Related papers: Monge-Kantorovich Fitting With Sobolev Budgets
This brief note aims to introduce the recent paradigm of distributional robustness in the field of shape and topology optimization. Acknowledging that the probability law of uncertain physical data is rarely known beyond a rough…
Computing Wasserstein barycenters of discrete measures has recently attracted considerable attention due to its wide variety of applications in data science. In general, this problem is NP-hard, calling for practical approximative…
We consider the population Wasserstein barycenter problem for random probability measures supported on a finite set of points and generated by an online stream of data. This leads to a complicated stochastic optimization problem where the…
In this work, we investigate a stochastic control framework for global optimization over both Euclidean spaces and the Wasserstein space of probability measures, where the objective function may be non-convex and/or non-differentiable. In…
In moldable job scheduling, we are provided $m$ identical machines and $n$ jobs that can be executed on a variable number of machines. The execution time of each job depends on the number of machines assigned to execute that job. For the…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
A standard method for designing randomized algorithms to approximately count the number of solutions of a problem in $\#$P, is by constructing a rapidly mixing Markov chain converging to the uniform distribution over this set of solutions.…
We consider the problem of maximizing a non-negative monotone submodular function subject to a knapsack constraint, which is also known as the Budgeted Submodular Maximization (BSM) problem. Sviridenko (2004) showed that by guessing 3…
Solving partially observable Markov decision processes (POMDPs) with high dimensional and continuous observations, such as camera images, is required for many real life robotics and planning problems. Recent researches suggested machine…
In this paper, we consider convex stochastic optimization problems arising in machine learning applications (e.g., risk minimization) and mathematical statistics (e.g., maximum likelihood estimation). There are two main approaches to solve…
We consider the problem of multi-objective maximization of monotone submodular functions subject to cardinality constraint, often formulated as $\max_{|A|=k}\min_{i\in\{1,\dots,m\}}f_i(A)$. While it is widely known that greedy methods work…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…
We establish quantitative convergence rates for stochastic particle approximation based on Nanbu-type Monte Carlo schemes applied to a broad class of collisional kinetic models. Using coupling techniques and stability estimates in the…
This paper studies lower bounds for fundamental optimization problems in the CONGEST model. We show that solving problems exactly in this model can be a hard task, by providing $\tilde{\Omega}(n^2)$ lower bounds for cornerstone problems,…
We consider learning in an adversarial environment, where an $\varepsilon$-fraction of samples from a distribution $P$ are arbitrarily modified (global corruptions) and the remaining perturbations have average magnitude bounded by $\rho$…
Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…
Recent advances in spectral optimization, notably Muon, have demonstrated that constraining update steps to the Stiefel manifold can significantly accelerate training and improve generalization. However, Muon implicitly assumes an isotropic…
We study the stochastic shortest path (SSP) problem in reinforcement learning with linear function approximation, where the transition kernel is represented as a linear mixture of unknown models. We call this class of SSP problems as linear…
A multiple objective simulation optimization algorithm named Multiple Objective Probabilistic Branch and Bound with Single Observation (MOPBnB(so)) is presented for approximating the Pareto optimal set and the associated efficient frontier…
Applications of optimal transport have recently gained remarkable attention thanks to the computational advantages of entropic regularization. However, in most situations the Sinkhorn approximation of the Wasserstein distance is replaced by…