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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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336698131 · May 202619922001200920172026
48 results for Sinkhorn flow

The Sinkhorn flow converges to a Wasserstein mirror gradient flow from the Sinkhorn algorithm.

problem Optimizing joint distributions using the Sinkhorn algorithm.
method Wasserstein mirror gradient flow derived from the Sinkhorn algorithm.
result The Sinkhorn flow converges to a Wasserstein mirror gradient flow.

A new associative memory uses Sinkhorn divergence for efficient pattern retrieval.

problem Efficiently retrieving patterns from large datasets of weighted point clouds.
method Derived retrieval dynamics as a SHK gradient flow, discretized for a deterministic algorithm.
result Proved basin invariance, geometric convergence, and robust recovery from perturbations.

A new gradient flow framework for distributionally robust optimization.

problem Optimizing under uncertainty with worst-case distributional constraints.
method Gradient flow theory applied to distributionally robust optimization.
result Practical algorithms for sampling from worst-case distributions.

New discretization scheme for Wasserstein gradient flows using Schrödinger bridges.

problem Computing Wasserstein gradient flows efficiently and without score functions.
method Iterated Schrödinger bridge approximation with particle-based Sinkhorn algorithm.
result The scheme converges to Wasserstein gradient flows for certain flows, including heat flow.

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 256imes imes256 generation with improved mode coverage and faster sampling.

Paper solves barycenter of probability distributions using Sinkhorn divergence.

problem Computing the barycenter of a set of probability distributions under the Sinkhorn divergence.
method Recast as unconstrained functional optimization and develop Sinkhorn Descent (SD) method.
result SD converges to a stationary point at a sublinear rate and asymptotically finds a global minimizer.

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…

2019-06-20abs ↗pdf ↗

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…

2018-12-12abs ↗pdf ↗

This work studies the statistical performance of Sinkhorn iterations in estimating Schrödinger bridges.

problem Estimating Schrödinger bridges with limited samples.
method Intermediate Sinkhorn iterations applied to the time-dependent drifts of SDEs.
result Established a statistical bound on the squared total variation error of Sinkhorn bridge iterations.

This paper tackles Sinkhorn DRO by reformulating it as a bilevel program and proposes sampling-based algorithms.

problem Distributionally robust optimization with ambiguity sets defined via the Sinkhorn discrepancy.
method Primal perspective reformulation as a bilevel program, double-loop and single-loop sampling-based algorithms.
result Simultaneously obtain the optimal robust decision and the worst-case distribution.

Paper uses Sinkhorn distances to improve imitation learning effectiveness.

problem Improving imitation learning algorithms by comparing occupancy measures.
method Formulates imitation learning as Sinkhorn distance minimization, combining optimal transport and cosine distances.
result Proposes a new critic network and transport plan that guide imitation learning.

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 nn components. We show that the complexity of the Sinkhorn algorithm for finding an ε\varepsilon-appr…

2020-02-09abs ↗pdf ↗

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 mm discrete probability distributions supported each on nn support points. First, we show that the standard linear programming (LP) represe…

2019-09-30abs ↗pdf ↗

OTSeg uses multi-prompt Sinkhorn attention to improve zero-shot semantic segmentation.

problem Leveraging pre-trained CLIP knowledge to align text embeddings with pixel embeddings.
method OTSeg employs Multi-Prompts Sinkhorn (MPS) and Multi-Prompts Sinkhorn Attention (MPSA) to enhance semantic feature matching.
result OTSeg achieves state-of-the-art performance in zero-shot semantic segmentation tasks.

Develops a new algorithm to calibrate signed datasets to specified marginals.

problem Calibrating signed datasets to specified marginals.
method Extends Schrödinger-Fortet-Sinkhorn paradigm to sign-indefinite multi-dimensional arrays.
result Proposes an optimization problem to update a sign-indefinite prior to match given marginals.

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.

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…

2019-05-30abs ↗pdf ↗

Study convergence and approximations of entropic regularized Wasserstein distances for Gaussian and RKHS measures.

problem Convergence and approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings.
method Analysis of convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings.
result Strictly weaker convergence in 2-Sinkhorn divergence for Gaussian measures compared to exact 2-Wasserstein distance.

Paper proposes SinkhornDRL for distributional RL using Sinkhorn divergence and regularized Wasserstein loss.

problem Improving distributional reinforcement learning by minimizing Bellman return distribution differences.
method Introduces SinkhornDRL, a distributional RL algorithm using Sinkhorn divergence and regularized Wasserstein loss.
result SinkhornDRL consistently outperforms or matches existing algorithms on Atari games, especially in multi-dimensional reward settings.

Optimal transport with ff-divergence regularization using generalized Sinkhorn algorithm.

problem Optimal transport with ff-divergence regularization.
method Generalized Sinkhorn algorithm for solving optimal transport problems with various ff-divergences.
result Strong duality holds, optimums are attained, and convergence to an optimal solution is guaranteed under certain conditions.

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.

The paper analyzes stability and convergence rates of entropic and Sinkhorn potentials.

problem Stability and convergence rates of entropic and Sinkhorn potentials.
method Semiconcavity properties of entropic potentials and Schrödinger bridges.
result Exponential convergence rates for gradient and Hessian of Sinkhorn iterates.

Paper proves generalized Talagrand inequality for Sinkhorn distance.

problem Proving a generalized Talagrand inequality for Sinkhorn distance.
method Using entropy power inequality and infinitesimal displacement convexity of optimal transport map.
result Extends previous results of Gaussian Talagrand inequality for Sinkhorn distance to strongly log-concave case.

A new method for flow matching reduces computational costs and improves performance.

problem Efficiently matching flow models to target data distributions.
method Semidiscrete formulation of optimal transport (SD-OT) using SGD and maximum inner product search (MIPS).
result Semidiscrete FM (SD-FM) outperforms batch-OT and traditional flow matching methods.

New initialization methods speed up Sinkhorn algorithm for OT problems.

problem Improving runtime of the Sinkhorn algorithm for optimal transport problems.
method Data-dependent initializers for Sinkhorn algorithm, based on closed-form solutions for specific settings.
result Data-dependent initializers result in dramatic speed-ups without affecting differentiability.

Extends geostatistical simulation method to handle multiple variables and large grids.

problem Scalability and handling of multiple variables in geostatistical simulation.
method Uses Sinkhorn optimal transport with sparse matcher and FFT-MA Gaussian backbone.
result MST-Direct reproduces joint distribution with zero histogram error and accurately preserves spatial correlation.

Paper analyzes convergence of Sinkhorn algorithm for discrete probability measures on torus.

problem Achieving exponential convergence of Sinkhorn algorithm in general settings.
method Coupling by reflection techniques for controlled diffusions on the torus.
result Proves pointwise exponential convergence of Sinkhorn iterates and their gradient.

A new method reduces the computational cost of Sinkhorn algorithm for OT and UOT problems.

problem High computational complexity of Sinkhorn algorithm for OT and UOT problems.
method Importance sparsification method called Spar-Sink to efficiently approximate entropy-regularized OT and UOT solutions.
result The method reduces computational cost from O(n2)O(n^2) to O~(n)\widetilde{O}(n), and is consistent under mild regularity conditions.