相关论文: Scenario Tree Reduction via Wasserstein Barycenter…
Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…
Divide-and-conquer based methods for Bayesian inference provide a general approach for tractable posterior inference when the sample size is large. These methods divide the data into smaller subsets, sample from the posterior distribution…
The so-called \emph{simplified} Wasserstein barycenter problem, also known as the cheapest hub problem, consists in selecting one point from each of $k$ given sets, each set consisting of $n$ points, with the aim of minimizing the sum of…
We perform a mathematical and statistical analysis of the Wasserstein least squares problem, a regression method for vector-valued covariates and distribution-valued responses. Our proposal contrasts with other distributional regression…
This paper presents a generalization of the Wasserstein distance for both persistence diagrams and merge trees [20], [66] that takes advantage of the regions of their topological features in the input domain. Specifically, we redefine the…
Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…
Probabilistic sampling methods have become very popular to solve single-shot path planning problems. Rapidly-exploring Random Trees (RRTs) in particular have been shown to be efficient in solving high dimensional problems. Even though…
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…
The Steiner tree problem is one of the most prominent problems in network design. Given an edge-weighted undirected graph and a subset of the vertices, called terminals, the task is to compute a minimum-weight tree containing all terminals…
Topological Data Analysis methods can be useful for classification and clustering tasks in many different fields as they can provide two dimensional persistence diagrams that summarize important information about the shape of potentially…
In two-stage robust optimization the solution to a problem is built in two stages: In the first stage a partial, not necessarily feasible, solution is exhibited. Then the adversary chooses the "worst" scenario from a predefined set of…
We introduce weak barycenters of a family of probability distributions, based on the recently developed notion of optimal weak transport of mass by Gozlanet al. (2017) and Backhoff-Veraguas et al. (2020). We provide a theoretical analysis…
Various modifications of decision trees have been extensively used during the past years due to their high efficiency and interpretability. Tree node splitting based on relevant feature selection is a key step of decision tree learning, at…
{\em Reoptimization} is a setting in which we are given an (near) optimal solution of a problem instance and a local modification that slightly changes the instance. The main goal is that of finding an (near) optimal solution of the…
We propose a new \cu{class-optimal} algorithm for the distributed computation of Wasserstein Barycenters over networks. Assuming that each node in a graph has a probability distribution, we prove that every node can reach the barycenter of…
We investigate barycenters of Gaussian process laws in adapted Wasserstein space. The adapted Wasserstein distance refines classical optimal transport by enforcing compatibility of transport plans with the temporal flow of information, and…
In this work clustering schemes for uncertain and structured data are considered relying on the notion of Wasserstein barycenters, accompanied by appropriate clustering indices based on the intrinsic geometry of the Wasserstein space where…
Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…
Dynamic programming on tree decompositions is a frequently used approach to solve otherwise intractable problems on instances of small treewidth. In recent work by Bodlaender et al., it was shown that for many connectivity problems, there…
Multi-stage problems with uncertain parameters and integer decisions variables are among the most difficult applications of robust optimization (RO). The challenge in these problems is to find optimal here-and-now decisions, taking into…