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We investigate the problem of sampling from posterior distributions with intractable normalizing constants in Bayesian inference. Our solution is a new generative modeling approach based on optimal transport (OT) that learns a deterministic…

Computation · Statistics 2026-03-03 Ke Li , Wei Han , Yuexi Wang , Yun Yang

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…

Methodology · Statistics 2019-02-06 E. del Barrio , J. A. Cuesta-Albertos , C. Matrán , A. Mayo-Íscar

This paper presents an algorithm for the preprocessing of observation data aimed at improving the robustness of orbit determination tools. Two objectives are fulfilled: obtain a refined solution to the initial orbit determination problem…

Numerical Analysis · Mathematics 2023-11-07 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Matteo Losacco , Francesco Sanfedino

We provide theoretical complexity analysis for new algorithms to compute the optimal transport (OT) distance between two discrete probability distributions, and demonstrate their favorable practical performance over state-of-art primal-dual…

Data Structures and Algorithms · Computer Science 2020-06-16 Wenshuo Guo , Nhat Ho , Michael I. Jordan

Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

Machine Learning · Computer Science 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

The two main topics of this paper are the introduction of the "optimally tuned improper maximum likelihood estimator" (OTRIMLE) for robust clustering based on the multivariate Gaussian model for clusters, and a comprehensive simulation…

Methodology · Statistics 2017-01-31 Pietro Coretto , Christian Hennig

We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean…

Data Structures and Algorithms · Computer Science 2022-11-30 Ilias Diakonikolas , Daniel M. Kane , Jasper C. H. Lee , Ankit Pensia

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…

Optimization and Control · Mathematics 2021-06-09 Mert Gürbüzbalaban , Andrzej Ruszczyński , Landi Zhu

Unbalanced optimal transport (UOT) extends classical optimal transport to measures with different total masses, but statistical guarantees for Monge-type estimation remain limited. We study unbalanced transport with quadratic cost and…

Statistics Theory · Mathematics 2026-05-12 Donlapark Ponnoprat , Noboru Isobe , Masaaki Imaizumi

This paper addresses an Optimal Transport (OT)-based efficient multi-robot exploration problem, considering the energy constraints of a multi-robot system. The efficiency in this problem implies how a team of robots (agents) covers a given…

Systems and Control · Electrical Eng. & Systems 2020-09-03 Rabiul Hasan Kabir , Kooktae Lee

The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli

We benchmark the robustness of maximum likelihood based uncertainty estimation methods to outliers in training data for regression tasks. Outliers or noisy labels in training data results in degraded performances as well as incorrect…

Machine Learning · Computer Science 2022-02-09 Deebul S. Nair , Nico Hochgeschwender , Miguel A. Olivares-Mendez

Optimal Transport (OT) problem aims to find a transport plan that bridges two distributions while minimizing a given cost function. OT theory has been widely utilized in generative modeling. In the beginning, OT distance has been used as a…

Machine Learning · Computer Science 2024-03-08 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

Statistics Theory · Mathematics 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

Estimating the 3DoF rotation from a single RGB image is an important yet challenging problem. As a popular approach, probabilistic rotation modeling additionally carries prediction uncertainty information, compared to single-prediction…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Yingda Yin , Jiangran Lyu , Yang Wang , Haoran Liu , He Wang , Baoquan Chen

Optimal transport (OT) and unbalanced optimal transport (UOT) are central in many machine learning, statistics and engineering applications. 1D OT is easily solved, with complexity O(n log n), but no efficient algorithm was known for 1D…

Performance · Computer Science 2024-02-15 Gabriel Gouvine

The relevance of optimal transport methods to machine learning has long been hindered by two salient limitations. First, the $O(n^3)$ computational cost of standard sample-based solvers (when used on batches of $n$ samples) is prohibitive.…

Machine Learning · Computer Science 2023-06-01 Meyer Scetbon , Michal Klein , Giovanni Palla , Marco Cuturi

We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we propose a sampling gradient quantization scheme that allows…

Optimization and Control · Mathematics 2020-10-28 Roman Krawtschenko , César A. Uribe , Alexander Gasnikov , Pavel Dvurechensky

Computational implementation of optimal transport barycenters for a set of target probability measures requires a form of approximation, a widespread solution being empirical approximation of measures. We provide an $O(\sqrt{N/n})$…

Optimization and Control · Mathematics 2025-11-19 Léo Portales , Edouard Pauwels , Elsa Cazelles

Clustering is a fundamental task in the computer vision and machine learning community. Although various methods have been proposed, the performance of existing approaches drops dramatically when handling incomplete high-dimensional data…

Computer Vision and Pattern Recognition · Computer Science 2021-03-23 Mingjie Luo , Siwei Wang , Xinwang Liu , Wenxuan Tu , Yi Zhang , Xifeng Guo , Sihang Zhou , En Zhu
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