Related papers: Sinkhorn algorithms for entropic vector quantile r…
We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…
This work presents a fully quantum approach to support vector machine (SVM) learning by integrating gate-based quantum kernel methods with quantum annealing-based optimization. We explore the construction of quantum kernels using various…
In this work we propose a batch version of the Greenkhorn algorithm for multimarginal regularized optimal transport problems. Our framework is general enough to cover, as particular cases, some existing algorithms like Sinkhorn and…
This paper proposes a parallel approach for the Vector Quantization (VQ) problem in image processing. VQ deals with codebook generation from the input training data set and replacement of any arbitrary data with the nearest codevector. Most…
Quantile optimal treatment regimes (OTRs) aim to assign treatments that maximize a specified quantile of patients' outcomes. Compared to treatment regimes that target the mean outcomes, quantile OTRs offer fairer regimes when a lower…
This paper presents consideration of the Semi-Relaxed Sinkhorn (SR-Sinkhorn) algorithm for the semi-relaxed optimal transport (SROT) problem, which relaxes one marginal constraint of the standard OT problem. For evaluation of how the…
Quantization methods have been introduced to perform large scale approximate nearest search tasks. Residual Vector Quantization (RVQ) is one of the effective quantization methods. RVQ uses a multi-stage codebook learning scheme to lower the…
Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. However, application of QR can become very challenging when dealing with high-dimensional data, making it necessary to use…
Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…
This paper addresses the problem of robust option pricing within the framework of Vectorial Martingale Optimal Transport (VMOT). We investigate the geometry of VMOT solutions for $N$-period market models and demonstrate that, when the…
The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…
Vision-Language Models (VLMs) achieve outstanding performance, yet their huge model size severely hinders deployment on edge devices with limited resources. As an efficient model compression technique, vector quantization (VQ) excels in…
The theory of stochastic vector quantisers (SVQ) has been extended to allow the quantiser to develop invariances, so that only "large" degrees of freedom in the input vector are represented in the code. This has been applied to the problem…
Optimal transport is an important tool in machine learning, allowing to capture geometric properties of the data through a linear program on transport polytopes. We present a single-loop optimization algorithm for minimizing general convex…
We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…
Quantum annealers can solve QUBO problems efficiently but struggle with continuous optimization tasks like regression due to their discrete nature. We introduce Quadratic Continuous Quantum Optimization (QCQO), an anytime algorithm that…
Numerically solving multi-marginal optimal transport (MMOT) problems is computationally prohibitive, even for moderate-scale instances involving $l\ge4$ marginals with support sizes of $N\ge1000$. The cost in MMOT is represented as a tensor…
Hybrid variational quantum algorithms are promising for solving practical problems, such as combinatorial optimization, quantum chemistry simulation, quantum machine learning, and quantum error correction on noisy quantum computers.…
The iterative method of Sinkhorn allows, starting from an arbitrary real matrix with non-negative entries, to find a so-called 'scaled matrix' which is doubly stochastic, i.e. a matrix with all entries in the interval (0, 1) and with all…
Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…