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In many contemporary optimization problems such as those arising in machine learning, it can be computationally challenging or even infeasible to evaluate an entire function or its derivatives. This motivates the use of stochastic…

When predicting observations across space and time, the spatial layout of errors impacts a model's real-world utility. For instance, in bike sharing demand prediction, error patterns translate to relocation costs. However, commonly used…

机器学习 · 计算机科学 2025-04-15 Nina Wiedemann , Théo Uscidda , Martin Raubal

Traditional methods for autonomous driving are implemented with many building blocks from perception, planning and control, making them difficult to generalize to varied scenarios due to complex assumptions and interdependencies. Recently,…

计算机视觉与模式识别 · 计算机科学 2020-11-03 Peide Cai , Yuxiang Sun , Hengli Wang , Ming Liu

Numerous problems of both theoretical and practical interest are related to finding shortest (or otherwise optimal) paths in networks, frequently in the presence of some obstacles or constraints. A somewhat related class of problems focuses…

统计力学 · 物理学 2021-03-01 Ricardo Gutiérrez , Carlos Pérez-Espigares

Partial identification often arises when the joint distribution of the data is known only up to its marginals. We consider the corresponding partially identified GMM model and develop a methodology for identification, estimation, and…

计量经济学 · 经济学 2025-12-29 Grigory Franguridi , Laura Liu

Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…

机器学习 · 计算机科学 2025-04-04 Mete Kemertas , Amir-massoud Farahmand , Allan D. Jepson

We investigate the problem of sampling from posterior distributions with intractable normalizing constants in Bayesian inference. Our solution is a new generative modeling approach based on optimal transport (OT) that learns a deterministic…

统计计算 · 统计学 2026-03-03 Ke Li , Wei Han , Yuexi Wang , Yun Yang

We investigate the optimal transport (OT) problem over networks, wherein supply and demand are conceptualized as temporal marginals governing departure rates of particles from source nodes and arrival rates at sink nodes. This setting…

最优化与控制 · 数学 2026-02-17 Anqi Dong , Karl H. Johansson , Johan Karlsson

Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…

概率论 · 数学 2023-04-26 Stephan Eckstein , Gudmund Pammer

We propose novel fast algorithms for optimal transport (OT) utilizing a cyclic symmetry structure of input data. Such OT with cyclic symmetry appears universally in various real-world examples: image processing, urban planning, and graph…

机器学习 · 计算机科学 2023-11-23 Shoichiro Takeda , Yasunori Akagi , Naoki Marumo , Kenta Niwa

Entropic optimal transport (EOT) in continuous spaces with quadratic cost is a classical tool for solving the domain translation problem. In practice, recent approaches optimize a weak dual EOT objective depending on a single potential, but…

机器学习 · 计算机科学 2026-02-03 Roman Dyachenko , Nikita Gushchin , Kirill Sokolov , Petr Mokrov , Evgeny Burnaev , Alexander Korotin

Time-optimal trajectories drive quadrotors to their dynamic limits, but computing such trajectories involves solving non-convex problems via iterative nonlinear optimization, making them prohibitively costly for real-time applications. In…

机器人学 · 计算机科学 2025-06-18 Katherine Mao , Hongzhan Yu , Ruipeng Zhang , Igor Spasojevic , M Ani Hsieh , Sicun Gao , Vijay Kumar

In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly…

物理与社会 · 物理学 2015-06-16 Till Hoffmann , Mason A. Porter , Renaud Lambiotte

Accurate prediction of pedestrian trajectories is crucial for improving the safety of autonomous driving. However, this task is generally nontrivial due to the inherent stochasticity of human motion, which naturally requires the predictor…

计算机视觉与模式识别 · 计算机科学 2025-03-04 Ge Sun , Sheng Wang , Lei Zhu , Ming Liu , Jun Ma

In real-world applications, GPS trajectories often suffer from low sampling rates, with large and irregular intervals between consecutive GPS points. This sparse characteristic presents challenges for their direct use in GPS-based systems.…

机器学习 · 计算机科学 2025-05-21 Tian Sun , Yuqi Chen , Baihua Zheng , Weiwei Sun

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

最优化与控制 · 数学 2018-03-12 Andre Milzarek , Xiantao Xiao , Shicong Cen , Zaiwen Wen , Michael Ulbrich

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

最优化与控制 · 数学 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

机器学习 · 计算机科学 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

Neural network-based optimal transport (OT) is a recent and fruitful direction in the generative modeling community. It finds its applications in various fields such as domain translation, image super-resolution, computational biology and…

机器学习 · 计算机科学 2026-02-25 Roman Tarasov , Petr Mokrov , Milena Gazdieva , Evgeny Burnaev , Alexander Korotin

Several fields in science, from genomics to neuroimaging, require monitoring populations (measures) that evolve with time. These complex datasets, describing dynamics with both time and spatial components, pose new challenges for data…

机器学习 · 统计学 2022-04-12 Hicham Janati , Marco Cuturi , Alexandre Gramfort