Related papers: Entropic vector quantile regression: Duality and G…
The vehicle routing problem (VRP) is a fundamental NP-hard task in intelligent transportation systems with broad applications in logistics and distribution. Deep reinforcement learning (DRL) with Graph Neural Networks (GNNs) has shown…
In optimal transport, quadratic regularization is an alternative to entropic regularization when sparse couplings or small regularization parameters are desired. Quadratic regularization penalizes transport couplings by the squared $L^2$…
The Double Vector Quantization method, a long-term forecasting method based on the SOM algorithm, has been used to predict the 100 missing values of the CATS competition data set. An analysis of the proposed time series is provided to…
In theory, vector quantization (VQ) is always better than scalar quantization (SQ) in terms of rate-distortion (R-D) performance. Recent state-of-the-art methods for neural image compression are mainly based on nonlinear transform coding…
The Linear Quadratic Regulator (LQR) is a cornerstone of optimal control theory, widely studied in both model-based and model-free approaches. Despite its well-established nature, certain foundational aspects remain subtle. In this paper,…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
The Vehicle Routing Problem (VRP) is an example of a combinatorial optimization problem that has attracted academic attention due to its potential use in various contexts. VRP aims to arrange vehicle deliveries to several sites in the most…
The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…
The Vehicle Routing Problem (VRP) is a fundamental combinatorial optimization challenge with broad applications in logistics and transportation. In this work, we present a quantum-assisted framework that integrates the Quantum Approximate…
The relative entropy of entanglement $E_R$ is defined as the distance of a multi-partite quantum state from the set of separable states as measured by the quantum relative entropy. We show that this optimisation is always achieved, i.e. any…
This paper investigates the semi-discrete optimal transport (OT) problem with entropic regularization. We characterize the solution using a governing, well-posed ordinary differential equation (ODE). This naturally yields an algorithm to…
Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…
In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stochastic Volatility Models, where martingale constraints…
Quantum annealing (QA) is a quantum computing algorithm that works on the principle of Adiabatic Quantum Computation (AQC), and it has shown significant computational advantages in solving combinatorial optimization problems such as vehicle…
This work proposes new estimators for discrete optimal transport plans that enjoy Gaussian limits centered at the true solution. This behavior stands in stark contrast with the performance of existing estimators, including those based on…
Quantum variational circuits have gained significant attention due to their applications in the quantum approximate optimization algorithm and quantum machine learning research. This work introduces a novel class of classical probabilistic…
In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…
By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…
We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…
This paper proposes a novel '$\nu$-support vector quantile regression' ($\nu$-SVQR) model for the quantile estimation. It can facilitate the automatic control over accuracy by creating a suitable asymmetric $\epsilon$-insensitive zone…