Keegan Yao

We propose a novel algorithm for offline reinforcement learning using optimal transport. Typically, in offline reinforcement learning, the data is provided by various experts and some of them can be sub-optimal. To extract an efficient…

Machine Learning · Computer Science 2024-10-21 Arip Asadulaev , Rostislav Korst , Alexander Korotin , Vage Egiazarian , Andrey Filchenkov , Evgeny Burnaev

Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…

Systems and Control · Electrical Eng. & Systems 2021-06-09 Renátó Besenczi , Norbert Bátfai , Péter Jeszenszky , Roland Major , Fanny Monori , Márton Ispány

This paper is devoted to the study of couplings of the Lebesgue measure and the Poisson point process. We prove existence and uniqueness of an optimal coupling whenever the asymptotic mean transportation cost is finite. Moreover, we give…

Probability · Mathematics 2013-08-14 Martin Huesmann , Karl-Theodor Sturm
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