Related papers: Schr\"odinger bridge for generative AI: Soft-const…
Stochastic Gradient Descent (SGD), a widely used optimization algorithm in deep learning, is often limited to converging to local optima due to the non-convex nature of the problem. Leveraging these local optima to improve model performance…
Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…
Turbulence governs the transport of momentum, energy, and scalars in many geophysical and engineering flows. In large-eddy simulations (LES), parameterizing subgrid-scale (SGS) stresses remains a central challenge, as unresolved physical…
Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative…
The purpose of this article is to study a stochastic control problem on a junction, with control at the junction point. The problem of control is formulated in the weak sense, using a relaxed control, namely a control which takes values in…
Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…
We develop a quantitative contraction framework for Schrodinger and Sinkhorn bridges based on transportation-cost inequalities and Riccati matrix difference equations. Our approach combines logarithmic Sobolev and Talagrand-type…
We study convergence lower bounds of without-replacement stochastic gradient descent (SGD) for solving smooth (strongly-)convex finite-sum minimization problems. Unlike most existing results focusing on final iterate lower bounds in terms…
We consider the problem of sampling transition paths between two given metastable states of a molecular system, e.g. a folded and unfolded protein or products and reactants of a chemical reaction. Due to the existence of high energy…
The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…
A major challenge in training deep neural networks is overfitting, i.e. inferior performance on unseen test examples compared to performance on training examples. To reduce overfitting, stochastic regularization methods have shown superior…
A key challenge for soft materials design and coarse-graining simulations is determining interaction potentials between components that give rise to desired condensed-phase structures. In theory, the Ornstein-Zernike equation provides an…
Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…
Large-size populations consisting of a continuum of identical and non-cooperative agents with stochastic dynamics are useful in modeling various biological and engineered systems. This paper addresses the stochastic control problem of…
We consider stochastic strongly-convex-strongly-concave (SCSC) saddle point (SP) problems which frequently arise in applications ranging from distributionally robust learning to game theory and fairness in machine learning. We focus on the…
Spiking Neural Networks (SNNs) are more biologically plausible and computationally efficient. Therefore, SNNs have the natural advantage of drawing the sparse structural plasticity of brain development to alleviate the energy problems of…
We analyze a simple randomized subgradient method for approximating solutions to stochastic systems of convex functional constraints, the only input to the algorithm being the size of minibatches. By introducing a new notion of what is…
Scene Graph Generation (SGG) aims to explore the relationships between objects in images and obtain scene summary graphs, thereby better serving downstream tasks. However, the long-tailed problem has adversely affected the scene graph's…
Motivated by recent developments in the calibration of stochastic volatility models (SVMs for short), we study continuous-time formulations of martingale optimal transport and martingale Schr\"odinger bridge problems. We establish duality…
Stochastic-gradient-based optimization has been a core enabling methodology in applications to large-scale problems in machine learning and related areas. Despite the progress, the gap between theory and practice remains significant, with…