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With the ongoing investment in data collection and communication technology in power systems, data-driven optimization has been established as a powerful tool for system operators to handle stochastic system states caused by weather- and…

最优化与控制 · 数学 2023-12-18 Robert Mieth , Juan M. Morales , H. Vincent Poor

Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…

数据结构与算法 · 计算机科学 2018-12-18 Jason Altschuler , Francis Bach , Alessandro Rudi , Jonathan Weed

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…

最优化与控制 · 数学 2023-07-26 Shaojun Ma , Mengxue Hou , Xiaojing Ye , Haomin Zhou

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

Using the growing volumes of vehicle trajectory data, it becomes increasingly possible to capture time-varying and uncertain travel costs in a road network, including travel time and fuel consumption. The current paradigm represents a road…

数据库 · 计算机科学 2015-12-07 Jian Dai , Bin Yang , Chenjuan Guo , Christian S. Jensen

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

机器学习 · 计算机科学 2018-11-15 Marco Cuturi , Gabriel Peyré

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

最优化与控制 · 数学 2025-02-18 Kaiwen Shi

Short-term origin-destination (OD) flow prediction in urban rail transit (URT) plays a crucial role in smart and real-time URT operation and management. Different from other short-term traffic forecasting methods, the short-term OD flow…

信号处理 · 电气工程与系统科学 2021-01-06 Jinlei Zhang , Hongshu Che , Feng Chen , Wei Ma , Zhengbing He

Given an origin (O), a destination (D), and a departure time (T), an Origin-Destination (OD) travel time oracle~(ODT-Oracle) returns an estimate of the time it takes to travel from O to D when departing at T. ODT-Oracles serve important…

机器学习 · 计算机科学 2023-07-07 Yan Lin , Huaiyu Wan , Jilin Hu , Shengnan Guo , Bin Yang , Youfang Lin , Christian S. Jensen

With the increasing adoption of Automatic Vehicle Location (AVL) and Automatic Passenger Count (APC) technologies by transit agencies, a massive amount of time-stamped and location-based passenger boarding and alighting count data can be…

最优化与控制 · 数学 2019-11-15 Xinyu Liu , Pascal Van Hentenryck , Xilei Zhao

Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…

机器学习 · 统计学 2025-06-19 Panos Tsimpos , Zhi Ren , Jakob Zech , Youssef Marzouk

We use Wasserstein distances to characterize and study probabilistic frames. Adapting results from Olkin and Pukelsheim, from Gelbrich and from Cuesta-Albertos, Matran-Bea and Tuero-Diaz to frame operators, we show that the sets of…

概率论 · 数学 2025-06-18 Dongwei Chen , Martin Schmoll

Origin-destination (OD) matrices are often used in urban planning, where a city is partitioned into regions and an element (i, j) in an OD matrix records the cost (e.g., travel time, fuel consumption, or travel speed) from region i to…

机器学习 · 计算机科学 2018-11-14 Jilin Hu , Chenjuan Guo , Bin Yang , Christian S. Jensen , Lu Chen

Differential dynamic programming (DDP) is a popular technique for solving nonlinear optimal control problems with locally quadratic approximations. However, existing DDP methods are not designed for stochastic systems with unknown…

系统与控制 · 电气工程与系统科学 2023-05-18 Astghik Hakobyan , Insoon Yang

This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…

最优化与控制 · 数学 2019-11-19 Zhuolin Wang , Keyou You , Shiji Song , Yuli Zhang

Optimal transport (OT) offers a versatile framework to compare complex data distributions in a geometrically meaningful way. Traditional methods for computing the Wasserstein distance and geodesic between probability measures require…

机器学习 · 计算机科学 2024-05-24 Andrew Gracyk , Xiaohui Chen

The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…

We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions. By applying the method of Lagrange multipliers to the dynamic formulation of the optimal…

机器学习 · 计算机科学 2021-06-08 Shu Liu , Shaojun Ma , Yongxin Chen , Hongyuan Zha , Haomin Zhou

This study develops FusionTransNet, a framework designed for Origin-Destination (OD) flow predictions within smart and multimodal urban transportation systems. Urban transportation complexity arises from the spatiotemporal interactions…

机器学习 · 计算机科学 2024-05-10 Binwu Wang , Yan Leng , Guang Wang , Yang Wang

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