相关论文: Approximate Algorithms For $k$-Sparse Wasserstein …

Center-based clustering has attracted significant research interest from both theory and practice. In many practical applications, input data often contain background knowledge that can be used to improve clustering results. In this work,…

The problem of rapid and automated detection of distinct market regimes is a topic of great interest to financial mathematicians and practitioners alike. In this paper, we outline an unsupervised learning algorithm for clustering financial…

The problem of constrained clustering has attracted significant attention in the past decades. In this paper, we study the balanced $k$-center, $k$-median, and $k$-means clustering problems where the size of each cluster is constrained by…

We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…

Computing the unregularized Wasserstein barycenter for measure-valued data is a challenging optimization task. Recent algorithms have been tailored to either discrete measures as point clouds or continuous measures discretized on regular…

With the rapid development of online payment platforms, it is now possible to record massive transaction data. Clustering on transaction data significantly contributes to analyzing merchants' behavior patterns. This enables payment…

Using statistical learning methods to analyze stochastic simulation outputs can significantly enhance decision-making by uncovering relationships between different simulated systems and between a system's inputs and outputs. We focus on…

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…

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…

Given a stream of points in a metric space, is it possible to maintain a constant approximate clustering by changing the cluster centers only a small number of times during the entire execution of the algorithm? This question received…

The topological patterns exhibited by many real-world networks motivate the development of topology-based methods for assessing the similarity of networks. However, extracting topological structure is difficult, especially for large and…

This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…

We present approximation algorithms for some variants of center-based clustering and related problems in the fully dynamic setting, where the pointset evolves through an arbitrary sequence of insertions and deletions. Specifically, we…

We study the $k$-median with discounts problem, wherein we are given clients with non-negative discounts and seek to open at most $k$ facilities. The goal is to minimize the sum of distances from each client to its nearest open facility…

Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…

This paper studies the statistical estimation of exact Wasserstein barycenters. Existing non-asymptotic results for empirical barycenters exhibit a severe curse of dimensionality. Motivated by the semi-dual formulation of the barycenter…

In this paper, we consider two types of robust models of the $k$-median/$k$-means problems: the outlier-version ($k$-MedO/$k$-MeaO) and the penalty-version ($k$-MedP/$k$-MeaP), in which we can mark some points as outliers and discard them.…

Due to the progressive growth of the amount of data available in a wide variety of scientific fields, it has become more difficult to ma- nipulate and analyze such information. Even though datasets have grown in size, the K-means algorithm…

In this paper we propose to perform model ensembling in a multiclass or a multilabel learning setting using Wasserstein (W.) barycenters. Optimal transport metrics, such as the Wasserstein distance, allow incorporating semantic side…

The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…