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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.

168,657 papers · 148 categories

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57113170226 · Jun 202019922001200920172026
48 results for transportation map

New framework formalizes estimating valid transport maps, revealing their statistical limits.

problem Estimating valid transport maps in generative modeling.
method Formalized a minimax framework for estimating valid transport maps.
result Estimating any valid transport map is as hard as estimating the optimal transport map under standard stability assumptions.

Paper investigates optimal transport map estimation in infinite-dimensional spaces.

problem Estimating optimal transport maps in infinite-dimensional spaces is challenging.
method Characterizes γγ-smoothness for optimal transport maps and develops a polynomial-rate estimator.
result Shows polynomial-order minimax risk for optimal transport map estimation.

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 ↗

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.

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.

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.

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.

Parallel transport map over reductive spaces is an affine submersion.

problem Understanding parallel transport in reductive homogeneous spaces with torsion.
method Generalizing previous results on affine symmetric spaces, proving compactness of shape operators, and proposing definitions for regularized mean curvatures.
result Each fiber of the parallel transport map over a reductive homogeneous space is minimal in both senses.

Estimates discontinuous optimal transport maps between a discrete and continuous distribution.

problem Estimating discontinuous optimal transport maps between a discrete and continuous distribution.
method Entropic optimal transport estimator, computationally efficient.
result The estimator converges at the minimax-optimal rate n1/2n^{-1/2} in the semi-discrete setting.

Optimal transport for functional data using Hilbert-Schmidt operators.

problem Optimal transport for distributions on function spaces with partially represented stochastic maps.
method Regularization technique to restrict transport maps to Hilbert-Schmidt operators, developing an efficient algorithm.
result Existence, uniqueness, and consistency of the Hilbert-Schmidt operator estimate for the transport map.

New methods use transport maps to improve Langevin dynamics for sampling.

problem Sampling high-dimensional, non-Gaussian distributions efficiently.
method Apply transport maps to accelerate Langevin dynamics convergence.
result Discretized processes converge to target distribution with non-asymptotic bounds.

This work broadens optimal transport map estimation theory to stochastic settings.

problem Existing theory for optimal transport map estimation is restricted to deterministic maps under specific conditions.
method Introduces a novel metric for evaluating stochastic maps, develops computationally efficient estimators with robust guarantees.
result First general-purpose theory for map estimation compatible with real-world stochastic applications.

Study on regularity of optimal transport maps on convex domains with quadratic cost.

problem Regularity of optimal transport maps between convex domains with quadratic cost.
method Analysis of CαC^α-densities and C1,αC^{1, α} boundary conditions, monotonicity formula for optimal transport maps.
result Proves C1,1εC^{1, 1-\varepsilon}-regularity for nondegenerate CαC^α-densities and C2,αC^{2, α}-regularity for C1,αC^{1, α} boundary.

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.

SOS programming verifies MTW tensor non-negativity for optimal transport maps.

problem Verifying MTW tensor non-negativity for general cost functions is difficult.
method Sum-of-Squares (SOS) programming for verifying and approximating MTW non-negativity.
result SOS programming provides certificates and approximations of MTW non-negativity.

New method uses transport maps for efficient Bayesian inference.

problem Efficiently perform sequential Bayesian inference of static model parameters.
method Estimation of structured transport maps to extract conditional distributions.
result Gradient-based characterization of posterior density for online parameter estimation.

Generalized are the investigated in other works of the author transports along paths in fibre bundles to transports along arbitrary maps in them. Their structure and some properties are studied. Special attention is paid to the linear case and the case when the map's domain is a Cartesian product of two sets. Also cons…

1997-09-20abs ↗pdf ↗

Estimates conditional Brenier maps using entropic optimal transport.

problem Non-parametric estimation of conditional Brenier maps.
method Entropic optimal transport for scalable non-parametric estimation.
result Entropic optimal transport maps asymptotically converge to conditional Brenier maps.

A new method improves Bayesian filtering in nonlinear systems.

problem Bayesian filtering in nonlinear dynamical systems with non-Gaussian posteriors.
method Transport maps with block-triangular structure and gradient flows for MMD minimization.
result Accurate approximation of non-Gaussian posteriors without particle collapse.

DPOT uses deep learning to compute optimal transport efficiently.

problem Computing optimal transport between continuous distributions from unpaired samples.
method DeepParticle methods for min-min optimization without network structure restrictions.
result Established weak convergence and error bounds between learned and optimal maps.

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.

Improved spatial distribution learning with Bayesian transport maps and parametric shrinkage.

problem Learning non-Gaussian spatial distributions with limited training data.
method Proposed ShrinkTM approach using Bayesian transport maps with parametric shrinkage.
result ShrinkTM outperforms existing BTM, especially with few training samples.

A new method tests conditional independence by transforming it into an unconditional problem using transport maps.

problem Testing conditional independence between two random vectors given a third.
method Constructing transport maps to transform conditional independence into unconditional independence, estimating these maps from data using conditional continuous normalizing flow models.
result The proposed method is validated through simulations and real-data analysis, demonstrating practical effectiveness.

New geometric approach gives apriori estimate for optimal transport maps.

problem Proving regularity of optimal transport maps under Ma--Trudinger--Wang condition.
method Geometric derivation using pseudo-Riemannian geometry.
result New derivation of C1C^1 interior estimate for optimal maps.

Maps on Sasakian manifolds limit to sub-Riemannian distance bounds.

problem Understanding sub-Riemannian distances on Sasakian manifolds.
method Parallel and mirror maps along geodesics of a taming Riemannian metric.
result Limits of transport maps outside sub-Riemannian cut-locus provide bounds on sub-Riemannian distance.

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.

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.

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 ππ-solutions.
result Conclude existence, uniqueness, and structure of optimal transport maps.

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.