相关论文: Interior-Point Methods Strike Back: Solving the Wa…

Image interpolation, or image morphing, refers to a visual transition between two (or more) input images. For such a transition to look visually appealing, its desirable properties are (i) to be smooth; (ii) to apply the minimal required…

In this paper, a regularization of Wasserstein barycenters for random measures supported on $\mathbb{R}^{d}$ is introduced via convex penalization. The existence and uniqueness of such barycenters is first proved for a large class of…

An arc-search interior-point method is a type of interior-point methods that approximates the central path by an ellipsoidal arc, and it can often reduce the number of iterations. In this work, to further reduce the number of iterations and…

Bayesian inference typically requires the computation of an approximation to the posterior distribution. An important requirement for an approximate Bayesian inference algorithm is to output high-accuracy posterior mean and uncertainty…

Distributed systems require fusing heterogeneous local probability distributions into a global summary over sparse and unreliable communication networks. Traditional consensus algorithms, which average distributions in Euclidean space,…

We introduce principal curves in Wasserstein space, and in general compact metric spaces. Our motivation for the Wasserstein case comes from optimal-transport-based trajectory inference, where a developing population of cells traces out a…

In this paper, we propose Wasserstein Isometric Mapping (Wassmap), a nonlinear dimensionality reduction technique that provides solutions to some drawbacks in existing global nonlinear dimensionality reduction algorithms in imaging…

Optimal transport maps between two probability distributions $\mu$ and $\nu$ on $\mathbb{R}^d$ have found extensive applications in both machine learning and statistics. In practice, these maps need to be estimated from data sampled…

Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…

This paper studies the statistical estimation of exact Wasserstein barycenters. Existing non-asymptotic results for empirical barycenters exhibit a severe curse of dimensionality. Motivated by the semi-dual formulation of the barycenter…

Quantum relative entropy optimization refers to a class of convex problems in which a linear functional is minimized over an affine section of the epigraph of the quantum relative entropy function. Recently, the self-concordance of a…

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

Distributed consensus in the Wasserstein metric space of probability measures on the real line is introduced in this work. Convergence of each agent's measure to a common measure is proven under a weak network connectivity condition. The…

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…

Quasi-Newton methods are well known techniques for large-scale numerical optimization. They use an approximation of the Hessian in optimization problems or the Jacobian in system of nonlinear equations. In the Interior Point context,…

This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff between approximation and estimation errors in statistics.…

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…

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

B\'ezier simplex fitting algorithms have been recently proposed to approximate the Pareto set/front of multi-objective continuous optimization problems. These new methods have shown to be successful at approximating various shapes of Pareto…

We present a novel computational framework for density control in high-dimensional state spaces. The considered dynamical system consists of a large number of indistinguishable agents whose behaviors can be collectively modeled as a…