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相关论文: Distribution-on-Distribution Regression via Optima…

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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

We present a framework, which, from the trajectories detailing the spatiotemporal dynamics of a population, simultaneously reconstructs a transport map as well as the Fokker-Planck equation governing the coarse-grained probability…

动力系统 · 数学 2026-01-21 Saem Han , Krishna Garikipati

The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…

统计方法学 · 统计学 2025-02-04 Yidong Zhou , Hans-Georg Müller

Given samples from two joint distributions, we consider the problem of Optimal Transportation (OT) between them when conditioned on a common variable. We focus on the general setting where the conditioned variable may be continuous, and the…

机器学习 · 计算机科学 2024-06-12 Piyushi Manupriya , Rachit Keerti Das , Sayantan Biswas , Saketha Nath Jagarlapudi

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

统计方法学 · 统计学 2023-01-18 Matthias Katzfuss , Florian Schäfer

In Bayesian applications, there is a huge interest in rapid and accurate estimation of the posterior distribution, particularly for high dimensional or hierarchical models. In this article, we propose to use optimization to solve for a…

统计计算 · 统计学 2021-03-12 Leo L. Duan

This paper introduces the first statistically consistent estimator of the optimal transport map between two probability distributions, based on neural networks. Building on theoretical and practical advances in the field of Lipschitz neural…

机器学习 · 统计学 2022-02-17 Alberto González-Sanz , Lucas de Lara , Louis Béthune , Jean-Michel Loubes

Distributional data have become increasingly prominent in modern signal processing, highlighting the necessity of computing optimal transport (OT) maps across multiple probability distributions. Nevertheless, recent studies on neural OT…

机器学习 · 计算机科学 2025-04-25 Mingchen Jiang , Peng Xu , Xichen Ye , Xiaohui Chen , Yun Yang , Yifan Chen

We study the problem of estimating a function $T$ given independent samples from a distribution $P$ and from the pushforward distribution $T_\sharp P$. This setting is motivated by applications in the sciences, where $T$ represents the…

统计理论 · 数学 2024-01-04 Vincent Divol , Jonathan Niles-Weed , Aram-Alexandre Pooladian

In this work, we present a theoretical and computational framework for constructing stochastic transport maps between probability distributions using diffusion processes. We begin by proving that the time-marginal distribution of the sum of…

概率论 · 数学 2025-03-27 Xicheng Zhang

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

统计方法学 · 统计学 2024-02-09 Ryo Okano , Masaaki Imaizumi

This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two…

Subsampling is an efficient method to deal with massive data. In this paper, we investigate the optimal subsampling for linear quantile regression when the covariates are functions. The asymptotic distribution of the subsampling estimator…

数值分析 · 数学 2022-05-06 Qian Yan , Hanyu Li , Chengmei Niu

This paper focuses on the estimation of distributional treatment effects in randomized experiments that use covariate-adaptive randomization (CAR). These include designs such as Efron's biased-coin design and stratified block randomization,…

计量经济学 · 经济学 2025-06-09 Undral Byambadalai , Tomu Hirata , Tatsushi Oka , Shota Yasui

Many causal parameters depend on a moment of the joint distribution of potential outcomes. Such parameters are especially relevant in policy evaluation settings, where noncompliance is common and accommodated through the model of Imbens &…

计量经济学 · 经济学 2023-11-17 Daniel Ober-Reynolds

Brenier's theorem is a cornerstone of optimal transport that guarantees the existence of an optimal transport map $T$ between two probability distributions $P$ and $Q$ over $\mathbb{R}^d$ under certain regularity conditions. The main goal…

统计理论 · 数学 2020-07-01 Jan-Christian Hütter , Philippe Rigollet

Optimal transport has become part of the standard quantitative economics toolbox. It is the framework of choice to describe models of matching with transfers, but beyond that, it allows to: extend quantile regression; identify discrete…

综合经济学 · 经济学 2021-07-13 Alfred Galichon

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

统计计算 · 统计学 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

In the theory of optimal transport, the Knothe-Rosenblatt (KR) rearrangement provides an explicit construction to map between two probability measures by building one-dimensional transformations from the marginal conditionals of one measure…

最优化与控制 · 数学 2025-11-07 Ricardo Baptista , Franca Hoffmann , Minh Van Hoang Nguyen , Benjamin Zhang

Increasingly, statisticians are faced with the task of analyzing complex data that are non-Euclidean and specifically do not lie in a vector space. To address the need for statistical methods for such data, we introduce the concept of…

统计方法学 · 统计学 2017-10-05 Alexander Petersen , Hans-Georg Müller