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.
W-Flow generates images in one step, faster and better than multi-step methods.
problem Efficiently generating images from a simple reference distribution to a target data distribution.
method W-Flow uses Wasserstein gradient flows to transform the reference distribution to the target distribution in a single step, trained with Sinkhorn divergence.
result W-Flow achieves state-of-the-art results in ImageNet 256imes256 generation with improved mode coverage and faster sampling.
We introduce in this paper a novel strategy for efficiently approximating the Sinkhorn distance between two discrete measures. After identifying neglectable components of the dual solution of the regularized Sinkhorn problem, we propose to screen those components by directly setting them at that value before entering t…
The Sinkhorn "distance", a variant of the Wasserstein distance with entropic regularization, is an increasingly popular tool in machine learning and statistical inference. However, the time and memory requirements of standard algorithms for computing this distance grow quadratically with the size of the data, making th…
We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most n components. We show that the complexity of the Sinkhorn algorithm for finding an ε-appr…
This paper refines the Gaussian Sinkhorn algorithm for general multivariate models.
problem Finite-dimensional solutions for general Gaussian multivariate models.
method Recursive formulation of the Sinkhorn algorithm for Gaussian models, including closed form expressions of entropic transport maps and Schrödinger bridges.
result Refined convergence analysis of Gaussian Sinkhorn algorithms.
We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between m discrete probability distributions supported each on n support points. First, we show that the standard linear programming (LP) represe…
Reflective Hamiltonian Monte Carlo struggles with high-dimensional sampling.
problem Slow mixing in reflective Hamiltonian Monte Carlo with inexact reflections.
method Quantifying instantaneous non-uniformity with Sinkhorn divergence; analyzing particle motion in spheres and cubes; constructing low-dimensional toy models.
result Particles spontaneously unmix, leading to resonances in particle density.
Computing optimal transport distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. Despite the recent introduction of several algorithms with good empirical performance, it is unknown whether general optimal transport distances can be approximated in …
We present a novel algorithm to estimate the barycenter of arbitrary probability distributions with respect to the Sinkhorn divergence. Based on a Frank-Wolfe optimization strategy, our approach proceeds by populating the support of the barycenter incrementally, without requiring any pre-allocation. We consider discret…
A new method for faster estimation of Wasserstein distance using Sinkhorn divergence.
problem Estimating the squared Wasserstein distance between probability distributions.
method Proposes a new estimator based on the Sinkhorn divergence with debiasing terms, and analyzes its sample complexity and computational efficiency.
result The proposed estimator allows higher regularization levels, leading to improved computational complexity and speedup in practice.
We present several new complexity results for the entropic regularized algorithms that approximately solve the optimal transport (OT) problem between two discrete probability measures with at most n atoms. First, we improve the complexity bound of a greedy variant of Sinkhorn, known as \textit{Greenkhorn}, from $\wid…