Related papers: Adapted Optimal Transport between Filtered Gaussia…
We introduce folded optimal transport, as a method to extend a cost or distance defined on the extreme boundary of a convex to the whole convex, related to convex extension. This construction broadens the framework of standard optimal…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
This paper describes an angular adaptivity algorithm for Boltzmann transport applications which for the first time shows evidence of $\mathcal{O}(n)$ scaling in both runtime and memory usage, where $n$ is the number of adapted angles. This…
This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…
In this paper, we newly formulate and solve the optimal density control problem with Gromov-Wasserstein (GW) terminal cost in discrete-time linear Gaussian systems. Differently from the Wasserstein or Kullback-Leibler distances employed in…
We study the continuous-variable quantum teleportation of states, statistical moments of observables, and scale parameters such as squeezing. We investigate the problem both in ideal and imperfect Vaidman-Braunstein-Kimble protocol setups.…
This is the first part of a general description in terms of mass transport for time-evolving interacting particles systems, at a mesoscopic level. Beyond kinetic theory, our framework naturally applies in biology, computer vision, and…
The Procrustes-Wasserstein problem consists in matching two high-dimensional point clouds in an unsupervised setting, and has many applications in natural language processing and computer vision. We consider a planted model with two…
This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…
We study the amplitude-constrained additive white Gaussian noise channel. It is well known that the capacity-achieving input distribution for this channel is discrete and supported on finitely many points. The best known bounds show that…
This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…
Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…
We establish non-asymptotic bounds on the finite-sample behavior of generalized first-order iterative algorithms -- including gradient-based optimization methods and approximate message passing (AMP) -- with Gaussian data matrices and…
We consider the optimal transport problem between zero mean Gaussian stationary random fields both in the aperiodic and periodic case. We show that the solution corresponds to a weighted Hellinger distance between the multivariate and…
Optimal transport provides a metric which quantifies the dissimilarity between probability measures. For measures supported in discrete metric spaces, finding the optimal transport distance has cubic time complexity in the size of the…
In this work, we revisit the discrete-time Schr\"{o}dinger Bridge (SB) and Density Steering (DS) problems for Gaussian mixture model (GMM) boundary distributions. Building on the existing literature, we construct a set of feasible Markovian…
This paper focuses on the Monge-Kantorovich formulation of the optimal transport problem and the associated $L^2$ Wasserstein distance. We use the $L^2$ Wasserstein distance in the Nearest Neighbour (NN) machine learning architecture to…
We study the problem of identifying an optimal coupling between input-output distributional data generated by a causal dynamical system. The coupling is required to satisfy prescribed marginal distributions and a causality constraint…
We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…