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We provide the first streaming algorithm for computing a provable approximation to the $k$-means of sparse Big data. Here, sparse Big Data is a set of $n$ vectors in $\mathbb{R}^d$, where each vector has $O(1)$ non-zeroes entries, and…

Data Structures and Algorithms · Computer Science 2016-02-09 Artem Barger , Dan Feldman

We study the problem of robust distribution estimation under the Wasserstein distance, a popular discrepancy measure between probability distributions rooted in optimal transport (OT) theory. Given $n$ samples from an unknown distribution…

Machine Learning · Statistics 2024-09-25 Sloan Nietert , Rachel Cummings , Ziv Goldfeld

Full waveform inversion (FWI) is an important and popular technique in subsurface earth property estimation. However, using the least-squares norm in the misfit function often leads to the local minimum solution of the optimization problem,…

Numerical Analysis · Mathematics 2021-04-06 Da Li , Michael P. Lamoureux , Wenyuan Liao

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

Statistics Theory · Mathematics 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

We introduce the supervised Gromov-Wasserstein (sGW) optimal transport, an extension of Gromov-Wasserstein by incorporating potential infinity patterns in the cost tensor. sGW enables the enforcement of application-induced constraints such…

Optimization and Control · Mathematics 2024-01-15 Zixuan Cang , Yaqi Wu , Yanxiang Zhao

We study streaming algorithms for the fundamental geometric problem of computing the cost of the Euclidean Minimum Spanning Tree (MST) on an $n$-point set $X \subset \mathbb{R}^d$. In the streaming model, the points in $X$ can be added and…

Data Structures and Algorithms · Computer Science 2022-12-14 Vincent Cohen-Addad , Xi Chen , Rajesh Jayaram , Amit Levi , Erik Waingarten

We present StreamNet, an autoencoder architecture for the analysis of the highly heterogeneous geometry of large collections of white matter streamlines. This proposed framework takes advantage of geometry-preserving properties of the…

Quantitative Methods · Quantitative Biology 2022-10-20 Andrew Lizarraga , Katherine L. Narr , Kirsten A. Donald , Shantanu H. Joshi

This study addresses the challenge of inaccurate gradients in computing the empirical Fisher Information Matrix during neural network pruning. We introduce SWAP, a formulation of Entropic Wasserstein regression (EWR) for pruning,…

Artificial Intelligence · Computer Science 2024-02-21 Lei You , Hei Victor Cheng

Compression algorithms and streaming algorithms are both powerful tools for dealing with massive data sets, but many of the best compression algorithms -- e.g., those based on the Burrows-Wheeler Transform -- at first seem incompatible with…

Information Theory · Computer Science 2008-04-19 Travis Gagie

This paper studies a combined space partitioning and network flow optimization problem, with applications to large-scale power, transportation, or communication systems. In dense wireless networks, one may want to simultaneously optimize…

Optimization and Control · Mathematics 2025-09-16 Théo Laurentin , Patrick Coirault , Emmanuel Moulay , Antoine Lesage-Landry , Jerome Le Ny

The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…

Optimization and Control · Mathematics 2025-10-10 Beatrice Acciaio , Songyan Hou , Gudmund Pammer

Streaming computation plays an important role in large-scale data analysis. The sliding window model is a model of streaming computation which also captures the recency of the data. In this model, data arrives one item at a time, but only…

Data Structures and Algorithms · Computer Science 2021-11-01 Alessandro Epasto , Mohammad Mahdian , Vahab Mirrokni , Peilin Zhong

Given a finite set of points $P \subseteq \mathbb{R}^d$, we would like to find a small subset $S \subseteq P$ such that the convex hull of $S$ approximately contains $P$. More formally, every point in $P$ is within distance $\epsilon$ from…

Computational Geometry · Computer Science 2017-12-15 Avrim Blum , Vladimir Braverman , Ananya Kumar , Harry Lang , Lin F. Yang

We initiate the study of numerical linear algebra in the sliding window model, where only the most recent $W$ updates in a stream form the underlying data set. We first introduce a unified row-sampling based framework that gives randomized…

Data Structures and Algorithms · Computer Science 2023-04-12 Vladimir Braverman , Petros Drineas , Cameron Musco , Christopher Musco , Jalaj Upadhyay , David P. Woodruff , Samson Zhou

We introduce the Wasserstein Transform (WT), a general unsupervised framework for updating distance structures on given data sets with the purpose of enhancing features and denoising. Our framework represents each data point by a…

Machine Learning · Computer Science 2026-04-14 Kun Jin , Facundo Mémoli , Zane Smith , Zhengchao Wan

Gaussian smoothing has emerged as an effective technique for reducing the sample complexity of optimal transport. In this paper, we study the two-sample plug-in estimator of the Gaussian-smoothed Wasserstein cost…

Statistics Theory · Mathematics 2026-05-28 Jiaping Yang , Yunxin Zhang

In this study, we delve into the problem of self-supervised learning (SSL) utilizing the 1-Wasserstein distance on a tree structure (a.k.a., Tree-Wasserstein distance (TWD)), where TWD is defined as the L1 distance between two tree-embedded…

Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…

Machine Learning · Computer Science 2026-03-03 Philip Naumann , Jacob Kauffmann , Grégoire Montavon

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…

Data Structures and Algorithms · Computer Science 2019-06-04 Arun Jambulapati , Aaron Sidford , Kevin Tian

Approximate Bayesian Computation (ABC) is a popular method for approximate inference in generative models with intractable but easy-to-sample likelihood. It constructs an approximate posterior distribution by finding parameters for which…

Computation · Statistics 2020-03-09 Kimia Nadjahi , Valentin De Bortoli , Alain Durmus , Roland Badeau , Umut Şimşekli