相关论文: Convergence of the Population Dynamics algorithm i…
This paper focuses on the Wasserstein distributionally robust mean-lower semi-absolute deviation (DR-MLSAD) model, where the ambiguity set is a Wasserstein ball centered on the empirical distribution of the training sample. This model can…
This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…
Score-based Generative Models (SGMs) approximate a data distribution by perturbing it with Gaussian noise and subsequently denoising it via a learned reverse diffusion process. These models excel at modeling complex data distributions and…
In this paper, we study the problem of sampling from a distribution under the constraint of differential privacy (DP). Prior works measure the utility of DP sampling with density ratio-based measures such as KL divergence. However, such…
A system of two cubic reaction-diffusion equations for two independent gene frequencies arising in population dynamics is studied. Depending on values of coefficients, all possible Lie and $Q$-conditional (nonclassical) symmetries are…
The aim of this paper is to address the challenge of gradual domain adaptation within a class of manifold-constrained data distributions. In particular, we consider a sequence of $T\ge2$ data distributions $P_1,\ldots,P_T$ undergoing a…
The subject of this paper is inspired by \cite{CC} and \cite{CCP}. In \cite{CC} the authors investigate the dynamics of a population in a heterogeneous environment by means of diffusive logistic equations. An important part of their study…
We study stochastic optimization problems with chance and risk constraints, where in the latter, risk is quantified in terms of the conditional value-at-risk (CVaR). We consider the distributionally robust versions of these problems, where…
We study the scenario approach for solving chance-constrained optimization in time-coupled dynamic environments. Scenario generation methods approximate the true feasible region from scenarios generated independently and identically from…
We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…
We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledge of the underlying probability distributions of the…
Several issues in machine learning and inverse problems require to generate discrete data, as if sampled from a model probability distribution. A common way to do so relies on the construction of a uniform probability distribution over a…
The population dynamics of molecules, cells, and organisms are governed by a number of unknown forces. In the last decade, population dynamics have predominantly been modeled with Wasserstein gradient flows. However, since gradient flows…
We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of…
This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distances on the space of…
Clustering is an important exploratory data analysis technique to group objects based on their similarity. The widely used $K$-means clustering method relies on some notion of distance to partition data into a fewer number of groups. In the…
We consider probabilistic models for sequential observations which exhibit gradual transitions among a finite number of states. We are particularly motivated by applications such as human activity analysis where observed accelerometer time…
Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…
Diffusion models have revolutionized various application domains, including computer vision and audio generation. Despite the state-of-the-art performance, diffusion models are known for their slow sample generation due to the extensive…
Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…