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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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222445667889 · Jun 202019922001200920172026
48 results for Partial Optimal Transport

New algorithms solve partial optimal transport problems for applications like PU learning.

problem Optimal transport constraints on equal mass distributions limit applicability.
method Developed exact algorithms for partial Wasserstein and Gromov-Wasserstein problems.
result Partial Wasserstein metrics show effectiveness in positive-unlabeled learning.

New algorithm solves unbalanced optimal transport on trees in quasi-linear time.

problem Efficiently solving unbalanced optimal transport problems on trees.
method Proposed an algorithm that solves a more general unbalanced optimal transport problem exactly in quasi-linear time on a tree metric.
result Solves unbalanced optimal transport on trees in quasi-linear time (less than one second for a tree with one million nodes).

New bounds for PDA using partial optimal transport improve domain alignment.

problem Scarcity of labeled target data with abundant source data.
method Derive theoretical bounds based on partial optimal transport.
result Theoretical bounds support partial Wasserstein distance for domain alignment.

New forms of multi-marginal POT problem derived for computational efficiency.

problem Optimizing transport between multiple unbalanced measures with limited supports.
method Developed two equivalence forms of the POT problem and an optimization algorithm, ApproxMPOT.
result ApproxMPOT algorithm achieves optimal value with complexity ildeO(m3(n+1)m/ε2) ilde{\mathcal{O}}(m^3(n+1)^{m}/ \varepsilon^2).

Optimal transport reformulates multiple quantile hedging problem.

problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.

Improved persistence spheres map measures to functions, stable under partial transport.

problem Representing and comparing measures in topological machine learning.
method Persistence spheres map measures to continuous functions on the sphere, stable under 1-Wasserstein partial transport.
result Persistence spheres provide a stable, parameter-free representation of measures, improving upon existing methods.

PROTOCOL tackles imbalanced multi-view clustering by enhancing contrastive learning.

problem Class imbalance in real-world multi-view data.
method PROTOCOL uses partial optimal transport to perceive and mitigate imbalance, enhancing contrastive learning.
result PROTOCOL significantly improves clustering performance on imbalanced multi-view data.

New method for comparing different mass measures on tree structures using entropy partial transport.

problem Comparing nonnegative measures with different masses on tree structures.
method Entropy Partial Transport (EPT) on extended trees, regularized for fast computation and negative definiteness.
result First closed-form solution for unbalanced OT on tree structures.

New algorithm infers trajectories from partial observations using optimal transport.

problem Inferring trajectories from partial observations of coupled systems.
method Extends MFL algorithm to latent SDEs using observable state space models and partial observations.
result Experiments show significant outperformance over latent-free baseline.

Partial soft-matching distance improves neural representation comparison by allowing some neurons to remain unmatched.

problem Neural representations are noisy and contain outliers, making traditional matching methods unreliable.
method Extends soft-matching distance to a partial optimal transport setting, allowing some neurons to remain unmatched.
result Partial soft-matching provides robust correspondences that are more reliable under noise and outliers.

New control methods improve dynamic measure transport paths.

problem Improving paths for dynamic measure transport.
method Connecting mean-field games to optimization problems for learning paths, advocating for smoothness of velocities.
result Our method recovers more efficient and smooth transport models compared to untilted paths.

Partial Wasserstein Covering aims to identify missing patterns in datasets.

problem Identifying missing patterns in datasets compared to actual applications.
method Formulated as a discrete optimization problem with partial Wasserstein divergence. Proved submodular, allowing greedy approximation. Proposed quasi-greedy algorithms with acceleration techniques.
result Efficiently fills gaps and finds missing scenes in real driving scenes datasets.

FedAVOT improves federated learning by aligning user distributions.

problem Partial client participation leads to biased and unstable updates in federated learning.
method Formulates aggregation as masked optimal transport to align availability and importance distributions.
result Achieves a standard O(1/√T) rate, independent of the number of participating users per round.

Optimal transport for functional data using Hilbert-Schmidt operators.

problem Optimal transport for distributions on function spaces with partially represented stochastic maps.
method Regularization technique to restrict transport maps to Hilbert-Schmidt operators, developing an efficient algorithm.
result Existence, uniqueness, and consistency of the Hilbert-Schmidt operator estimate for the transport map.

Partial fusion combines neural networks to balance accuracy and efficiency.

problem Balancing accuracy and computational cost in neural networks.
method Extending weight aggregation methods based on neuron-level similarity, using partial optimal transport to match similar neurons.
result Achieves a flexible tradeoff between computational cost and performance.

FairPOT balances fairness and AUC performance by selectively transforming risk scores.

problem Balancing fairness and AUC performance in high-stakes domains.
method FairPOT uses proportional optimal transport to selectively transform risk scores.
result FairPOT consistently improves fairness with minimal AUC degradation or even positive gains.

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be approximated using linear programming (LP) problems which result from a discretisa…

2017-10-22abs ↗pdf ↗

Study of a risk-averse informed trader in a multi-asset market with non-Gaussian prices.

problem Existence of equilibrium in a multi-asset market with non-Gaussian prices and a risk-averse informed trader.
method Constructed equilibrium using Fokker-Planck equation and coupled partial differential equations with an optimal transport constraint.
result Equilibrium exists in a market with multiple assets and non-Gaussian prices.

Study robust distribution estimation with Wasserstein distance, achieving optimal risk.

problem Robust distribution estimation under adversarial corruption.
method Combining partial OT and minimum distance estimation, proving structural properties and deriving a novel dual form.
result Achieves minimax-optimal robust estimation risk in many settings.

New method for conditional sampling using M-GANs, likely-free inference.

problem Conditional sampling of probability measures.
method Developed a novel computational approach called M-GANs based on block triangular transport.
result Accurate sampling of conditional measures in various applications.

In this note we will adapt Topping's L\mathcal{L}-optimal transportation theory for Ricci flow to a more general situation, i.e. to a closed manifold (M,gij(t))(M,g_{ij}(t)) evolving by tgij=2Sij\partial_tg_{ij}=-2S_{ij}, where SijS_{ij} is a symmetric tensor field of (2,0)-type on MM. We extend some recent results of Topping, Lott …

2009-08-23abs ↗pdf ↗

A study on optimizing self-attention in tabular data using Optimal Transport.

problem Improving efficiency and accuracy of self-attention in tabular classification tasks.
method Developed an OT-based algorithm to generate class-specific dummy Gaussian distributions and train an MLP.
result Achieved comparable accuracy to Transformers with reduced computational cost and efficiency.

Novel stability bounds for OT maps improve density estimation.

problem Estimating optimal transport maps between probability distributions.
method Developed novel stability bounds for OT maps, reducing the problem to density estimation.
result Stability bounds allow for sharper guarantees without smoothness assumptions.

A new method for transporting unbalanced measures on graphs efficiently.

problem Optimal transport for measures with unequal total masses on graph metric spaces.
method Developed a novel variant of entropy partial transport (Orlicz-EPT) with Orlicz geometric structure, leading to Orlicz-Sobolev transport (OST).
result OST can be efficiently computed by solving a univariate optimization problem, significantly faster than Orlicz-EPT.

This paper introduces a new formulation of the Conic Gromov-Wasserstein distance for comparing complex network structures.

problem Comparing measures of unequal mass and complex network structures.
method Novel semi-coupling formulation and extension to hypernetworks.
result Establishes fundamental properties and robustness of CGW metric.

Under a complete Ricci flow, we construct a coupling of two Brownian motion such that their L0\mathcal{L}_0-distance is a supermartingale. This recovers a result of Lott [J. Lott, Optimal transport and Perelman's reduced volume, Calc. Var. Partial Differential Equations 36 (2009), no. 1, 49--84.] on the monotonicity of…

2014-08-01abs ↗pdf ↗

The paper studies stability of mean-field variational inference for log-concave distributions.

problem Stability of mean-field variational inference for log-concave distributions.
method Novel approach via linearized optimal transport, lifting non-convex problem to convex optimization over transport maps.
result Dimension-free Lipschitz continuity of the MFVI optimizer with respect to the target distribution, measured in 2-Wasserstein distance.