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Transportation of measure provides a versatile approach for modeling complex probability distributions, with applications in density estimation, Bayesian inference, generative modeling, and beyond. Monotone triangular transport…

Machine Learning · Statistics 2024-02-27 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…

Computation · Statistics 2019-06-11 Matthew Parno , Youssef Marzouk

We study the problem of causal structure learning from data using optimal transport (OT). Specifically, we first provide a constraint-based method which builds upon lower-triangular monotone parametric transport maps to design conditional…

Methodology · Statistics 2023-05-30 Sina Akbari , Luca Ganassali , Negar Kiyavash

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv

The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common across modern scientific environments. The ability to transform samples from one distribution $P$ to another distribution $Q$…

Machine Learning · Statistics 2018-11-30 Diego A. Mesa , Justin Tantiongloc , Marcela Mendoza , Todd P. Coleman

Graphs are an essential part of many machine learning problems such as analysis of parse trees, social networks, knowledge graphs, transportation systems, and molecular structures. Applying machine learning in these areas typically involves…

Artificial Intelligence · Computer Science 2019-07-16 Mehdi Ben Lazreg , Morten Goodwin , Ole-Christoffer Granmo

We discuss a Monte Carlo Markov Chain (MCMC) procedure for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We show that an approach inspired by optimal transport allows us to bound…

Probability · Mathematics 2010-07-28 Lucas Gerin

General-purpose Markov Chain Monte Carlo sampling algorithms suffer from a dramatic reduction in efficiency as the system being studied is driven towards a critical point. Recently, a series of seminal studies suggested that normalizing…

High Energy Physics - Lattice · Physics 2021-11-24 Luigi Del Debbio , Joe Marsh Rossney , Michael Wilson

We consider the problem of sampling lattice field configurations on a lattice from the Boltzmann distribution corresponding to some action. Since such densities arise as approximationw of an underlying functional density, we frame the task…

Machine Learning · Computer Science 2024-11-27 Bálint Máté , François Fleuret

Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…

Transport maps can ease the sampling of distributions with non-trivial geometries by transforming them into distributions that are easier to handle. The potential of this approach has risen with the development of Normalizing Flows (NF)…

Machine Learning · Statistics 2024-02-20 Louis Grenioux , Alain Durmus , Éric Moulines , Marylou Gabrié

Decision making under uncertainty is a cross-cutting challenge in science and engineering. Most approaches to this challenge employ probabilistic representations of uncertainty. In complicated systems accessible only via data or black-box…

Computation · Statistics 2025-03-28 Maximilian Ramgraber , Daniel Sharp , Mathieu Le Provost , Youssef Marzouk

We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…

Optimization and Control · Mathematics 2024-02-07 Bamdad Hosseini , Alexander W. Hsu , Amirhossein Taghvaei

Integration against, and hence sampling from, high-dimensional probability distributions is of essential importance in many application areas and has been an active research area for decades. One approach that has drawn increasing attention…

Numerical Analysis · Mathematics 2023-08-22 Ilja Klebanov , T. J. Sullivan

Large amounts of traffic can lead to negative effects such as increased car accidents, air pollution, and significant time wasted. Understanding traffic speeds on any given road segment can be highly beneficial for traffic management…

Machine Learning · Computer Science 2024-11-04 Alexandru T. Cismaru

We propose a new model of one-dimensional traffic flow using a coupled map lattice. In the model, each vehicle is assigned a map and changes its velocity according to it. A single map is designed so as to represent the motion of a vehicle…

Condensed Matter · Physics 2009-10-22 Satoshi Yukawa , Macoto Kikuchi

Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…

Other Computer Science · Computer Science 2016-03-23 Justin Solomon , Raif Rustamov , Leonidas Guibas , Adrian Butscher

Autonomous agents rely on sensor data to construct representations of their environments, essential for predicting future events and planning their actions. However, sensor measurements suffer from limited range, occlusions, and sensor…

Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…

Optimization and Control · Mathematics 2025-07-29 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

We introduce Neural Flow Maps, a novel simulation method bridging the emerging paradigm of implicit neural representations with fluid simulation based on the theory of flow maps, to achieve state-of-the-art simulation of inviscid fluid…

Graphics · Computer Science 2023-12-25 Yitong Deng , Hong-Xing Yu , Diyang Zhang , Jiajun Wu , Bo Zhu
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