Paper generalizes tensor-train approximation for complex random variables.
problem Characterizing intractable high-dimensional random variables.
method Extends inverse Rosenblatt transform to general reference measures and integrates into deep variable transformation framework.
result Deep inverse Rosenblatt transport significantly expands tensor approximations for complex random variables.
Extends subspace detour method to Gromov-Wasserstein problem.
problem Matching shapes using Gromov-Wasserstein distance.
method Project measures onto a subspace, then compute optimal transport plan.
result Connections with Knothe-Rosenblatt rearrangement.
Study nonparametric density estimation via measure transport, achieving optimal rates.
problem Nonparametric density estimation with optimal rates.
method Measure transport, penalized maximum likelihood, and sieved wavelet estimators.
result Achieve minimax optimal convergence rates over Hölder classes of densities.
Efficiently learns and transports posterior densities for real-time inference.
problem High computational cost of Bayesian inference for complex posterior densities.
method Tensor-train (TT) format for offline learning, conditional transport for online inference.
result Significant improvement in inference performance for high-dimensional problems.
Researchers analyze inverse optimal transport, deriving theoretical and empirical insights.
problem Understanding the inverse problem of inferring cost matrices from optimal couplings.
method Formalized and analyzed using entropy-regularized optimal transport, with theoretical and empirical contributions.
result Characterization of the manifold of cross-ratio equivalent costs and derivation of an MCMC sampler.
In this paper, we prove a Donsker type approximation theorem for the Rosenblatt process, which is a selfsimilar stochastic process exhibiting long range dependence. By using numerical results and simulated data, we show that this approximation performs very well. We use this result to construct a binary market model dr…
Computing optimal transport (OT) between measures in high dimensions is doomed by the curse of dimensionality. A popular approach to avoid this curse is to project input measures on lower-dimensional subspaces (1D lines in the case of sliced Wasserstein distances), solve the OT problem between these reduced measures, a…
Paper solves inverse optimal transport problem with convex optimization and neural network.
problem Learning the cost function for optimal transport from observed data.
method Unconstrained convex optimization, Sinkhorn-Knopp algorithm, and deep neural network parameterization.
result Novel framework avoids repeated OT solving, demonstrating efficiency and accuracy.
New framework for learning KR maps from data, ensuring stable generalization.
problem Learning monotone triangular transport maps efficiently and accurately.
method General framework using invertible transformations of smooth functions, ensuring no spurious local minima.
result Unique global minimizer corresponds to the KR map under certain conditions.
New method uses SoS densities and α-divergences for efficient sequential transport maps.
problem Efficiently generating samples from approximated densities.
method Sequential transport maps using Sum-of-Squares (SoS) densities and α-divergences.
result Convex optimization problems with efficient semidefinite programming solutions.
Triangular flows ensure statistical consistency and fast rates in generative modeling.
problem Ensuring statistical consistency and fast rates in generative models.
method Statistical guarantees and sample complexity bounds for triangular flow models using empirical process theory.
result Established statistical consistency and finite sample convergence rates for Kullback-Leibler estimator of Knöthe-Rosenblatt measure coupling.
LazyDINO efficiently solves high-dimensional Bayesian inverse problems with fast and scalable solutions.
problem High-dimensional nonlinear Bayesian inverse problems with expensive parameter-to-observable maps.
method LazyDINO combines derivative-informed neural surrogates and lazy map variational inference for efficient posterior approximation.
result Significant cost reduction in amortized Bayesian inversion, achieving one to two orders of magnitude improvement.
Paper develops polynomial approximations for complex probability densities.
problem Approximating high-dimensional concentrated probability densities.
method Tensor-product spectral polynomials and KR rearrangements.
result Efficient approximation of complex densities using composite maps.
A new machine learning method for Bayesian inverse problems in function spaces.
problem Bayesian inverse problems in function spaces with incompatibility of white noise sources.
method One-step generative transport with amortized neural operator and prior-aligned Gaussian random field.
result Generative operator trained on prior samples and noisy observations generates posterior samples efficiently.
The article resolves complex structures in transport twistor spaces, proving a Newlander-Nirenberg theorem.
problem Degenerate complex structures in transport twistor spaces.
method Holomorphic blow-down structure maps to resolve degeneracy and gain insight into complex geometry.
result Global and local β-maps for various metrics, proving a Newlander-Nirenberg theorem for degenerate complex structures.
New method uses neural ODEs to approximate complex distributions efficiently.
problem Approximating complex probability distributions efficiently.
method Neural ODEs with minimum energy regularization for distribution approximation.
result Deep neural network representations can achieve accurate distribution approximation.
Paper explores stability, regularization, and gradient flows for stochastic inverse problems.
problem Recovering random probability distributions from measurements.
method Direct inversion, variational formulation with regularization, and optimization via gradient flows.
result The choice of metric impacts stability and properties of the optimizer.
Augmented KRnet improves flow-based generative modeling by maintaining exact invertibility.
problem Maintaining exact invertibility in flow-based generative models.
method Integrates augmented dimensions into KRnet to achieve full nonlinear updates in two iterations, keeping exact invertibility.
result Augmented KRnet achieves full nonlinear updates in two iterations, maintaining exact invertibility.
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.
DIN framework directly models hydraulic conductivity and uncertainty.
problem Modeling hydraulic conductivity and uncertainty in groundwater flow.
method DIN utilizes DDPM as a prior learner, incorporating observational data through conditional injection mechanisms.
result DIN generates multiple constraint-satisfying realizations and accurate uncertainty quantification.
Study inverse problems with measure samples, improving estimator calibration and recovery.
problem Inverse problems with unknown potentials observed through measure samples.
method Introduced convex empirical objectives and sharpened Fenchel--Young losses for finite-dimensional potential classes.
result High-probability parameter recovery bounds for inverse entropic unbalanced optimal transport and inverse JKO learning.
New guarantees for uniquely identifying transport maps and vector fields from finite measure-valued data.
problem Unique recovery of transport maps and vector fields from finite measure-valued data.
method Use of Whitney and Takens embedding theorems to establish conditions for unique identification.
result New metric for comparing diffeomorphisms and analogous results in infinitesimal settings.
Paper provides an upper bound for bias of Nadaraya-Watson kernel regression.
problem Estimating bias of Nadaraya-Watson kernel regression for finite bandwidths.
method Proposes an upper bound for bias under Lipschitz assumptions, extending to discontinuous derivatives and multidimensional domains.
result Upper bound on bias for finite bandwidths, tighter than previous infinitesimal bandwidth analysis.
New method improves posterior sampling for complex data models.
problem Sampling from posterior distributions in high-dimensional data.
method Tilted transport technique combining denoising oracle and log-likelihood.
result Boosted posterior is strongly log-concave, facilitating easier sampling.
Study solves inverse problems for real principal type operators using unique data sets and ray transforms.
problem Determining coefficients in real principal type equations from boundary data.
method Unique data sets, bicharacteristic ray transforms, and propagation of singularities.
result Global uniqueness results for determining coefficients in nonlinear real principal type equations.
Study validates method using taxi GPS data to monitor network performance.
problem Monitoring transportation network performance with limited data.
method Multi-agent inverse optimization method using taxi GPS probe data.
result Forecasted travel times correlate with observed travel times (0.23-0.56).
We introduce Hermite fractional financial markets, where market uncertainties are described by multidimensional Hermite motions. Hermite markets include as particular cases financial markets driven by multivariate fractional Brownian motion and multivariate Rosenblatt motion. Conditions for no-arbitrage and market comp…
We study markets with no riskless (safe) asset. We derive the corresponding Black-Scholes-Merton option pricing equations for markets where there are only risky assets which have the following price dynamics: (i) continuous diffusions; (ii) jump-diffusions; (iii) diffusions with stochastic volatilities, and; (iv) geome…
Imitation Learning describes the problem of recovering an expert policy from demonstrations. While inverse reinforcement learning approaches are known to be very sample-efficient in terms of expert demonstrations, they usually require problem-dependent reward functions or a (task-)specific reward-function regularizatio…
To improve the performance of classical generative adversarial network (GAN), Wasserstein generative adversarial networks (W-GAN) was developed as a Kantorovich dual formulation of the optimal transport (OT) problem using Wasserstein-1 distance. However, it was not clear how cycleGAN-type generative models can be deriv…
New method generates clean data from corrupted observations.
problem Generating clean data from corrupted observations.
method Iterative update of a transport map using black-box corruption channel access.
result Converges to a self-consistent transport map that effectively inverts the corruption channel.
We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching contexts. We emphasize that the discrete optimal transport plays the role of a varia…
Models of spatial firm competition assume that customers are distributed in space and transportation costs are associated with their purchases of products from a small number of firms that are also placed at definite locations. It has been long known that the competition equilibrium is not guaranteed to exist if the mo…
We present a new framework for Hermite fractional financial markets, generalizing the fractional Brownian motion and fractional Rosenblatt markets. Considering pure and mixed Hermite markets, we introduce a strategy-specific arbitrage tax on the rate of transaction volume acceleration of the hedging portfolio as the pr…
This research simplifies Riemannian LBFGS for SPD manifolds.
problem Optimization on Riemannian manifolds, especially SPD.
method Two mappings for tangent space, making vector transports and adjoint vector transports identity.
result RLBFGS becomes less computationally expensive and easier to analyze.
Study optimal transport costs with zero MTW tensor, finding new families of costs and divergence functions.
problem Characterize optimal transport costs with zero MTW tensor.
method Optimal transport theory, information geometry, solving nonlinear ODEs.
result Found new families of costs and divergence functions.
Study extends reflective submanifold theory to compact homogeneous spaces.
problem Characterize reflective submanifolds in compact isotropy irreducible spaces.
method Extend previous results to infinite-dimensional Hilbert spaces.
result Inverse image of reflective submanifolds is also reflective.
Paper develops a new method for solving IBVPs on star-shaped domains.
problem Solving Inverse Boundary Value Problems (IBVP) for parallel transport equations.
method Covariant tomography, integrating geometric decomposition with specific interior extensions.
result Formal solvability criterion for higher-order IBVPs, validated through examples.
Study uses Bayes Hilbert framework to recover probability measure flows from sensors.
problem Recovering probability measure flows from moving sensors in a Hilbert space.
method Bayes Hilbert framework, minimum-energy transport, linearization, variational theory.
result Localized sensors can recover reduced path directions but not full state space.
Paper reformulates UOT as non-negative penalized linear regression for efficient algorithms.
problem Optimal transport with relaxed marginal conditions.
method Reformulate UOT as non-negative penalized linear regression, propose multiplicative updates.
result Efficient algorithms for UOT with quadratic penalties, continuity of solutions.
We study the inverse optimal control problem in social sciences: we aim at learning a user's true cost function from the observed temporal behavior. In contrast to traditional phenomenological works that aim to learn a generative model to fit the behavioral data, we propose a novel variational principle and treat user …
Method learns conditional distributions using neural entropic optimal transport.
problem Challenges in learning multiple conditional distributions.
method Neural entropic optimal transport method with two networks and regularization.
result Effective learning of conditional distributions with limited samples.
Solves open problem on simple surfaces with novel twistor correspondence.
problem Existence of nontrivial holomorphic vector bundles on simple surfaces.
method Novel twistor correspondence, Nash-Moser inverse function theorem, and microlocal analysis.
result Simple surface twistor space supports no nontrivial holomorphic vector bundles.
iGNN tackles inverse graph prediction using invertible neural networks.
problem Inverse graph prediction problem in data analysis and machine learning.
method Developed invertible graph neural network (iGNN) to solve inverse prediction problem on graphs.
result iGNN model allows efficient generation from output labels and forward prediction.
New method for decomposing high-dimensional parametric domains using PCA and inverse projection.
problem Decomposing high-dimensional parametric domains efficiently.
method Iterative Principal Component Analysis (PCA) and inverse projection methods.
result The proposed method effectively reconstructs the original domain from lower-dimensional data.
ROTS improves sentence similarity by incorporating structural information.
problem Measuring sentence similarity with theoretical insights and structural awareness.
method Recursive Optimal Transport (ROT) framework to incorporate structural information.
result ROTS outperforms weakly supervised approaches in sentence similarity tasks.
We show that a properly convex projective structure p on a closed oriented surface of negative Euler characteristic arises from a Weyl connection if and only if p is hyperbolic. We phrase the problem as a non-linear PDE for a Beltrami differential by using that p admits a compatib…
New surfaces with conjugate points have global blow-down maps in their TT spaces.
problem Constructing global blow-down maps for surfaces with conjugate points.
method Explicit construction of a family of non-trapping Riemannian surfaces with global blow-down maps.
result Global blow-down maps exist for some non-simple surfaces with conjugate points.