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相关论文: Optimal Transport between Gaussian random fields

200 篇论文

A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…

统计理论 · 数学 2022-08-05 Johan Segers

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 establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…

偏微分方程分析 · 数学 2019-05-30 Robert J McCann , Brendan Pass

We investigate the problem of pairwise multi-marginal optimal transport, that is, given a collection of probability distributions $\{P_\alpha\}$ on a Polish space $\mathcal{X}$, to find a coupling $\{X_\alpha\}$, $X_\alpha\sim P_\alpha$,…

概率论 · 数学 2019-10-22 Cheuk Ting Li , Venkat Anantharam

Optimal transport between classical probability distributions has been proven useful in areas such as machine learning and random combinatorial optimization. Quantum optimal transport, and the quantum Wasserstein distance as the minimal…

We consider the rate-limited quantum-to-classical optimal transport in terms of output-constrained rate-distortion coding for both finite-dimensional and continuous-variable quantum-to-classical systems with limited classical common…

量子物理 · 物理学 2023-11-30 Hafez M. Garmaroudi , S. Sandeep Pradhan , Jun Chen

Quadratic Wasserstein distances are obtained between dynamical systems (with states as special case), on $\mathbb{Z}_2$-graded von Neumann algebras. This is achieved through a systematic translation from non-graded to $\mathbb{Z}_2$-graded…

数学物理 · 物理学 2025-10-06 Rocco Duvenhage , Dylan van Zyl , Paola Zurlo

This paper derives a new strong Gaussian approximation bound for the sum of independent random vectors. The approach relies on the optimal transport theory and yields \textit{explicit} dependence on the dimension size $p$ and the sample…

统计理论 · 数学 2021-09-06 Nazar Buzun , Nikolay Shvetsov , Dmitry V. Dylov

We present a study of the application of a variant of a recently introduced heuristic algorithm for the optimization of transport routes on complex networks to the problem of finding the optimal routes of communication between nodes on…

物理与社会 · 物理学 2009-11-13 Yong Yu , Bogdan Danila , John A. Marsh , Kevin E. Bassler

We develop goodness-of-fit tests for max-stable random fields, which are used to model heavy-tailed spatial data. The test statistics are constructed based on the Fourier transforms of the indicators of extreme values in the heavy-tailed…

统计方法学 · 统计学 2025-12-09 Ying Niu , Zhao Chen , Christina Dan Wang , Yuwei Zhao

The Gaussian-smoothed optimal transport (GOT) framework, recently proposed by Goldfeld et al., scales to high dimensions in estimation and provides an alternative to entropy regularization. This paper provides convergence guarantees for…

机器学习 · 计算机科学 2021-03-02 Yixing Zhang , Xiuyuan Cheng , Galen Reeves

Given a family of probability measures in P(X), the space of probability measures on a Hilbert space X, our goal in this paper is to highlight one ore more curves in P(X) that summarize efficiently that family. We propose to study this…

机器学习 · 统计学 2015-11-24 Vivien Seguy , Marco Cuturi

In machine learning and computer vision, optimal transport has had significant success in learning generative models and defining metric distances between structured and stochastic data objects, that can be cast as probability measures. The…

机器学习 · 计算机科学 2020-10-20 Anton Mallasto , Markus Heinonen , Samuel Kaski

We investigate the existence of periodic solutions for a class of nonlocal continuity equations, which include mean-field equations derived from systems of coupled oscillators. While periodic solutions at the particle level have been…

动力系统 · 数学 2026-02-24 Seung-Yeal Ha , Gyuyoung Hwang , Philippe Thieullen , Jaeyoung Yoon

We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…

最优化与控制 · 数学 2020-06-26 Isabel Haasler , Rahul Singh , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

This work introduces a new, explicit bound on the Hellinger distance between a continuous random variable and a Gaussian with matching mean and variance. As example applications, we derive a quantitative Hellinger central limit theorem and…

概率论 · 数学 2025-09-23 Morgane Austern , Lester Mackey

In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is…

概率论 · 数学 2010-09-02 Rémi Rhodes , Vincent Vargas

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

最优化与控制 · 数学 2020-06-15 Julie Delon , Agnes Desolneux

In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…

最优化与控制 · 数学 2021-05-18 Gennaro Auricchio

We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional mathematical programs and a…

概率论 · 数学 2018-09-18 Carla Tameling , Max Sommerfeld , Axel Munk