New method for multivariate distribution regression using NPT metric.
problem Regression with multivariate distributional responses and Euclidean predictors.
method Fréchet regression with nonparanormal transport (NPT) metric.
result Efficient estimation and granular interpretation of predictor effects.
We propose a semiparametric approach, named nonparanormal skeptic, for estimating high dimensional undirected graphical models. In terms of modeling, we consider the nonparanormal family proposed by Liu et al (2009). In terms of estimation, we exploit nonparametric rank-based correlation coefficient estimators includin…
Recent methods for estimating sparse undirected graphs for real-valued data in high dimensional problems rely heavily on the assumption of normality. We show how to use a semiparametric Gaussian copula--or "nonparanormal"--for high dimensional inference. Just as additive models extend linear models by replacing linear …
CNR uses convex optimization to estimate conditional distributions.
problem Estimating uncertainty in predictions and posterior conditional distributions.
method Convex optimization of a posterior defined via non-linear transformations on Gaussians.
result CNR can fit arbitrary conditional distributions, including multimodal and non-symmetric ones.
The paper shows how to infer conditional independence from non-Gaussian data.
problem Inferring conditional independence from non-Gaussian distributions.
method Developed a method to recover conditional independence structure from the precision matrix of generalized nonparanormal data.
result The conditional independence structure can be inferred from the precision matrix of generalized nonparanormal data.
In this paper, we propose a semiparametric approach, named nonparanormal skeptic, for efficiently and robustly estimating high dimensional undirected graphical models. To achieve modeling flexibility, we consider Gaussian Copula graphical models (or the nonparanormal) as proposed by Liu et al. (2009). To achieve estima…
Diagonal transformations preserve independence structures in non-Gaussian distributions.
problem Preserving independence structures in non-Gaussian distributions.
method Diagonal nonlinear transformations of multivariate normal variables.
result Independence structures are preserved in non-Gaussian distributions under diagonal transformations.
We propose a novel class of time-varying nonparanormal graphical models, which allows us to model high dimensional heavy-tailed systems and the evolution of their latent network structures. Under this model, we develop statistical tests for presence of edges both locally at a fixed index value and globally over a range…
We study the problem of using i.i.d. samples from an unknown multivariate probability distribution p to estimate the mutual information of p. This problem has recently received attention in two settings: (1) where p is assumed to be Gaussian and (2) where p is assumed only to lie in a large nonparametric smooth…
This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and constructing a uniform confidence subgraph. Due to the presence of unknown marginal trans…
Identifying context-specific entity networks from aggregated data is an important task, arising often in bioinformatics and neuroimaging. Computationally, this task can be formulated as jointly estimating multiple different, but related, sparse Undirected Graphical Models (UGM) from aggregated samples across several co…
Bayesian semi-supervised learning for multi-class classification.
problem Classification with missing labels using unlabeled data.
method Bayesian approach with B-splines and conjugate priors.
result Proposed method outperforms other methods in prediction accuracy.
New methods estimate brain connectivity from calcium imaging data with missing data.
problem Estimating functional neuronal connectivity from calcium imaging data with missing data.
method Two approaches for nonparanormal Graph Quilting based on the Gaussian copula graphical model.
result Our methods yield more meaningful functional connectivity estimates than existing Gaussian graph quilting methods.
New methods estimate transport-growth pairs in unbalanced optimal transport.
problem Statistical guarantees for Monge-type estimation in unbalanced optimal transport remain limited.
method Developed two estimators for transport-growth pairs under different setups.
result Achieved minimax optimal rate for estimation of transport-growth pairs.
Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete variables or a combination of both continuous and discrete variables poses new cha…
Introduces statistical optimal transport for probabilistic lectures.
problem No specific problem stated; focuses on introduction.
method Lecture-based introduction to statistical optimal transport.
result Provides an introduction to statistical optimal transport.
Study shows how optimal transport behaves in higher dimensions.
problem Characterizing optimal transport in higher dimensions with Euclidean distance.
method Investigates the small regularization limit of entropic optimal transport.
result The limiting transport plan is supported on transport rays and uniquely minimizes a relative entropy functional.
A concise discussion of the axiomatic approach to the concept of parallel transport is presented. Attention is drawn to a bijective map between the sets of connections and (axiomatically defined) parallel transports. The transports along paths are pointed as a generalization of the (axiomatically defined) parallel tran…
The axiomatic approach to parallel transport theory is partially discussed. Bijective correspondences between the sets of connections, (axiomatically defined) parallel transports, and transports along paths satisfying some additional conditions, are constructed. In particular, the equivalence between the concepts "conn…
New framework uses cohomology to analyze probabilistic distortions and arbitrage.
problem Analyzing probabilistic distortions and arbitrage in categorical filtrations.
method Transport cohomological framework, simplicial structure, loop effects, holonomy.
result Nontrivial probabilistic distortions and obstructions generated by loops.
Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans π1,π2,… converges weakly to a transport plan π, then π is also optimal (between its marginals). Alfonsi, Corbetta and Jourdain asked whether the same property is true for th…
NOT learns optimal transport plans, kernel costs improve performance.
problem NOT algorithm learns non-optimal plans with weak quadratic costs.
method Introduced kernel weak quadratic costs to improve NOT's performance.
result Kernel costs provide improved theoretical and practical guarantees.
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).
A review of the parallel transport (translation) in fibre bundles is presented. The connections between transports along paths and parallel transports in fibre bundles are examined. It is proved that the latter ones are special cases of the former.
Using McCann's transportation map, we establish a transport inequality on compact manifolds with positive Ricci curvature. This inequality contains the sharp spectral comparison estimates.
New metric for probability measures connects physics and geometry.
problem Developing a new metric for probability measures.
method Transport Hessian metric, formulated dynamical systems.
result Connections to physics equations and mathematical models.
A new algorithm for parallel transport on shape spaces is presented and compared to existing methods.
problem Statistical analysis of shape data, especially in time series and optimization.
method Pole ladder algorithm for parallel transport on Kendall shape spaces, compared to integration methods.
result The pole ladder algorithm is a more efficient method for parallel transport.
Extends optimal transport to dynamic and martingale settings.
problem Dynamic and martingale relaxation of optimal transport problems.
method Extends Benamou-Brenier formula to weak optimal transport and introduces barycentric optimal transport.
result Relates barycentric optimal transport to martingale Benamou-Brenier formula.
Review of modern computational optimal transport methods for biomedical applications.
problem Efficient computation of optimal transport for big data.
method Regularization-based and projection-based computational methods.
result Advancements in computational optimal transport methods for biomedical research.
Paper relaxes optimal transport using convex functions for data science.
problem Optimal transport problem on finite spaces.
method Relaxation via strictly convex functions (Kullback-Leibler divergence, Bregman divergences). Gradient descent iterative process.
result Mathematical foundations and iterative process for the relaxed optimal transport problem.
Study optimal transport on simplex boundary, proving transport map and potential regularity.
problem Regularity of transport map and potential on simplex boundary.
method Boundary regularity results for optimal transport maps, exploiting simplex symmetries.
result Regularity properties of transport map and its convex potential.
Bayesian approach to optimal transport with stochastic costs.
problem Inferring optimal transport plans with uncertain costs.
method Bayesian framework and Hamiltonian Monte Carlo (HMC) sampling.
result Inference of optimal transport plans under stochastic cost functions.
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.
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…
New method uses kernel Stein discrepancy for measure transport without strict continuity constraints.
problem Minimizing Kullback-Leibler divergence for posterior approximation.
method Proposes minimizing kernel Stein discrepancy instead of Kullback-Leibler divergence.
result Demonstrates consistency and competitiveness of the new method.
A new model corrects inhomogeneity in Optimal Transport with Boundary.
problem Inhomogeneity in UROT models for Optimal Transport with Boundary.
method Proposed a modified entropic regularization term to make UROT models homogeneous.
result Homogeneous UROT model preserves properties of standard UROT while correcting inhomogeneity.
Paper investigates optimal transport map estimation in infinite-dimensional spaces.
problem Estimating optimal transport maps in infinite-dimensional spaces is challenging.
method Characterizes γ-smoothness for optimal transport maps and develops a polynomial-rate estimator. result Shows polynomial-order minimax risk for optimal transport map estimation.
Survey of linking information geometry and optimal transport.
problem Connecting two geometric frameworks for probability measures.
method Exploration of interactions and links between information geometry and optimal transport.
result Outstanding questions for both disciplines.
New optimal transport method handles mass creation and destruction.
problem Optimal re-balancing of portfolios with mass creation or destruction.
method Formalizes an optimal transport problem with mass-change factor.
result Existence of optimal transport plans and maps established.
New method designs fairer transport plans with uncertainty.
problem Designing fair and balanced mass transport plans.
method Hierarchical fully probabilistic design (HFPD) for transport plans.
result Optimal hyperprior for transport plans with uncertain marginals.
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.
Proposes m-POT to improve m-OT's misspecified mappings issue.
problem Misspecified mappings in mini-batch optimal transport.
method Partial optimal transport (POT) between mini-batch empirical measures.
result m-POT alleviates incorrect mappings compared to current methods.
Transport functions for principal bundles and Morse homology with differential graded coefficients
problem Transport functions for principal bundles
method Constructing transport functions as maps from broken gradient flow lines to a topological group
result Recovering the principal bundle from the transport function
This work clarifies different transport map constructions and their causal interpretations.
problem Identifying distinct transport map constructions and their equivalence.
method Comparative analysis of three transport map constructions: cyclically monotone, quantile-preserving, and triangular monotone.
result Conditions for equivalence of different transport map constructions.
Paper uses optimal transport for Bayesian filtering, deriving new EnKF and FPF formulations.
problem Bayesian filtering for nonlinear systems with non-Gaussian observations.
method Optimal transport theory applied to Bayes' law, constructing Brenier maps.
result New variational formulations of EnKF and FPF for non-Gaussian settings.
We explore the use of deep learning and deep reinforcement learning for optimization problems in transportation. Many transportation system analysis tasks are formulated as an optimization problem - such as optimal control problems in intelligent transportation systems and long term urban planning. Often transportation…
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.
Study optimal transport on globally hyperbolic spacetimes, focusing on weak Kantorovich potentials' regularity.
problem Investigate regularity of weak Kantorovich potentials on globally hyperbolic spacetimes.
method Apply insights from Riemannian and Lorentzian cases to study π-solutions. result Conclude existence, uniqueness, and structure of optimal transport maps.