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Motivated by approximation Bayesian computation using mean-field variational approximation and the computation of equilibrium in multi-species systems with cross-interaction, this paper investigates the composite geodesically convex…

最优化与控制 · 数学 2024-09-18 Rentian Yao , Xiaohui Chen , Yun Yang

We investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this…

概率论 · 数学 2007-05-23 L. Decreusefond

In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph $G$. Different graph structures lead to different specifications of the optimal transport problem. For…

统计理论 · 数学 2024-07-08 Patrick Cheridito , Stephan Eckstein

This paper addresses the Optimal Transport problem, which is regularized by the square of Euclidean $\ell_2$-norm. It offers theoretical guarantees regarding the iteration complexities of the Sinkhorn--Knopp algorithm, Accelerated Gradient…

最优化与控制 · 数学 2023-08-29 Dmitry A. Pasechnyuk , Michael Persiianov , Pavel Dvurechensky , Alexander Gasnikov

The goal of the paper is to give an optimal transport formulation of the full Einstein equations of general relativity, linking the (Ricci) curvature of a space-time with the cosmological constant and the energy-momentum tensor. Such an…

数学物理 · 物理学 2023-09-27 Andrea Mondino , Stefan Suhr

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

We present an optimal mass transport framework on the space of Gaussian mixture models, which are widely used in statistical inference. Our method leads to a natural way to compare, interpolate and average Gaussian mixture models.…

概率论 · 数学 2018-02-01 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on…

机器学习 · 统计学 2024-06-19 Alex G. Zalles , Kai M. Hung , Ann E. Finneran , Lydia Beaudrot , César A. Uribe

We develop a computationally tractable method for estimating the optimal map between two distributions over $\mathbb{R}^d$ with rigorous finite-sample guarantees. Leveraging an entropic version of Brenier's theorem, we show that our…

统计理论 · 数学 2024-05-14 Aram-Alexandre Pooladian , Jonathan Niles-Weed

We introduce and analyze a statistical estimator for Monge transport maps: solutions to the quadratic optimal transport problem in Euclidean space. For absolutely continuous source measures, this map is uniquely defined as the gradient of a…

最优化与控制 · 数学 2026-04-27 Elsa Cazelles , Edouard Pauwels , Léo Portales

We investigate the minimum cost of a wide class of combinatorial optimization problems over random bipartite geometric graphs in $\mathbb{R}^d$ where the edge cost between two points is given by a $p$-th power of their Euclidean distance.…

概率论 · 数学 2023-07-20 Michael Goldman , Dario Trevisan

We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…

最优化与控制 · 数学 2021-07-12 Felix Black , Philipp Schulze , Benjamin Unger

The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to…

偏微分方程分析 · 数学 2019-08-15 Robert J. McCann , Brendan Pass , Micah Warren

In this paper we bring together some of the key ideas and methods of two disparate fields of mathematical research, frame theory and optimal transport, using the methods of the second to answer questions posed in the first. In particular,…

泛函分析 · 数学 2022-12-01 Clare Wickman , Kasso Okoudjou

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

机器学习 · 计算机科学 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…

计量经济学 · 经济学 2025-07-31 Andrei Voronin

We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…

机器学习 · 计算机科学 2024-04-02 Zhuoran Yang , Yufeng Zhang , Yongxin Chen , Zhaoran Wang

In many statistical settings, two types of data are available: coupled data, which preserve the joint structure among variables but are limited in size due to cost or privacy constraints, and marginal data, which are available at larger…

统计方法学 · 统计学 2026-03-31 Jakwang Kim , Young-Heon Kim , Chan Park

We show that a class of Poincar\'e-Wirtinger inequalities on bounded convex sets can be obtained by means of the dynamical formulation of Optimal Transport. This is a consequence of a more general result valid for convex sets, possibly…

偏微分方程分析 · 数学 2016-01-05 Lorenzo Brasco , Filippo Santambrogio

We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We…

系统与控制 · 电气工程与系统科学 2023-05-02 Arthur Stephanovitch , Anqi Dong , Tryphon T. Georgiou