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We study the fixed-support Wasserstein barycenter problem (FS-WBP), which consists in computing the Wasserstein barycenter of $m$ discrete probability measures supported on a finite metric space of size $n$. We show first that the…

计算复杂性 · 计算机科学 2022-06-07 Tianyi Lin , Nhat Ho , Xi Chen , Marco Cuturi , Michael I. Jordan

Communication is one of the bottlenecks of distributed optimisation and learning. To overcome this bottleneck, we propose a novel quantization method that transforms a vector into a sample of components' indices drawn from a categorical…

最优化与控制 · 数学 2025-01-31 Dmitrii Pasechniuk , Pavel Dvurechensky , César A. Uribe , Alexander Gasnikov

We propose a novel supervised learning method to optimize the kernel in the maximum mean discrepancy generative adversarial networks (MMD GANs), and the kernel support vector machines (SVMs). Specifically, we characterize a distributionally…

机器学习 · 计算机科学 2020-02-25 Masoud Badiei Khuzani , Liyue Shen , Shahin Shahrampour , Lei Xing

Discovering relationships between materials' microstructures and mechanical properties is a key goal of materials science. Here, we outline a strategy exploiting Bayesian optimization to efficiently search the multidimensional space of…

材料科学 · 物理学 2022-12-08 Mika Sarvilahti , Lasse Laurson

We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…

最优化与控制 · 数学 2021-10-20 Yu Mei , Jia Liu , Zhiping Chen

In this paper, we consider the problem of computing the barycenter of a set of probability distributions under the Sinkhorn divergence. This problem has recently found applications across various domains, including graphics, learning, and…

机器学习 · 计算机科学 2020-07-22 Zebang Shen , Zhenfu Wang , Alejandro Ribeiro , Hamed Hassani

We present a framework leveraging a novel variant of the model-based diffusion algorithm to minimize the time required for a redundant dual-arm robot configuration to follow a desired relative Cartesian path. Our prior work proposed a…

机器人学 · 计算机科学 2026-04-21 Jushan Chen , Jonathan Fried , Santiago Paternain

The Wasserstein barycenter problem seeks a probability measure that minimizes the weighted average of the Wasserstein distances to a given collection of probability measures. We study the discrete setting, where each measure has finite…

最优化与控制 · 数学 2025-11-07 Jiaqi Wang , Weijun Xie

We formulate an optimization problem to estimate probability densities in the context of multidimensional problems that are sampled with uneven probability. It considers detector sensitivity as an heterogeneous density and takes advantage…

机器学习 · 计算机科学 2025-06-04 Aleix Boquet-Pujadas , Pol del Aguila Pla , Michael Unser

This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…

数值分析 · 数学 2018-03-07 Jérôme Droniou , Robert Eymard , Alain Prignet , Kyle S. Talbot

A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…

数值分析 · 数学 2015-09-02 Bertram Düring , Philipp Fuchs , Ansgar Jüngel

We study sparse optimal control of a non-local continuity equation, where the goal is to steer a distribution via finitely many controllable agents or actuators. This model arises naturally in mean-field multi-agent systems and takes the…

最优化与控制 · 数学 2026-03-03 Enrico Sartor , Florian Dörfler , Nicolas Lanzetti

Probabilistic programming systems generally compute with probability density functions, leaving the base measure of each such function implicit. This mostly works, but creates problems when densities with respect to different base measures…

编程语言 · 计算机科学 2020-12-14 Alexey Radul , Boris Alexeev

We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to…

最优化与控制 · 数学 2017-11-27 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

This paper is concerned by the study of barycenters for random probability measures in the Wasserstein space. Using a duality argument, we give a precise characterization of the population barycenter for various parametric classes of random…

统计理论 · 数学 2017-11-30 Jérémie Bigot , Thierry Klein

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

We first propose a hybridizable discontinuous Galerkin (HDG) method to approximate the solution of a \emph{convection dominated} Dirichlet boundary control problem. Dirichlet boundary control problems and convection dominated problems are…

数值分析 · 数学 2021-02-01 Gang Chen , John Richard Singler , Yangwen Zhang

In this work, we propose a method for computing centroids, or barycenters, in the spectral Wasserstein-2 metric for sets of power spectral densities, where the barycenters are restricted to belong to the set of all-pole spectra with a…

信号处理 · 电气工程与系统科学 2026-02-17 Rumeshika Pallewela , Filip Elvander

We study a posteriori error analysis of linear-quadratic boundary control problems under bilateral box constraints on the control which acts through a Neumann type boundary condition. We adopt the hybridizable discontinuous Galerkin method…

数值分析 · 数学 2020-04-21 Haitao Leng , Yanping Chen

We study distributionally robust optimization (DRO) problems with uncertainty sets consisting of high-dimensional random vectors that are close in the multivariate Wasserstein distance to a reference random vector. We give conditions when…

最优化与控制 · 数学 2026-01-30 Brandon Tam , Silvana M. Pesenti