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相关论文: Fast Algorithms for Computational Optimal Transpor…

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We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…

统计计算 · 统计学 2019-08-06 Jialin Liu , Wotao Yin , Wuchen Li , Yat Tin Chow

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…

最优化与控制 · 数学 2020-02-21 Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov , César A. Uribe , Angelia Nedić

This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…

最优化与控制 · 数学 2023-01-25 Yiling Luo , Yiling Xie , Xiaoming Huo

In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…

机器学习 · 统计学 2019-11-05 John Lee , Max Dabagia , Eva L. Dyer , Christopher J. Rozell

We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…

机器学习 · 计算机科学 2024-04-02 Zhuoran Yang , Yufeng Zhang , Yongxin Chen , Zhaoran Wang

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

机器学习 · 计算机科学 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

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)…

数值分析 · 数学 2022-10-31 Gang Bao , Yixuan Zhang

We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…

机器学习 · 统计学 2025-05-29 Gabriele Visentin , Patrick Cheridito

We introduce a novel optimal transport framework for probabilistic circuits (PCs). While it has been shown recently that divergences between distributions represented as certain classes of PCs can be computed tractably, to the best of our…

人工智能 · 计算机科学 2025-10-16 Adrian Ciotinga , YooJung Choi

Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…

最优化与控制 · 数学 2023-03-02 Yiling Xie , Yiling Luo , Xiaoming Huo

Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…

机器学习 · 统计学 2019-06-26 Yujia Xie , Xiangfeng Wang , Ruijia Wang , Hongyuan Zha

We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…

最优化与控制 · 数学 2022-10-17 Bahar Taşkesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Karthik Natarajan

We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions. By applying the method of Lagrange multipliers to the dynamic formulation of the optimal…

机器学习 · 计算机科学 2021-06-08 Shu Liu , Shaojun Ma , Yongxin Chen , Hongyuan Zha , Haomin Zhou

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

We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…

最优化与控制 · 数学 2020-09-11 Nazarii Tupitsa , Pavel Dvurechensky , Alexander Gasnikov , César A. Uribe

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

最优化与控制 · 数学 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

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…

机器学习 · 计算机科学 2021-02-25 Julien Lacombe , Julie Digne , Nicolas Courty , Nicolas Bonneel

Computing the unregularized Wasserstein barycenter for measure-valued data is a challenging optimization task. Recent algorithms have been tailored to either discrete measures as point clouds or continuous measures discretized on regular…

最优化与控制 · 数学 2026-05-13 Peng Xu , Changbo Zhu , Xiaohui Chen

Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the behavior of minimum Wasserstein estimators is poorly…

统计理论 · 数学 2021-07-20 Tianyi Lin , Zeyu Zheng , Elynn Y. Chen , Marco Cuturi , Michael I. Jordan

In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…

机器学习 · 统计学 2022-05-31 Tim Tsz-Kit Lau , Han Liu