Related papers: Information-Based Martingale Optimal Transport
Influence maximization (IM) is a classic problem that aims to identify a small group of critical individuals, known as seeds, who can influence the largest number of users in a social network through word-of-mouth. This problem finds…
A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the statistical independence between two sets of random variables:…
Motion planning at urban intersections that accounts for the situation context, handles occlusions, and deals with measurement and prediction uncertainty is a major challenge on the way to urban automated driving. In this work, we address…
We present a new method, called Analysis-of-marginal-Tail-Means (ATM), for effective robust optimization of discrete black-box problems. ATM has important applications to many real-world engineering problems (e.g., manufacturing…
Flow Matching (FM) is an effective framework for training a model to learn a vector field that transports samples from a source distribution to a target distribution. To train the model, early FM methods use random couplings, which often…
How are we able to fix it so as to theoretically go over it, if the optimality and efficiency of the orbital angular momentum (OAM) multiplexing technique in a multi-input multi-output (MIMO) system fails in practice -- something that…
This paper introduces a simple efficient learning algorithms for general sequential decision making. The algorithm combines Optimism for exploration with Maximum Likelihood Estimation for model estimation, which is thus named OMLE. We prove…
In this paper we present a novel probabilistic sampling-based motion planning algorithm called the Fast Marching Tree algorithm (FMT*). The algorithm is specifically aimed at solving complex motion planning problems in high-dimensional…
Interpolatory methods offer a powerful framework for generating reduced-order models (ROMs) for non-parametric or parametric systems with time-varying inputs. Choosing the interpolation points adaptively remains an area of active interest.…
We consider data fusion for the purpose of smoothing and interpolation based on observation records with missing data. Stochastic processes are generated by linear stochastic models. The paper begins by drawing a connection between time…
We consider an optimal stopping problem where a constraint is placed on the distribution of the stopping time. Reformulating the problem in terms of so-called measure-valued martingales allows us to transform the marginal constraint into an…
The energetic optimization problem, e.g., searching for the optimal switch- ing protocol of certain system parameters to minimize the input work, has been extensively studied by stochastic thermodynamics. In current work, we study this…
The Capacitated Arc Routing Problem (CARP) occurs in applications like urban waste collection or winter gritting. It is usually defined in literature on an undirected graph , with a set of nodes and a set of edges. A fleet of identical…
The recent success of single-agent reinforcement learning (RL) in Internet of things (IoT) systems motivates the study of multi-agent reinforcement learning (MARL), which is more challenging but more useful in large-scale IoT. In this…
We consider the problem of selecting a seed set to maximize the expected number of influenced nodes in the social network, referred to as the \textit{influence maximization} (IM) problem. We assume that the topology of the social network is…
Iterative Proportional Fitting (IPF), combined with EM, is commonly used as an algorithm for likelihood maximization in undirected graphical models. In this paper, we present two iterative algorithms that generalize upon IPF. The first one…
Information-driven engines that rectify thermal fluctuations are a modern realization of the Maxwell-demon thought experiment. We introduce a simple design based on a heavy colloidal particle, held by an optical trap and immersed in water.…
Distributionally robust optimization has been shown to offer a principled way to regularize learning models. In this paper, we find that Tikhonov regularization is distributionally robust in an optimal transport sense (i.e., if an adversary…
We propose a fast greedy algorithm to compute sparse representations of signals from continuous dictionaries that are factorizable, i.e., with atoms that can be separated as a product of sub-atoms. Existing algorithms strongly reduce the…
We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…