English
Related papers

Related papers: k-Sample inference via Multimarginal Optimal Trans…

200 papers

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…

Probability · Mathematics 2022-12-27 Shayan Hundrieser , Marcel Klatt , Axel Munk

We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

Numerical Analysis · Mathematics 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

Training data are usually limited or heterogeneous in many chemical and biological applications. Existing machine learning models for chemistry and materials science fail to consider generalizing beyond training domains. In this article, we…

Machine Learning · Computer Science 2023-10-31 Fang Wu , Nicolas Courty , Shuting Jin , Stan Z. Li

Optimal transport (OT) is a widely used technique in machine learning, graphics, and vision that aligns two distributions or datasets using their relative geometry. In symmetry-rich settings, however, OT alignments based solely on pairwise…

Machine Learning · Computer Science 2025-09-26 Annabel Ma , Kaiying Hou , David Alvarez-Melis , Melanie Weber

This paper reviews recent advancements in the application of optimal transport (OT) to multivariate distribution-free nonparametric testing. Inspired by classical rank-based methods, such as Wilcoxon's rank-sum and signed-rank tests, we…

Methodology · Statistics 2025-03-18 Zhen Huang , Bodhisattva Sen

We employ scoring functions, used in statistics for eliciting risk functionals, as cost functions in the Monge-Kantorovich (MK) optimal transport problem. This gives raise to a rich variety of novel asymmetric MK divergences, which subsume…

Risk Management · Quantitative Finance 2024-04-11 Silvana M. Pesenti , Steven Vanduffel

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

Data Structures and Algorithms · Computer Science 2025-01-14 Sina Moradi

Many causal parameters depend on a moment of the joint distribution of potential outcomes. Such parameters are especially relevant in policy evaluation settings, where noncompliance is common and accommodated through the model of Imbens &…

Econometrics · Economics 2023-11-17 Daniel Ober-Reynolds

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

In this paper we study multivariate ranks and quantiles, defined using the theory of optimal transport, and build on the work of Chernozhukov et al.(2017) and Hallin et al.(2021). We study the characterization, computation and properties of…

Statistics Theory · Mathematics 2021-05-06 Promit Ghosal , Bodhisattva Sen

Large-scale biomedical vision-language models (VLMs) adapted on high-end imaging (e.g., CT) often fail to transfer to frontline low-end modalities (e.g., radiography), collapsing into modality-specific shortcuts. We propose K-MaT…

Computer Vision and Pattern Recognition · Computer Science 2026-03-09 Jiajun Zeng , Shadi Albarqouni

Testing whether two graphs come from the same distribution is of interest in many real world scenarios, including brain network analysis. Under the random dot product graph model, the nonparametric hypothesis testing frame-work consists of…

The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…

Mathematical Finance · Quantitative Finance 2021-09-30 Alessandro Doldi , Marco Frittelli

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

In this paper we focus on comparative diagnostic trials which are frequently employed to compare two markers with continuous or ordinal results. We derive explicit expressions for the optimal sampling ratio based on a common variance…

Applications · Statistics 2012-06-19 Ting Dong , Liansheng Larry Tang , William F. Rosenberger

We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…

Signal Processing · Electrical Eng. & Systems 2024-02-02 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

Estimating the reachable set of a dynamical system is a fundamental problem in control theory, particularly when control inputs are bounded. Direct simulation using randomly sampled admissible controls often leads to trajectories that…

Optimization and Control · Mathematics 2025-11-20 Karthik Elamvazhuthi , Sachin Shivakumar

We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measured in Wasserstein distance, which are applicable to a wide…

Optimization and Control · Mathematics 2024-01-17 Erhan Bayraktar , Stephan Eckstein , Xin Zhang

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…

Optimization and Control · Mathematics 2020-07-03 Arthur Mensch , Gabriel Peyré

The null hypothesis of equality of distributions of functional data coming from $K$ samples is considered. The proposed test statistic is multivariate and its components are based on pairwise Cram\'{e}r von Mises comparisons of empirical…

Statistics Theory · Mathematics 2025-04-25 Šárka Hudecová , Daniel Hlubinka , Zdeněk Hlávka
‹ Prev 1 4 5 6 7 8 10 Next ›