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Related papers: Unfolding with a Wasserstein Loss

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We present a learned unsupervised denoising method for arbitrary types of data, which we explore on images and one-dimensional signals. The training is solely based on samples of noisy data and examples of noise, which -- critically -- do…

Computer Vision and Pattern Recognition · Computer Science 2020-07-06 Sören Dittmer , Carola-Bibiane Schönlieb , Peter Maass

We study Benamou's domain decomposition algorithm for optimal transport in the entropy regularized setting. The key observation is that the regularized variant converges to the globally optimal solution under very mild assumptions. We prove…

Optimization and Control · Mathematics 2021-11-23 Mauro Bonafini , Bernhard Schmitzer

Motivated by the Bures distance, we introduce a new family of distances, \emph{relative translation invariant Wasserstein distances}, denoted by $RW_p$, as an extension of the classical Wasserstein distances $W_p$ for $p \in [1, +\infty)$.…

Machine Learning · Computer Science 2026-05-26 Binshuai Wang , Qiwei Di , Ming Yin , Mengdi Wang , Quanquan Gu , Peng Wei

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

Machine Learning · Statistics 2026-02-05 Ferdinand Genans , Olivier Wintenberger

In the theory of lossy compression, the rate-distortion (R-D) function $R(D)$ describes how much a data source can be compressed (in bit-rate) at any given level of fidelity (distortion). Obtaining $R(D)$ for a given data source establishes…

Information Theory · Computer Science 2023-10-31 Yibo Yang , Stephan Eckstein , Marcel Nutz , Stephan Mandt

Data unfolding is a common analysis technique used in HEP data analysis. Inspired by the deconvolution technique in the digital signal processing, a new unfolding technique based on the SVD technique and the well-known Wiener filter is…

Data Analysis, Statistics and Probability · Physics 2017-10-06 W. Tang , X. Li , X. Qian , H. Wei , C. Zhang

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

Machine Learning · Statistics 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

Dimension reduction (DR) methods provide systematic approaches for analyzing high-dimensional data. A key requirement for DR is to incorporate global dependencies among original and embedded samples while preserving clusters in the…

Machine Learning · Statistics 2023-03-10 Antoine Collas , Titouan Vayer , Rémi Flamary , Arnaud Breloy

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…

Machine Learning · Statistics 2017-10-23 Aude Genevay , Gabriel Peyré , Marco Cuturi

The efficacy of segmentation algorithms is frequently compromised by topological errors like overlapping regions, disrupted connections, and voids. To tackle this problem, we introduce a novel loss function, namely Topology-Aware Focal Loss…

Image and Video Processing · Electrical Eng. & Systems 2023-04-28 Andac Demir , Elie Massaad , Bulent Kiziltan

We introduce the Sinkhorn treatment effect, an entropic optimal transport measure of divergence between counterfactual distributions. Unlike classical quantities such as the average treatment effect, this measure captures differences across…

Machine Learning · Statistics 2026-05-12 Medha Agarwal , Alex Luedtke

As the complexity of modern control systems increases, it becomes challenging to derive an accurate model of the uncertainty that affects their dynamics. Wasserstein Distributionally Robust Optimization (DRO) provides a powerful framework…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Riccardo Cescon , Andrea Martin , Giancarlo Ferrari-Trecate

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

We propose the use of the Kantorovich-Rubinstein norm from optimal transport in imaging problems. In particular, we discuss a variational regularisation model endowed with a Kantorovich-Rubinstein discrepancy term and total variation…

Computer Vision and Pattern Recognition · Computer Science 2020-02-13 Jan Lellmann , Dirk A. Lorenz , Carola Schönlieb , Tuomo Valkonen

Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…

Optimization and Control · Mathematics 2023-03-24 Waïss Azizian , Franck Iutzeler , Jérôme Malick

In many experimental contexts, it is necessary to statistically remove the impact of instrumental effects in order to physically interpret measurements. This task has been extensively studied in particle physics, where the deconvolution…

High Energy Physics - Phenomenology · Physics 2024-12-17 Huanbiao Zhu , Krish Desai , Mikael Kuusela , Vinicius Mikuni , Benjamin Nachman , Larry Wasserman

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

Statistics Theory · Mathematics 2024-12-10 Bernard Bercu , Jérémie Bigot

Many problems in machine learning can be formulated as solving entropy-regularized optimal transport on the space of probability measures. The canonical approach involves the Sinkhorn iterates, renowned for their rich mathematical…

Machine Learning · Computer Science 2023-11-29 Mohammad Reza Karimi , Ya-Ping Hsieh , Andreas Krause

Learning to predict multi-label outputs is challenging, but in many problems there is a natural metric on the outputs that can be used to improve predictions. In this paper we develop a loss function for multi-label learning, based on the…

Machine Learning · Computer Science 2015-12-31 Charlie Frogner , Chiyuan Zhang , Hossein Mobahi , Mauricio Araya-Polo , Tomaso Poggio