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We consider the problem of estimating the optimal transport map between two probability distributions, $P$ and $Q$ in $\mathbb R^d$, on the basis of i.i.d. samples. All existing statistical analyses of this problem require the assumption…

统计理论 · 数学 2023-05-26 Aram-Alexandre Pooladian , Vincent Divol , Jonathan Niles-Weed

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

最优化与控制 · 数学 2019-04-10 Rui Zhang , Quanyan Zhu

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…

动力系统 · 数学 2017-11-22 Piyush Grover , Karthik Elamvazhuthi

Characterising intractable high-dimensional random variables is one of the fundamental challenges in stochastic computation. The recent surge of transport maps offers a mathematical foundation and new insights for tackling this challenge by…

机器学习 · 统计学 2021-10-20 Tiangang Cui , Sergey Dolgov

In machine learning and computer graphics, a fundamental task is the approximation of a probability density function through a well-dispersed collection of samples. Providing a formal metric for measuring the distance between probability…

图形学 · 计算机科学 2024-02-28 Baptiste Genest , Nicolas Courty , David Coeurjolly

Kernel density estimation (KDE) has become a popular method for visual analysis in various fields, such as financial risk forecasting, crime clustering, and traffic monitoring. KDE can identify high-density areas from discrete datasets.…

数据库 · 计算机科学 2025-01-14 Yu Shao , Peng Cheng , Xiang Lian , Lei Chen , Wangze Ni , Xuemin Lin , Chen Zhang , Liping Wang

Semi-discrete optimal transport (SOT), which maps a continuous probability measure to a discrete one, is a fundamental problem with wide-ranging applications. Entropic regularization is often employed to solve the SOT problem, leading to a…

数值分析 · 数学 2025-08-01 Moaad Khamlich , Francesco Romor , Gianluigi Rozza

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

This paper presents a light-weight, high-quality texture synthesis algorithm that easily generalizes to other applications such as style transfer and texture mixing. We represent texture features through the deep neural activation vectors…

图形学 · 计算机科学 2020-10-29 Eric Risser

We present a simple, yet effective, approach to Semi-Supervised Learning. Our approach is based on estimating density-based distances (DBD) using a shortest path calculation on a graph. These Graph-DBD estimates can then be used in any…

机器学习 · 计算机科学 2012-02-20 Avleen S. Bijral , Nathan Ratliff , Nathan Srebro

This work deals with uncertainty quantification for a generic input distribution to some resource-intensive simulation, e.g., requiring the solution of a partial differential equation. While efficient numerical methods exist to compute…

数值分析 · 数学 2025-06-16 Oliver G. Ernst , Hanno Gottschalk , Toni Kowalewitz , Patrick Krüger

Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…

计量经济学 · 经济学 2026-01-22 Yinchu Zhu , Ilya O. Ryzhov

One way to analyze complicated non-autonomous flows is through trying to understand their transport behavior. In a quantitative, set-oriented approach to transport and mixing, finite time coherent sets play an important role. These are…

动力系统 · 数学 2019-07-10 Péter Koltai , D. R. Michiel Renger

The paper presents an approach to estimate Origin-Destination (OD) flows and their path splits, based on traffic counts on links in the network. The approach called Compressive Origin-Destination Estimation (CODE) is inspired by Compressive…

系统与控制 · 计算机科学 2014-07-23 Borhan M. Sanandaji , Pravin P. Varaiya

The fundamental diagram (FD), also known as the flow--density relation, is one of the most fundamental concepts in the traffic flow theory. It describes the relation between equilibrated flow, density, and speed in traffic flow.…

流体动力学 · 物理学 2019-02-12 Toru Seo , Yutaka Kawasaki , Takahiko Kusakabe , Yasuo Asakura

It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…

Porous and heterogeneous materials are found in many applications from composites, membranes, chemical reactors, and other engineered materials to biological matter and natural subsurface structures. In this work we propose an integrated…

计算物理 · 物理学 2019-09-15 Gianluca Boccardo , Eleonora Crevacore , Alberto Passalacqua , Matteo Icardi

We construct homogeneous optimal transport maps for the quadratic cost between convex cones with homogeneous, possibly degenerate, densities when the cones satisfy an obliqueness condition. The existence of such maps plays a central role in…

偏微分方程分析 · 数学 2025-11-04 Tristan C. Collins , Benjy Firester , Freid Tong

Optimal transport maps and plans between two absolutely continuous measures $\mu$ and $\nu$ can be approximated by solving semi-discrete or fully-discrete optimal transport problems. These two problems ensue from approximating $\mu$ or both…

数值分析 · 数学 2020-04-14 Wenbo Li , Ricardo H. Nochetto

Persistence diagrams (PDs) are now routinely used to summarize the underlying topology of complex data. Despite several appealing properties, incorporating PDs in learning pipelines can be challenging because their natural geometry is not…

机器学习 · 统计学 2018-11-14 Théo Lacombe , Marco Cuturi , Steve Oudot