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We examine the infinite-dimensional optimization problem of finding a decomposition of a probability measure into K probability sub-measures to minimize specific loss functions inspired by applications in clustering and user grouping. We…

最优化与控制 · 数学 2024-06-04 Jiangze Han , Christopher Thomas Ryan , Xin T. Tong

This paper presents a groundbreaking approach to causal inference by integrating continuous normalizing flows (CNFs) with parametric submodels, enhancing their geometric sensitivity and improving upon traditional Targeted Maximum Likelihood…

机器学习 · 计算机科学 2024-02-02 Kaiwen Hou

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

机器学习 · 统计学 2026-02-05 Ferdinand Genans , Olivier Wintenberger

This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…

最优化与控制 · 数学 2022-04-28 Ferran Arqué , César A. Uribe , Carlos Ocampo-Martinez

The Wasserstein-Fisher-Rao (WFR) metric extends dynamic optimal transport (OT) by coupling displacement with change of mass, providing a principled geometry for modeling unbalanced snapshot dynamics. Existing WFR solvers, however, are often…

机器学习 · 计算机科学 2026-04-03 Qiangwei Peng , Zihan Wang , Junda Ying , Yuhao Sun , Qing Nie , Lei Zhang , Tiejun Li , Peijie Zhou

Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

机器学习 · 统计学 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

Aligning electron density maps from Cryogenic electron microscopy (cryo-EM) is a first key step for studying multiple conformations of a biomolecule. As this step remains costly and challenging, with standard alignment tools being…

生物大分子 · 定量生物学 2022-10-19 A. Tajmir Riahi , G. Woollard , F. Poitevin , A. Condon , K. Dao Duc

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

机器学习 · 统计学 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

最优化与控制 · 数学 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

The ocean is filled with phytoplankton that contribute as much photosynthesis as all land plants combined, making them vital to the carbon cycle and climate system. Recent advances in flow cytometry allow oceanographers to measure the…

统计方法学 · 统计学 2026-03-09 Yik Lun Kei , Qi Wang , Paul Parker , Francois Ribalet , Sangwon Hyun

In this article, we formulate topology optimization problems concerning the mass distribution as minimization problems for functionals on the Wasserstein space. We relax optimization problems regarding non-convex objective functions on the…

最优化与控制 · 数学 2026-01-22 Fumiya Okazaki , Takayuki Yamada

A new data-enabled control technique for uncertain linear time-invariant systems, recently conceived by Coulson et\ al., builds upon the direct optimization of controllers over input/output pairs drawn from a large dataset. We adopt an…

系统与控制 · 电气工程与系统科学 2020-09-29 Filippo Fabiani , Paul J. Goulart

We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…

偏微分方程分析 · 数学 2024-12-23 Martin Burger , Matthias Erbar , Franca Hoffmann , Daniel Matthes , André Schlichting

We consider the population Wasserstein barycenter problem for random probability measures supported on a finite set of points and generated by an online stream of data. This leads to a complicated stochastic optimization problem where the…

最优化与控制 · 数学 2021-12-06 Daniil Tiapkin , Alexander Gasnikov , Pavel Dvurechensky

We present a method called Manifold Interpolating Optimal-Transport Flow (MIOFlow) that learns stochastic, continuous population dynamics from static snapshot samples taken at sporadic timepoints. MIOFlow combines dynamic models, manifold…

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

系统与控制 · 电气工程与系统科学 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

Solving optimal transport (OT) on random minibatches is a common surrogate for exact OT in large-scale learning. In flow matching (FM), this surrogate is used to obtain OT-like couplings that can straighten probability paths and reduce…

机器学习 · 计算机科学 2026-05-13 Samuel Boïté , Julie Delon , Kimia Nadjahi

Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasserstein distances suffers from a severe curse of…

统计理论 · 数学 2020-01-28 Ziv Goldfeld , Kristjan Greenewald

We propose a novel end-to-end non-minimax algorithm for training optimal transport mappings for the quadratic cost (Wasserstein-2 distance). The algorithm uses input convex neural networks and a cycle-consistency regularization to…

机器学习 · 计算机科学 2020-12-11 Alexander Korotin , Vage Egiazarian , Arip Asadulaev , Alexander Safin , Evgeny Burnaev

Regularized optimal mass transport (rOMT) problem adds a diffusion term to the continuity equation in the original dynamic formulation of the optimal mass transport (OMT) problem proposed by Benamou and Brenier. We show that the rOMT model…

数值分析 · 数学 2022-01-20 Xinan Chen , Anh Phong Tran , Rena Elkin , Helene Benveniste , Allen R. Tannenbaum