Related papers: Learning stochastic dynamics from snapshots throug…
We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…
Route planning is essential to mobile robot navigation problems. In recent years, deep reinforcement learning (DRL) has been applied to learning optimal planning policies in stochastic environments without prior knowledge. However, existing…
Detecting dynamic patterns of task-specific responses shared across heterogeneous datasets is an essential and challenging problem in many scientific applications in medical science and neuroscience. In our motivating example of rodent…
Imitation learning with diffusion models has advanced robotic control by capturing the multi-modal action distributions. However, existing methods typically treat observations only as high-level conditions to the denoising network, rather…
Single-cell RNA sequencing (scRNA-seq), especially temporally resolved datasets, enables genome-wide profiling of gene expression dynamics at single-cell resolution across discrete time points. However, current technologies provide only…
Optimal Transport (OT) problem investigates a transport map that bridges two distributions while minimizing a given cost function. In this regard, OT between tractable prior distribution and data has been utilized for generative modeling…
In this paper, we present a neural network approach to address the dynamic unbalanced optimal transport problem on surfaces with point cloud representation. For surfaces with point cloud representation, traditional method is difficult to…
Optimal transport is a machine learning problem with applications including distribution comparison, feature selection, and generative adversarial networks. In this paper, we propose feature-robust optimal transport (FROT) for…
We study generative modeling for time series using entropic optimal transport and the Schr\"odinger bridge (SB) framework, with a focus on applications in finance and energy modeling. Extending the diffusion-based approach of Hamdouche,…
Recent diffusion probabilistic models (DPM) in the field of pansharpening have been gradually gaining attention and have achieved state-of-the-art (SOTA) performance. In this paper, we identify shortcomings in directly applying DPMs to the…
Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…
Autonomous robots operating in complex, unstructured environments face significant challenges due to latent, unobserved factors that obscure their understanding of both their internal state and the external world. Addressing this challenge…
Semi-supervised learning provides an effective paradigm for leveraging unlabeled data to improve a model's performance. Among the many strategies proposed, graph-based methods have shown excellent properties, in particular since they allow…
Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…
We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…
A major challenge in training deep neural networks is overfitting, i.e. inferior performance on unseen test examples compared to performance on training examples. To reduce overfitting, stochastic regularization methods have shown superior…
The stochastic differential and integral equations describing the system of particles weakly interacting among themselves which are absorbed and scattered by particles of a medium are considered. The time-dependent transport equation with…
We consider the problem of learning Stochastic Differential Equations of the form $dX_t = f(X_t)dt+\sigma(X_t)dW_t $ from one sample trajectory. This problem is more challenging than learning deterministic dynamical systems because one…
We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…
This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…