Related papers: WHOMP: Optimizing Randomized Controlled Trials via…
Statistical methods are proposed to select homogeneous locations when analyzing spatial block maxima data, such as in extreme event attribution studies. The methods are based on classical hypothesis testing using Wald-type test statistics,…
Differential dynamic programming (DDP) is a popular technique for solving nonlinear optimal control problems with locally quadratic approximations. However, existing DDP methods are not designed for stochastic systems with unknown…
We advocate a new approach of addressing hidden structure problems and finding efficient quantum algorithms. We introduce and investigate the Hidden Symmetry Subgroup Problem (HSSP), which is a generalization of the well-studied Hidden…
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…
This paper discusses a class of combinatorial optimization problems with uncertain costs in the objective function. It is assumed that a sample of the cost realizations is available, which defines an empirical probability distribution for…
The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…
State discrimination is a useful test problem with which to clarify the power and limitations of different classes of measurement. We consider the problem of discriminating between given states of a bi-partite quantum system via sequential…
We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…
In this paper, we propose a minimax linear-quadratic control method to address the issue of inaccurate distribution information in practical stochastic systems. To construct a control policy that is robust against errors in an empirical…
We develop a novel clustering method for distributional data, where each data point is regarded as a probability distribution on the real line. For distributional data, it has been challenging to develop a clustering method that utilizes…
We propose a hybrid resampling method to approximate finitely supported Wasserstein barycenters on large-scale datasets, which can be combined with any exact solver. Nonasymptotic bounds on the expected error of the objective value as well…
We study the robust quickest change detection under unknown pre- and post-change distributions. To deal with uncertainties in the data-generating distributions, we formulate two data-driven ambiguity sets based on the Wasserstein distance,…
A robust clustering method for probabilities in Wasserstein space is introduced. This new "trimmed $k$-barycenters" approach relies on recent results on barycenters in Wasserstein space that allow intensive computation, as required by…
Evolutionary algorithms (EAs) are promising approaches for non-differentiable or strongly multimodal topology optimization problems, but they often suffer from the curse of dimensionality, generally leading to low-resolution optimized…
Deterministic discrimination of nonorthogonal states is forbidden by quantum measurement theory. However, if we do not want to succeed all the time, i.e. allow for inconclusive outcomes to occur, then unambiguous discrimination becomes…
Data-driven distributionally robust optimization is a recently emerging paradigm aimed at finding a solution that is driven by sample data but is protected against sampling errors. An increasingly popular approach, known as Wasserstein…
We describe a new method (HOP) for identifying groups of particles in N-body simulations. Having assigned to every particle an estimate of its local density, we associate each particle with the densest of the N_hop particles nearest to it.…
We study decision problems under uncertainty, where the decision-maker has access to $K$ data sources that carry {\em biased} information about the underlying risk factors. The biases are measured by the mismatch between the risk factor…
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…
We study a model for adversarial classification based on distributionally robust chance constraints. We show that under Wasserstein ambiguity, the model aims to minimize the conditional value-at-risk of the distance to misclassification,…