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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

Large-scale integration of electric vehicles (EVs) leads to a tighter integration between transportation and electric energy systems. In this paper, we develop a novel integer-clustering approach to model a large number of EVs that manages…

Systems and Control · Electrical Eng. & Systems 2024-12-23 Sijia Geng , Thomas Lee , Dharik Mallapragada , Audun Botterud

A probabilistic model for random hypergraphs is introduced to represent unary, binary and higher order interactions among objects in real-world problems. This model is an extension of the Latent Class Analysis model, which captures…

Methodology · Statistics 2018-08-16 Tin Lok James Ng , Thomas Brendan Murphy

The cross entropy (CE) method is a model based search method to solve optimization problems where the objective function has minimal structure. The Monte-Carlo version of the CE method employs the naive sample averaging technique which is…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

We propose a new and computationally efficient algorithm for maximizing the observed log-likelihood for a multivariate normal data matrix with missing values. We show that our procedure based on iteratively regressing the missing on the…

Methodology · Statistics 2012-11-21 Nicolas Städler , Daniel J. Stekhoven , Peter Bühlmann

The adoption of probabilistic models for the best individuals found so far is a powerful approach for evolutionary computation. Increasingly more complex models have been used by estimation of distribution algorithms (EDAs), which often…

Neural and Evolutionary Computing · Computer Science 2007-10-16 Leonardo Emmendorfer , Aurora Pozo

The diffeomorphic registration framework enables to define an optimal matching function between two probability measures with respect to a data-fidelity loss function. The non convexity of the optimization problem renders the choice of this…

Statistics Theory · Mathematics 2022-11-24 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

To understand how hidden information can be extracted from statistical networks, planted models in random graphs have been the focus of intensive study in recent years. In this work, we consider the detection of a planted matching, i.e., an…

Statistics Theory · Mathematics 2025-12-17 Timothy L. H. Wee , Cheng Mao

Clustering analysis is one of the most widely used statistical tools in many emerging areas such as microarray data analysis. For microarray and other high-dimensional data, the presence of many noise variables may mask underlying…

Machine Learning · Statistics 2008-03-26 Benhuai Xie , Wei Pan , Xiaotong Shen

In this study, we address the problem of clustering string data in an unsupervised manner by developing a theory of a mixture model and an EM algorithm for string data based on probability theory on a topological monoid of strings developed…

Statistics Theory · Mathematics 2015-10-08 Hitoshi Koyano , Morihiro Hayashida , Tatsuya Akutsu

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…

Methodology · Statistics 2023-12-20 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

In this paper, we propose a general model for plane-based clustering. The general model contains many existing plane-based clustering methods, e.g., k-plane clustering (kPC), proximal plane clustering (PPC), twin support vector clustering…

Machine Learning · Computer Science 2020-09-24 Zhen Wang , Yuan-Hai Shao , Lan Bai , Chun-Na Li , Li-Ming Liu

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

Clustering using neural networks has recently demonstrated promising performance in machine learning and computer vision applications. However, the performance of current approaches is limited either by unsupervised learning or their…

Machine Learning · Computer Science 2018-07-11 Ankita Shukla , Gullal Singh Cheema , Saket Anand

We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…

Optimization and Control · Mathematics 2025-07-21 Lénaïc Chizat , Alex Delalande , Tomas Vaškevičius

Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present…

Machine Learning · Computer Science 2018-10-29 Ji Xu , Daniel Hsu , Arian Maleki

Deep clustering algorithms combine representation learning and clustering by jointly optimizing a clustering loss and a non-clustering loss. In such methods, a deep neural network is used for representation learning together with a…

Machine Learning · Computer Science 2020-06-09 Abien Fred Agarap , Arnulfo P. Azcarraga

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld

We present a novel clustering approach for moving object trajectories that are constrained by an underlying road network. The approach builds a similarity graph based on these trajectories then uses modularity-optimization hiearchical graph…

Machine Learning · Statistics 2012-10-08 Mohamed Khalil El Mahrsi , Fabrice Rossi

The tracking method based on the extreme learning machine (ELM) is efficient and effective. ELM randomly generates input weights and biases in the hidden layer, and then calculates and computes the output weights by reducing the iterative…

Machine Learning · Computer Science 2018-07-27 Jing Zhang , Huibing Wang , Yonggong Ren