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Optimal transport has been used to define bijective nonlinear transforms and different transport-related metrics for discriminating data and signals. Here we briefly describe the advances in this topic with the main applications and…

Optimization and Control · Mathematics 2024-06-25 Rocío Díaz Martín , Ivan V. Medri , Gustavo Kunde Rohde

Referred to as the third rung of the causal inference ladder, counterfactual queries typically ask the "What if ?" question retrospectively. The standard approach to estimate counterfactuals resides in using a structural equation model that…

Machine Learning · Computer Science 2023-01-18 Edward De Brouwer

We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…

Computation · Statistics 2024-08-20 Karina Koval , Roland Herzog , Robert Scheichl

We develop a synthetic, variational framework for deriving comparison principles in infinite-dimensional Banach spaces. Unlike traditional approaches that rely on the regularity of minimizers and Euler--Lagrange equations, our method…

Optimization and Control · Mathematics 2025-12-01 Flavien Léger , Maxime Sylvestre

Existing work in data fusion has covered identification of causal estimands when integrating data from heterogeneous sources. These results typically require additional assumptions to make valid estimation and inference. However, there is…

Methodology · Statistics 2023-01-10 Ngoc Q. Duong , Amy J. Pitts , Soohyun Kim , Caleb H. Miles

Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…

Machine Learning · Computer Science 2024-11-05 Edwige Cyffers , Muni Sreenivas Pydi , Jamal Atif , Olivier Cappé

The ability to measure similarity between documents enables intelligent summarization and analysis of large corpora. Past distances between documents suffer from either an inability to incorporate semantic similarities between words or from…

Machine Learning · Computer Science 2019-11-05 Mikhail Yurochkin , Sebastian Claici , Edward Chien , Farzaneh Mirzazadeh , Justin Solomon

Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…

Machine Learning · Statistics 2025-06-19 Panos Tsimpos , Zhi Ren , Jakob Zech , Youssef Marzouk

Applications such as the analysis of microbiome data have led to renewed interest in statistical methods for compositional data, i.e., multivariate data in the form of probability vectors that contain relative proportions. In particular,…

Methodology · Statistics 2021-09-13 Shiqing Yu , Mathias Drton , Ali Shojaie

Much research has been devoted to the problem of learning fair representations; however, they do not explicitly the relationship between latent representations. In many real-world applications, there may be causal relationships between…

Machine Learning · Computer Science 2023-12-19 Ziqi Xu , Jixue Liu , Debo Cheng , Jiuyong Li , Lin Liu , Ke Wang

We introduce a constrained optimal transport problem where origins $x$ can only be transported to destinations $y\geq x$. Our statistical motivation is to describe the sharp upper bound for the variance of the treatment effect $Y-X$ given…

Optimization and Control · Mathematics 2021-06-22 Marcel Nutz , Ruodu Wang

Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

Machine Learning · Statistics 2020-11-10 Titouan Vayer

Estimating the parameters of a probabilistic directed graphical model from incomplete data is a long-standing challenge. This is because, in the presence of latent variables, both the likelihood function and posterior distribution are…

Machine Learning · Computer Science 2024-06-04 Vy Vo , Trung Le , Tung-Long Vuong , He Zhao , Edwin Bonilla , Dinh Phung

The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…

Mathematical Physics · Physics 2025-06-27 Emanuele Caputo , Augusto Gerolin , Nataliia Monina , Lorenzo Portinale

With the advent of the AI Act and other regulations, there is now an urgent need for algorithms that repair unfairness in training data. In this paper, we define fairness in terms of conditional independence between protected attributes…

Machine Learning · Computer Science 2024-03-22 Abigail Langbridge , Anthony Quinn , Robert Shorten

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

Optimization and Control · Mathematics 2018-05-02 Justin Solomon

To determine causal relationships between two variables, approaches based on Functional Causal Models (FCMs) have been proposed by properly restricting model classes; however, the performance is sensitive to the model assumptions, which…

Machine Learning · Computer Science 2022-03-30 Ruibo Tu , Kun Zhang , Hedvig Kjellström , Cheng Zhang

Existing tools for explaining complex models and systems are associational rather than causal and do not provide mechanistic understanding. We propose a new notion called counterfactual explainability for causal attribution that is…

Machine Learning · Statistics 2025-10-07 Zijun Gao , Qingyuan Zhao

We present a statistical testing framework to detect if a given machine learning classifier fails to satisfy a wide range of group fairness notions. The proposed test is a flexible, interpretable, and statistically rigorous tool for…

Machine Learning · Statistics 2021-06-03 Nian Si , Karthyek Murthy , Jose Blanchet , Viet Anh Nguyen

In this work we consider algorithms for reconstructing time-varying data into a finite sum of discrete trajectories, alternatively, an off-the-grid sparse-spikes decomposition which is continuous in time. Recent work showed that this…

Optimization and Control · Mathematics 2022-12-26 Vincent Duval , Robert Tovey
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