Unbalanced optimal transport, from theory to numerics

T Séjourné, G Peyré, FX Vialard - Handbook of Numerical Analysis, 2023 - Elsevier
Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare
in a geometrically faithful way point clouds and more generally probability distributions. The …

Revisiting reverse distillation for anomaly detection

TD Tien, AT Nguyen, NH Tran… - Proceedings of the …, 2023 - openaccess.thecvf.com
Anomaly detection is an important application in large-scale industrial manufacturing.
Recent methods for this task have demonstrated excellent accuracy but come with a latency …

Plugin estimation of smooth optimal transport maps

T Manole, S Balakrishnan, J Niles-Weed… - The Annals of …, 2024 - projecteuclid.org
Plugin estimation of smooth optimal transport maps Page 1 The Annals of Statistics 2024, Vol.
52, No. 3, 966–998 https://doi.org/10.1214/24-AOS2379 © Institute of Mathematical Statistics …

Solving schrödinger bridges via maximum likelihood

F Vargas, P Thodoroff, A Lamacraft, N Lawrence - Entropy, 2021 - mdpi.com
The Schrödinger bridge problem (SBP) finds the most likely stochastic evolution between
two probability distributions given a prior stochastic evolution. As well as applications in the …

The monge gap: A regularizer to learn all transport maps

T Uscidda, M Cuturi - International Conference on Machine …, 2023 - proceedings.mlr.press
Optimal transport (OT) theory has been used in machine learning to study and characterize
maps that can push-forward efficiently a probability measure onto another. Recent works …

Rates of estimation of optimal transport maps using plug-in estimators via barycentric projections

N Deb, P Ghosal, B Sen - Advances in Neural Information …, 2021 - proceedings.neurips.cc
Optimal transport maps between two probability distributions $\mu $ and $\nu $ on $\R^ d $
have found extensive applications in both machine learning and statistics. In practice, these …

Minimax estimation of discontinuous optimal transport maps: The semi-discrete case

AA Pooladian, V Divol… - … Conference on Machine …, 2023 - proceedings.mlr.press
We consider the problem of estimating the optimal transport map between two probability
distributions, $ P $ and $ Q $ in $\mathbb {R}^ d $, on the basis of iid samples. All existing …

[PDF][PDF] Statistical optimal transport

S Chewi, J Niles-Weed, P Rigollet - arXiv preprint arXiv:2407.18163, 2024 - arxiv.org
Statistical Optimal Transport arXiv:2407.18163v2 [math.ST] 7 Nov 2024 Page 1 Statistical
Optimal Transport Sinho Chewi Yale Jonathan Niles-Weed NYU Philippe Rigollet MIT …

MICo: Improved representations via sampling-based state similarity for Markov decision processes

PS Castro, T Kastner… - Advances in Neural …, 2021 - proceedings.neurips.cc
We present a new behavioural distance over the state space of a Markov decision process,
and demonstrate the use of this distance as an effective means of shaping the learnt …

An improved central limit theorem and fast convergence rates for entropic transportation costs

E del Barrio, AG Sanz, JM Loubes… - SIAM Journal on …, 2023 - SIAM
We prove a central limit theorem for the entropic transportation cost between subgaussian
probability measures, centered at the population cost. This is the first result which allows for …