Related papers: Adapted Optimal Transport between Filtered Gaussia…
In this paper, we consider the motion planning problem in Gaussian belief space for minimum sensing navigation. Despite the extensive use of sampling-based algorithms and their rigorous analysis in the deterministic setting, there has been…
The martingale part in the semimartingale decomposition of a Brownian motion with respect to an enlargement of its filtration, is an anticipative mapping of the given Brownian motion. In analogy to optimal transport theory, we define causal…
We study the quadratically regularized optimal transport (QOT) problem for quadratic cost and compactly supported marginals $\mu$ and $\nu$. It has been empirically observed that the optimal coupling $\pi_\epsilon$ for the QOT problem has…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…
We introduce the supervised Gromov-Wasserstein (sGW) optimal transport, an extension of Gromov-Wasserstein by incorporating potential infinity patterns in the cost tensor. sGW enables the enforcement of application-induced constraints such…
We analyze a quantum version of the Monge--Kantorovich optimal transport problem. The quantum transport cost related to a Hermitian cost matrix $C$ is minimized over the set of all bipartite coupling states $\rho^{AB}$ with fixed reduced…
Using entropic inequalities from information theory, we provide new bounds on the total variation and 2-Wasserstein distances between a conditionally Gaussian law and a Gaussian law with invertible covariance matrix. We apply our results to…
We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of…
Path planning is an important component of au- tonomous mobile sensing systems. This paper studies upper and lower bounds of communication performance over Gaussian sen- sor networks, to drive power-distortion metrics for path planning…
Consider the Monge-Kantorovich problem of transporting densities $\rho_0$ to $\rho_1$ on $\mathbb{R}^d$ with a strictly convex cost function. A popular relaxation of the problem is the one-parameter family called the entropic cost problem.…
Bayesian optimization (BO) based on Gaussian process regression (GPR) is applied to different CFD (computational fluid dynamics) problems which can be of practical relevance. The problems are i) shape optimization in a lid-driven cavity to…
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…
Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…
The Gromov-Wasserstein distance is a notable extension of optimal transport. In contrast to the classic Wasserstein distance, it solves a quadratic assignment problem that minimizes the pair-wise distance distortion under the transportation…
Robots often rely on a repertoire of previously-learned motion policies for performing tasks of diverse complexities. When facing unseen task conditions or when new task requirements arise, robots must adapt their motion policies…
Wasserstein distance induces a natural Riemannian structure for the probabilities on the Euclidean space. This insight of classical transport theory is fundamental for tremendous applications in various fields of pure and applied…
This paper investigates the problem of Gaussian approximation for the wireless multi-access interference distribution in large spatial wireless networks. First, a principled methodology is presented to establish rates of convergence of the…
Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this…
Wasserstein GANs with Gradient Penalty (WGAN-GP) are a very popular method for training generative models to produce high quality synthetic data. While WGAN-GP were initially developed to calculate the Wasserstein 1 distance between…