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Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…

机器学习 · 统计学 2019-06-20 Andrés Hoyos-Idrobo

The optimal transportation problem defines a geometry of probability measures which leads to a definition for weighted averages (barycenters) of measures, finding application in the machine learning and computer vision communities as a…

机器学习 · 统计学 2026-03-31 David Gentile , James M. Murphy

We provide theoretical complexity analysis for new algorithms to compute the optimal transport (OT) distance between two discrete probability distributions, and demonstrate their favorable practical performance over state-of-art primal-dual…

数据结构与算法 · 计算机科学 2020-06-16 Wenshuo Guo , Nhat Ho , Michael I. Jordan

Causal Bayesian networks are widely used tools for summarising the dependencies between variables and elucidating their putative causal relationships. By restricting the search to trees, for example, learning the optimum from data is…

统计计算 · 统计学 2025-03-10 Felix L. Rios , Giusi Moffa , Jack Kuipers

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are…

机器学习 · 计算机科学 2022-05-02 Bahar Taskesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…

最优化与控制 · 数学 2020-11-04 Lenaic Chizat

Wasserstein barycenters have become popular due to their ability to represent the average of probability measures in a geometrically meaningful way. In this paper, we present an algorithm to approximate the Wasserstein-2 barycenters of…

机器学习 · 计算机科学 2023-01-10 Alexander Korotin , Vage Egiazarian , Lingxiao Li , Evgeny Burnaev

This paper introduces a new nonlinear dictionary learning method for histograms in the probability simplex. The method leverages optimal transport theory, in the sense that our aim is to reconstruct histograms using so-called displacement…

The Wasserstein barycenter has been widely studied in various fields, including natural language processing, and computer vision. However, it requires a high computational cost to solve the Wasserstein barycenter problem because the…

人工智能 · 计算机科学 2022-02-14 Yuki Takezawa , Ryoma Sato , Zornitsa Kozareva , Sujith Ravi , Makoto Yamada

We study the complexity of approximating Wassertein barycenter of $m$ discrete measures, or histograms of size $n$ by contrasting two alternative approaches, both using entropic regularization. The first approach is based on the Iterative…

Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…

机器学习 · 计算机科学 2020-02-21 Marin Ballu , Quentin Berthet , Francis Bach

This paper is concerned by the study of barycenters for random probability measures in the Wasserstein space. Using a duality argument, we give a precise characterization of the population barycenter for various parametric classes of random…

统计理论 · 数学 2017-11-30 Jérémie Bigot , Thierry Klein

In this paper, we propose and analyze an efficient Halpern-Peaceman-Rachford (HPR) algorithm for solving the Wasserstein barycenter problem (WBP) with fixed supports. While the Peaceman-Rachford (PR) splitting method itself may not be…

最优化与控制 · 数学 2022-11-29 Guojun Zhang , Yancheng Yuan , Defeng Sun

We explore a robust version of the barycenter problem among $n$ centered Gaussian probability measures, termed Semi-Unbalanced Optimal Transport (SUOT)-based Barycenter, wherein the barycenter remains fixed while the others are relaxed…

机器学习 · 计算机科学 2024-10-11 Ngoc-Hai Nguyen , Dung Le , Hoang-Phi Nguyen , Tung Pham , Nhat Ho

We introduce a problem class we call Polynomial Constraint Satisfaction Problems, or PCSP. Where the usual CSPs from computer science and optimization have real-valued score functions, and partition functions from physics have monomials,…

离散数学 · 计算机科学 2010-01-14 Alexander D. Scott , Gregory B. Sorkin

Divide-and-conquer based methods for Bayesian inference provide a general approach for tractable posterior inference when the sample size is large. These methods divide the data into smaller subsets, sample from the posterior distribution…

统计方法学 · 统计学 2018-06-21 Sanvesh Srivastava , Cheng Li , David B. Dunson

This paper presents a computational framework for the concise encoding of an ensemble of persistence diagrams, in the form of weighted Wasserstein barycenters [100], [102] of a dictionary of atom diagrams. We introduce a multi-scale…

机器学习 · 计算机科学 2023-09-18 Keanu Sisouk , Julie Delon , Julien Tierny

This paper presents a unified computational framework for the estimation of distances, geodesics and barycenters of merge trees. We extend recent work on the edit distance [106] and introduce a new metric, called the Wasserstein distance…

图形学 · 计算机科学 2021-09-21 Mathieu Pont , Jules Vidal , Julie Delon , Julien Tierny

We study a general formulation of regularized Wasserstein barycenters that enjoys favorable regularity, approximation, stability and (grid-free) optimization properties. This barycenter is defined as the unique probability measure that…

最优化与控制 · 数学 2025-07-28 Lénaïc Chizat

We show that there is a polynomial-time algorithm with approximation guarantee $\frac{3}{2}+\epsilon$ for the $s$-$t$-path TSP, for any fixed $\epsilon>0$. It is well known that Wolsey's analysis of Christofides' algorithm also works for…

离散数学 · 计算机科学 2019-07-24 Vera Traub , Jens Vygen