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We consider a general task called partial Wasserstein covering with the goal of providing information on what patterns are not being taken into account in a dataset (e.g., dataset used during development) compared with another dataset(e.g.,…
The Artificial Compressibility Method (ACM) for the incompressible Navier-Stokes equations is (link-wise) reformulated (referred to as LW-ACM) by a finite set of discrete directions (links) on a regular Cartesian mesh, in analogy with the…
Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…
Capacity formulas and random-coding exponents are derived for a generalized family of Gel'fand-Pinsker coding problems. These exponents yield asymptotic upper bounds on the achievable log probability of error. In our model, information is…
Wasserstein barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their…
We formulate a class of velocity-free finite-particle methods for mass transport problems based on a time-discrete incremental variational principle that combines entropy and the cost of particle transport, as measured by the Wasserstein…
This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…
Wasserstein gradient and Hamiltonian flows have emerged as essential tools for modeling complex dynamics in the natural sciences, with applications ranging from partial differential equations (PDEs) and optimal transport to quantum…
Two geometrical structures have been extensively studied for a manifold of probability distributions. One is based on the Fisher information metric, which is invariant under reversible transformations of random variables, while the other is…
Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…
The efficiency of a Markov sampler based on the underdamped Langevin diffusion is studied for high dimensional targets with convex and smooth potentials. We consider a classical second-order integrator which requires only one gradient…
We study the non-uniform capacitated multi-item lot-sizing (\lotsizing) problem. In this problem, there is a set of demands over a planning horizon of $T$ time periods and all demands must be satisfied on time. We can place an order at the…
The $k$-Facility Location problem is a generalization of the classical problems $k$-Median and Facility Location. The goal is to select a subset of at most $k$ facilities that minimizes the total cost of opened facilities and established…
We address the estimation problem for general finite mixture models, with a particular focus on the elliptical mixture models (EMMs). Compared to the widely adopted Kullback-Leibler divergence, we show that the Wasserstein distance provides…
Sampling from nonsmooth target probability distributions is essential in various applications, including the Bayesian Lasso. We propose a splitting-based sampling algorithm for the time-implicit discretization of the probability flow for…
This paper presents a method for computing a finite-blocklength converse for the rate of fixed-length codes with feedback used on discrete memoryless channels (DMCs). The new converse is expressed in terms of a stochastic control problem…
Wasserstein distances define a metric between probability measures on arbitrary metric spaces, including meta-measures (measures over measures). The resulting Wasserstein over Wasserstein (WoW) distance is a powerful, but computationally…
Variational Quantum Algorithms have emerged as a leading paradigm for near-term quantum computation. In such algorithms, a parameterized quantum circuit is controlled via a classical optimization method that seeks to minimize a…
We combine several recent advancements to solve $(1+\varepsilon)$-transshipment and $(1+\varepsilon)$-maximum flow with a parallel algorithm with $\tilde{O}(1/\varepsilon)$ depth and $\tilde{O}(m/\varepsilon)$ work. We achieve this by…
We derive a new Sequential-Monte-Carlo-based algorithm to estimate the capacity of two-dimensional channel models. The focus is on computing the noiseless capacity of the 2-D one-infinity run-length limited constrained channel, but the…