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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.

168,742 papers · 148 categories

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209417626834 · Jun 202019922001200920172026
48 results for neural transport

Paper introduces a neural network for consistent estimation of optimal transport maps.

problem Statistically consistent estimation of optimal transport maps between probability distributions.
method Lipschitz-constrained GAN penalized by quadratic transportation cost.
result The generator converges uniformly to the optimal transport map as sample size increases.

In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the optimal transport map. This involves learning two convex functions, by solving a novel mi…

2019-08-28abs ↗pdf ↗

Neural framework for conditional OT maps learns from categorical and continuous variables.

problem Learning conditional optimal transport maps between complex distributions.
method Hypernetwork generates adaptive transport layer parameters based on conditioning variables.
result Our method outperforms simpler conditioning methods in comprehensive ablation studies.

PLOT uses optimal transport to find neural site handles for causal abstraction.

problem Finding the relevant neural site for causal analysis is computationally challenging.
method PLOT employs optimal transport to localize causal variables from neural network outputs.
result PLOT efficiently finds intervention handles for causal abstraction in neural networks.

HyCNNs improve convex function learning and optimal transport.

problem Learning and optimizing convex functions efficiently.
method Combining Maxout networks and ICNNs to create a new neural architecture.
result HyCNNs require fewer parameters and outperform existing methods in convex tasks.

A new method computes high-dimensional optimal transport using flow neural networks.

problem Computing optimal transport for high-dimensional data.
method Optimizing a flow model to minimize transport cost between two arbitrary distributions.
result Trained optimal transport flow enables downstream tasks like DRE and domain adaptation.

Neural optimal transport improves multivariate conformal prediction.

problem Multivariate quantile regression challenges and existing methods ignore joint distribution geometry.
method Combines neural optimal transport with amortized optimization for efficient training and faster inference.
result Constructs tighter and more informative predictive regions for multivariate conformal prediction.

New metric compares noisy neural trajectories using optimal transport.

problem Existing metrics fail to capture differences in noisy, dynamic neural responses.
method Proposed an optimal transport distance metric for Gaussian processes.
result Metric effectively compares neural dynamics in different systems.

UNOT solves optimal transport problems efficiently using neural networks.

problem Computational expense in solving optimal transport problems.
method UNOT (Universal Neural Optimal Transport) uses Fourier Neural Operators to predict OT distances and plans accurately and efficiently.
result UNOT achieves up to 7.4x speedup over the Sinkhorn algorithm while maintaining accuracy.

Optimal transport kernels improve neural architecture search efficiency.

problem Comparing complex neural architectures similarity using Euclidean metric fails.
method Developed a novel discrepancy using tree-Wasserstein (TW) for neural architectures.
result TW-based approaches outperform other methods in sequential and parallel NAS.

Optimal Transport Graph Neural Networks (OT-GNN) improves graph embeddings by using optimal transport.

problem Graph Neural Networks (GNN) often lose structural or semantic information when aggregating node embeddings.
method Combines optimal transport (OT) with parametric graph models to compute graph embeddings from Wasserstein distances between node embeddings and prototype point clouds.
result OT-GNN outperforms popular methods on molecular property prediction tasks and produces smoother graph representations.

A new method for optimal transport using neural ODEs that preserves marginal constraints.

problem Optimal transport between two continuous distributions with specific cost functions.
method Iterative construction of neural ODEs to minimize transport cost while preserving marginal constraints.
result Monotonic interior approach that decreases transport cost efficiently.

Riemannian Neural OT maps improve scalability on manifolds.

problem Challenges in extending neural OT to high-dimensional Riemannian manifolds.
method Introduces Riemannian Neural OT (RNOT) maps that avoid discretization and incorporate geometric structure.
result RNOT maps approximate Riemannian OT maps with sub-exponential complexity in the dimension.

Researchers develop neural optimal transport with Lagrangian costs for efficient computation.

problem Optimal transport between measures with Lagrangian costs for systems with geometric constraints.
method Neural network approach to compute geodesics and optimal transport maps efficiently.
result Efficient computation of geodesics and optimal transport maps without ODE solvers.

Steerable neural ODEs on homogeneous spaces for equivariant feature dynamics.

problem Learning continuous-time equivariant dynamics of vector-valued features on homogeneous spaces.
method Introduces steerable neural ordinary differential equations on homogeneous spaces, interpreting features as sections of associated vector bundles over MM.
result Steerable NODEs are GG-equivariant when the flow and connection are GG-invariant, and they incorporate existing models.

Neural Local Wasserstein Regression models distribution-on-distribution regression with flexible, localized transport maps.

problem Estimating distribution-on-distribution regression with global optimal transport maps or linearization limitations.
method Proposes Neural Local Wasserstein Regression, a flexible nonparametric framework using locally defined transport maps in Wasserstein space.
result Demonstrates effective capture of nonlinear and high-dimensional distributional relationships.

This paper generalizes neural transport learning for free energy estimation in arbitrary state spaces.

problem Efficient estimation of free energy in various state spaces.
method Generalized neural transport learning approach for arbitrary state spaces.
result Validation of the proposed method's effectiveness and efficiency in diverse settings.

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.

We compare several approaches to learn an Optimal Map, represented as a neural network, between probability distributions. The approaches fall into two categories: ``Heuristics'' and approaches with a more sound mathematical justification, motivated by the dual of the Kantorovitch problem. Among the algorithms we consi…

2019-08-04abs ↗pdf ↗

The paper introduces a new method for risk measurement using weak optimal transport.

problem Risk measurement in insurance and financial contexts.
method Convex risk measures with weak optimal transport penalties, explicit representation via nonlinear transform, computational aspects, and approximations using neural networks.
result Explicit representation and computational methods for risk measures.

The paper uses optimal transport to calibrate stochastic simulations.

problem Improper fidelity of stochastic simulators in scientific applications.
method Optimal transport theory applied to neural network corrections.
result Calibrated stochastic simulations improve fidelity to reality.

FVI method calculates bicausal OT with neural networks, outperforming other methods.

problem Computing bicausal optimal transport with adapted coupling structures.
method FVI method using multilayer neural networks to approximate value functions.
result FVI method outperforms linear programming and Sinkhorn methods in scalability.

A new neural topic model using optimal transport improves document representation and topic coherence.

problem Challenges in achieving good document representation and coherent/diverse topics in existing NTMs.
method Proposes a neural topic model via optimal transport, learning topic distribution by minimising OT distance to document word distributions.
result Significantly outperforms state-of-the-art NTMs on discovering coherent and diverse topics.

Optimal transport strategy reduces gender bias in job recommendation systems.

problem Mitigating gender biases in AI-driven job recommendation systems.
method Model agnostic optimal transport strategy applied to multi-class neural networks.
result Reduced undesirable algorithmic biases in job recommendation tasks.

Study uses neural networks to predict travel times for public transportation.

problem Inaccurate travel time predictions due to road traffic irregularities.
method Developed two neural network models (MLP and LSTM) using OD travel time matrix.
result Both models can make near-accurate predictions, but LSTM is more susceptible to noise.

Two neural network methods approximate conditional optimal transport for Bayesian inference.

problem Approximating conditional optimal transport for Bayesian inference in high dimensions.
method Neural network approximations of conditional optimal transport maps.
result Improved scalability and modeling choices for conditional sampling and density estimation.

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework called SPOT (Scalable Push-forward of Optimal Transport). Specifically, we approxima…

2019-05-01abs ↗pdf ↗

Unified methodology for estimating optimal transport maps in various function spaces.

problem Estimating the function TT given samples from PP and TPT_\sharp P.
method Unified methodology based on Poincaré inequality and smooth convex function gradient.
result Nearly sharp results in various settings, including normal distribution and neural networks.

TSC uses HMC and adaptive transport maps to optimize forward KL for variational inference.

problem Variational inference underestimates uncertainty when minimizing reverse KL.
method TSC uses Hamiltonian Monte Carlo and adaptive transport maps to optimize KL(p||q).
result TSC achieves competitive performance in training variational autoencoders on large-scale data.

1-Lipschitz neural networks produce clearer, more focused Saliency Maps for explainable AI.

problem Noisy and limited Saliency Maps from traditional neural networks.
method Dual loss of optimal transport problem for 1-Lipschitz neural networks.
result Saliency Maps from 1-Lipschitz networks are highly concentrated and less noisy, aligning with human explanations.