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Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…

Machine Learning · Statistics 2025-03-12 Chen Xu , Xiuyuan Cheng , Yao Xie

We propose a Bayesian inference approach for static Origin-Destination (OD)-estimation in large-scale networked transit systems. The approach finds posterior distribution estimates of the OD-coefficients, which describe the relative…

Applications · Statistics 2021-05-28 Steffen O. P. Blume , Francesco Corman , Giovanni Sansavini

In Bayesian applications, there is a huge interest in rapid and accurate estimation of the posterior distribution, particularly for high dimensional or hierarchical models. In this article, we propose to use optimization to solve for a…

Computation · Statistics 2021-03-12 Leo L. Duan

With the widespread application of optimal transport (OT), its calculation becomes essential, and various algorithms have emerged. However, the existing methods either have low efficiency or cannot represent discontinuous maps. A novel…

Computer Vision and Pattern Recognition · Computer Science 2023-11-14 Zezeng Li , Shenghao Li , Lianbao Jin , Na Lei , Zhongxuan Luo

Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which requires minimal hyperparameter tuning and scales favorably to…

Machine Learning · Statistics 2023-10-13 Jonah Botvinick-Greenhouse , Yunan Yang , Romit Maulik

Optimal Transport (OT) distances such as Wasserstein have been used in several areas such as GANs and domain adaptation. OT, however, is very sensitive to outliers (samples with large noise) in the data since in its objective function,…

Machine Learning · Computer Science 2020-10-13 Yogesh Balaji , Rama Chellappa , Soheil Feizi

We propose a machine-learning algorithm for Bayesian inverse problems in the function-space regime based on one-step generative transport. Building on the Mean Flows, we learn a fully conditional amortized sampler with a neural-operator…

Machine Learning · Statistics 2026-03-17 Zilan Cheng , Li-Lian Wang , Zhongjian Wang

Distributional data have become increasingly prominent in modern signal processing, highlighting the necessity of computing optimal transport (OT) maps across multiple probability distributions. Nevertheless, recent studies on neural OT…

Machine Learning · Computer Science 2025-04-25 Mingchen Jiang , Peng Xu , Xichen Ye , Xiaohui Chen , Yun Yang , Yifan Chen

Optimal Transport (OT) is a mathematical framework that first emerged in the eighteenth century and has led to a plethora of methods for answering many theoretical and applied questions. The last decade has been a witness to the remarkable…

Machine Learning · Computer Science 2024-03-25 Abdelwahed Khamis , Russell Tsuchida , Mohamed Tarek , Vivien Rolland , Lars Petersson

In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value $\theta^\circ$ that generates the data.…

Statistics Theory · Mathematics 2015-02-03 Jan Johannes , Anna Simoni , Rudolf Schenk

We study statistical inference for the optimal transport (OT) map (also known as the Brenier map) from a known absolutely continuous reference distribution onto an unknown finitely discrete target distribution. We derive limit distributions…

Statistics Theory · Mathematics 2024-05-21 Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

Statistics Theory · Mathematics 2023-01-05 Shayan Hundrieser , Gilles Mordant , Christoph Alexander Weitkamp , Axel Munk

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

Machine Learning · Statistics 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard

\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…

Machine Learning · Statistics 2025-12-24 Hedibert Lopes , Nick Polson , Vadim Sokolov

Imbalanced data pose challenges for deep learning based classification models. One of the most widely-used approaches for tackling imbalanced data is re-weighting, where training samples are associated with different weights in the loss…

Machine Learning · Computer Science 2022-08-08 Dandan Guo , Zhuo Li , Meixi Zheng , He Zhao , Mingyuan Zhou , Hongyuan Zha

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…

The power and flexibility of Optimal Transport (OT) have pervaded a wide spectrum of problems, including recent Machine Learning challenges such as unsupervised domain adaptation. Its essence of quantitatively relating two probability…

Image and Video Processing · Electrical Eng. & Systems 2023-04-18 Bo Jiang , Hamid Krim , Tianfu Wu , Derya Cansever

We present a general strategy for turning generative models into candidate solution samplers for batch Bayesian optimization (BO). The use of generative models for BO enables large batch scaling as generative sampling, optimization of…

Machine Learning · Statistics 2026-05-15 Rafael Oliveira , Daniel M. Steinberg , Edwin V. Bonilla

We present the Sequential Ensemble Transform (SET) method, an approach for generating approximate samples from a Bayesian posterior distribution. The method explores the posterior distribution by solving a sequence of discrete optimal…

Methodology · Statistics 2020-09-22 Aaron Myers , Alexandre H. Thiery , Kainan Wang , Tan Bui-Thanh

The Generative Adversarial Networks (GAN) framework is a well-established paradigm for probability matching and realistic sample generation. While recent attention has been devoted to studying the theoretical properties of such models, a…

Machine Learning · Statistics 2020-07-30 Giulia Luise , Massimiliano Pontil , Carlo Ciliberto