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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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305989118 · May 202619922001200920172026
48 results for quadratic Wasserstein

This study analyzes the quadratic Wasserstein metric's effects on inverse data matching.

problem Analyzing the quadratic Wasserstein metric's impact on inverse data matching.
method Characterizes and numerically analyzes the smoothing effect and convexity improvement of W2W_2 distance.
result The W2W_2 distance improves convexity and reduces resolution for reconstructed objects at a given noise level.

We propose a novel end-to-end non-minimax algorithm for training optimal transport mappings for the quadratic cost (Wasserstein-2 distance). The algorithm uses input convex neural networks and a cycle-consistency regularization to approximate Wasserstein-2 distance. In contrast to popular entropic and quadratic regular…

2019-09-28abs ↗pdf ↗

Sharp 2-Wasserstein bounds for DDPMs derived from Föllmer process.

problem Sampling error bounds for DDPMs in 2-Wasserstein distance.
method Lipschitz-type conditions on score function, Föllmer process, and log-concave target distributions.
result Sharp upper bounds for DDPMs in 2-Wasserstein distance, optimal in dimension and steps.

Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance requires solving a complex non convex quadratic program which is most of the time very…

2019-05-24abs ↗pdf ↗

We propose an SDP relaxation for the Gromov-Wasserstein distance, providing globally optimal solutions.

problem Matching objects between incomparable spaces using the Gromov-Wasserstein distance.
method Semi-definite programming (SDP) relaxation of the GW distance.
result The SDP relaxation provides globally optimal solutions for the GW distance in some instances.

Scalable algorithm for computing Wasserstein-2 barycenters without bias.

problem Computing Wasserstein-2 barycenters efficiently and accurately.
method Input convex neural networks and cycle-consistency regularization.
result Our approach avoids introducing bias and does not require minimax optimization.

Study shows neural networks trained with GD converge to Gaussian processes with polynomial decay.

problem Understanding convergence of neural networks to Gaussian processes during training.
method Explicit upper bounds on quadratic Wasserstein distance between trained networks and Gaussian approximations.
result Polynomial decay of approximation error with network width and training time.

A new ParVI framework improves particle-based variational inference methods.

problem Non-trivial kernel design in particle-based variational inference methods.
method Proposes a generalized Wasserstein gradient descent (GWG) framework with broader regularizers.
result Demonstrates strong convergence guarantees and effectiveness on simulated and real data.

Paper tackles measure estimation in barycentric coding model.

problem Estimating an unknown measure in the barycentric coding model.
method Geometric, statistical, and computational insights; quadratic optimization problem; empirical i.i.d. samples algorithm.
result Proves precise rates of convergence for algorithm, ensuring statistical consistency.

The study examines lower and upper bounds of Wasserstein distances for affine transformations of random vectors.

problem Understanding Wasserstein distances for affine transformations of random vectors.
method Lower and upper bounds for affine transformations of random vectors in Rn\mathbb{R}^n are derived using Bures metric and compositions of affine maps.
result Concrete lower bounds and upper bounds for affine transformations are derived and applied to various distributions.

Bounds neural network output distribution to Gaussian for random initialization.

problem Quantifying the distribution of randomly initialized deep neural networks.
method Quantitative Gaussian approximation using quadratic Wasserstein distance.
result Explicit inequalities show how network sizes affect Gaussian behavior.

New formulations for comparing metric measure spaces with arbitrary positive measures.

problem Comparing metric measure spaces with arbitrary positive measures.
method Two novel formulations: a divergence and a conic lifting approach.
result Efficiently solvable formulations for comparing metric spaces with arbitrary positive measures.

Study absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.

problem Absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.
method Approximation framework to handle singularity, geometrically transparent.
result Precise analytic condition on cost profile for necessary assumptions.

SRRM improves recursive transport surrogates in the small-discrepancy regime.

problem Insufficient understanding of recursive partitioning methods' statistical behavior and resolution in the small-discrepancy regime.
method Introduced Selective Recursive Rank Matching (SRRM) to improve the resolution of Recursive Rank Matching (RRM).
result SRRM yields a higher-fidelity practical surrogate for the Wasserstein distance at moderate additional computational cost.

TreeDSB solves mOT problems on tree-structured costs for Wasserstein barycenters.

problem Optimal transport with multiple marginals and tree-structured quadratic costs.
method Tree-based Diffusion Schrödinger Bridge (TreeDSB) for continuous and dynamic solutions.
result TreeDSB efficiently computes Wasserstein barycenters in high dimensions.

New algorithm for low-rank optimal transport with improved interpretability and efficiency.

problem Quadratic scaling of optimal transport coupling matrix for massive datasets.
method Factor Relaxation with Latent Coupling (FRLC) algorithm.
result Superior performance on diverse applications including graph clustering and spatial transcriptomics.

New method synthesizes and analyzes probability measures using entropy-regularized optimal transport.

problem Synthesize and analyze probability measures with entropy-regularized optimal transport.
method Entropy-regularized Wasserstein-2 cost and Sinkhorn divergence for synthesis and analysis.
result Computed barycentric coefficients and their stability for classification of corrupted point cloud data.

Wasserstein GANs are shown to have hidden convexity, enabling exact solutions with convex optimization.

problem Non-convex and non-concave optimization in GANs.
method Convex duality analysis of Wasserstein GANs with two-layer neural network discriminators.
result Wasserstein GANs can be solved exactly with convex optimization under certain conditions.

In this paper, for μμ and νν two probability measures on Rd\mathbb{R}^d with finite moments of order ρ1ρ\ge 1, we define the respective projections for the WρW_ρ-Wasserstein distance of μμ and νν on the sets of probability measures dominated by νν and of probability measures larger than μμ in the convex order. Th…

2017-09-15abs ↗pdf ↗

Paper proposes a robust method for inferring parameters in multiobjective optimization.

problem Uncertainty in hypothetical decision-making problem, data quality, and parameter space.
method Wasserstein distributionally robust approach for inverse multiobjective optimization.
result WRO-IMOP minimizes worst-case expected loss over a Wasserstein ball of distributions.

New method solves tree-structured Schrödinger Bridge problems.

problem Computing Schrödinger Bridge between tree-structured distributions.
method Iterative Markovian Fitting (IMF) procedure for tree-structured costs.
result Extends IMF to tree-structured Schrödinger Bridge problems.

Paper optimizes WGAN parameters for non-Gaussian data.

problem Optimizing parameters for non-Gaussian data in WGAN.
method Characterization of optimal solutions for population WGAN beyond LQG setting, using sliced Wasserstein framework.
result Closed-form optimal parameters for non-linear activation functions and non-Gaussian data derived.

We study contractivity properties of gradient flows for functions on normed spaces or, more generally, on Finsler manifolds. Contractivity of the flows turns out to be equivalent to a new notion of convexity for the functions. This is different from the usual convexity along geodesics in non-Riemannian Finsler manifold…

2010-09-13abs ↗pdf ↗

Study uses actor-critic method for continuous-time mean-field control with entropy regularisation.

problem Continuous-time mean-field control in reinforcement learning.
method Actor-critic approach with entropy regularisation, value function alternation, and Wasserstein space parametrisation.
result Derives exact parametrisation of actor and critic functions in linear-quadratic mean-field framework.

Work on SGDm under heavy-tailed noise, revealing its generalization properties.

problem Understanding generalization of SGDm under heavy-tailed noise.
method Analysis of continuous-time limit (SDE) and discrete-time SGDm, establishing generalization bounds.
result SGDm can have worse generalization in the presence of heavy-tailed noise for quadratic loss functions.

New distances for comparing heterogeneous probability measures efficiently.

problem Comparing probability measures across different spaces.
method Introducing Anchor Energy (AE) and Anchor Wasserstein (AW) distances, and a sweep line algorithm for exact computation.
result Exact computation of AE and AW distances in log-quadratic time, significantly faster than GW.

Batching stabilizes risk in high-dimensional linear regression models.

problem Stability and risk behavior in high-dimensional overparameterized linear regression.
method Minimum-norm overparameterized linear regression model with batch-partitioning.
result Optimal batch size is inversely proportional to noise level and overparametrization ratio, leading to stable risk behavior.

New algorithm solves mean-field control problems using actor-critic learning with moment neural networks.

problem Solving mean-field control problems in continuous time reinforcement learning.
method Gradient-based policy and value function learning with moment neural networks on the Wasserstein space.
result Effective solution for diverse mean-field control problems, including multi-dimensional and nonlinear settings.

This paper analyzes neural networks for solving complex optimization problems.

problem Minimax optimization problems in infinite-dimensional function spaces.
method Mean-field analysis of stochastic gradient descent-ascent in neural networks.
result The algorithm converges to a stationary point at a sublinear rate.

New stability bounds for Sinkhorn's algorithm in entropic optimal transport.

problem Stability and convergence of Sinkhorn's algorithm for entropic optimal transport.
method Semiconcavity approach to analyze stability and convergence.
result Exponential convergence of Sinkhorn's algorithm under semiconcavity conditions.