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Tilted (entropic) risk, obtained by applying a log-exponential transform to a base loss, is a well established tool in statistics and machine learning for emphasizing rare or high loss events while retaining a tractable optimization…

Machine Learning · Computer Science 2025-12-04 Vahid R. Ramezani , Benjamin Englard

With the discovery of Wasserstein GANs, Optimal Transport (OT) has become a powerful tool for large-scale generative modeling tasks. In these tasks, OT cost is typically used as the loss for training GANs. In contrast to this approach, we…

Machine Learning · Computer Science 2022-03-08 Litu Rout , Alexander Korotin , Evgeny Burnaev

The theory of Optimal Transport (OT) and Martingale Optimal Transport (MOT) were inspired by problems in economics and finance and have flourished over the past decades, making significant advances in theory and practice. MOT considers the…

Probability · Mathematics 2023-04-25 Tongseok Lim

In this work, we develop an optimal transport (OT) based framework to select informative prototypical examples that best represent a given target dataset. Summarizing a given target dataset via representative examples is an important…

Machine Learning · Computer Science 2021-04-06 Karthik S. Gurumoorthy , Pratik Jawanpuria , Bamdev Mishra

Optimal Power Flow (OPF) is an important tool used to coordinate assets in electric power systems to ensure customer voltages are within pre-defined tolerances and to improve distribution system operations. While convex relaxations of…

Optimization and Control · Mathematics 2016-11-18 Michael D. Sankur , Roel Dobbe , Emma Stewart , Duncan S. Callaway , Daniel B. Arnold

Neural processes (NPs) are a class of models that learn stochastic processes directly from data and can be used for inference, sampling and conditional sampling. We introduce a new NP model based on flow matching, a generative modeling…

Machine Learning · Computer Science 2026-01-01 Hussen Abu Hamad , Dan Rosenbaum

We study unsupervised generative modeling in terms of the optimal transport (OT) problem between true (but unknown) data distribution $P_X$ and the latent variable model distribution $P_G$. We show that the OT problem can be equivalently…

Flow models have rapidly become the go-to method for training and deploying large-scale generators, owing their success to inference-time flexibility via adjustable integration steps. A crucial ingredient in flow training is the choice of…

We propose a consistency model based on the optimal-transport flow. A physics-informed design of partially input-convex neural networks (PICNN) plays a central role in constructing the flow field that emulates the displacement…

Machine Learning · Computer Science 2025-11-11 Fanghui Song , Zhongjian Wang , Jiebao Sun

This paper studies the equitable and optimal transport (EOT) problem, which has many applications such as fair division problems and optimal transport with multiple agents etc. In the discrete distributions case, the EOT problem can be…

Optimization and Control · Mathematics 2021-10-04 Minhui Huang , Shiqian Ma , Lifeng Lai

Continuous normalizing flows (CNFs) construct invertible mappings between an arbitrary complex distribution and an isotropic Gaussian distribution using Neural Ordinary Differential Equations (neural ODEs). It has not been tractable on…

Computer Vision and Pattern Recognition · Computer Science 2022-03-29 Shian Du , Yihong Luo , Wei Chen , Jian Xu , Delu Zeng

The primary goal of Optimal Power Flow (OPF) is to optimize the operation of a power system while meeting the demand and adhering to operational constraints. This paper presents a new approach for AC OPF. First, the approach constructs a…

Optimization and Control · Mathematics 2025-12-16 Mohammed N. Khamees , Kai Sun

Optimal power flow problems (OPFs) are mathematical programs used to determine how to distribute power over networks subject to network operation constraints and the physics of power flows. In this work, we take the view of treating an OPF…

Optimization and Control · Mathematics 2020-03-06 Fengyu Zhou , James Anderson , Steven H. Low

This paper considers the problem of controlling inverter-interfaced distributed energy resources (DERs) in a distribution grid to solve an AC optimal power flow (OPF) problem in real time. The AC OPF includes voltage constraints, and seeks…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Antonin Colot , Yiting Chen , Bertrand Cornelusse , Jorge Cortes , Emiliano Dall'Anese

Diffusion models have recently outperformed alternative approaches to model the distribution of natural images, such as GANs. Such diffusion models allow for deterministic sampling via the probability flow ODE, giving rise to a latent space…

Machine Learning · Statistics 2022-12-06 Valentin Khrulkov , Gleb Ryzhakov , Andrei Chertkov , Ivan Oseledets

Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…

Optimization and Control · Mathematics 2018-03-26 Montacer Essid , Justin Solomon

Recently, Optimal Transport has been proposed as a probabilistic framework in Machine Learning for comparing and manipulating probability distributions. This is rooted in its rich history and theory, and has offered new solutions to…

Machine Learning · Computer Science 2024-08-22 Eduardo Fernandes Montesuma , Fred Ngolè Mboula , Antoine Souloumiac

We provide a theoretical analysis for end-to-end training Discrete Flow Matching (DFM) generative models. DFM is a promising discrete generative modeling framework that learns the underlying generative dynamics by training a neural network…

Machine Learning · Computer Science 2025-09-29 Maojiang Su , Mingcheng Lu , Jerry Yao-Chieh Hu , Shang Wu , Zhao Song , Alex Reneau , Han Liu

Mean-field games (MFGs) study the Nash equilibrium of systems with a continuum of interacting agents, which can be formulated as the fixed-point of optimal control problems. They provide a unified framework for a variety of applications,…

Machine Learning · Statistics 2025-12-02 Jiajia Yu , Junghwan Lee , Yao Xie , Xiuyuan Cheng

The Optimal Power Flow (OPF) problem is a fundamental building block for the optimization of electrical power systems. It is nonlinear and nonconvex and computes the generator setpoints for power and voltage, given a set of load demands. It…

Signal Processing · Electrical Eng. & Systems 2019-12-04 Ferdinando Fioretto , Terrence W. K. Mak , Pascal Van Hentenryck