惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

WordPress大学
WordPress大学
A
About on SuperTechFans
量子位
B
Blog RSS Feed
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
博客园_首页
MongoDB | Blog
MongoDB | Blog
小众软件
小众软件
Blog — PlanetScale
Blog — PlanetScale
Microsoft Azure Blog
Microsoft Azure Blog
V
V2EX
Google DeepMind News
Google DeepMind News
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
H
Hackread – Cybersecurity News, Data Breaches, AI and More
G
Google Developers Blog
U
Unit 42
D
DataBreaches.Net
博客园 - Franky
D
Docker
宝玉的分享
宝玉的分享
Y
Y Combinator Blog
月光博客
月光博客
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
Hugging Face - Blog
Hugging Face - Blog

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for Primes in Short Intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Moment-SoS Methods for Optimal Transport Problems
Olga Mula, Anthony Nouy · 2022-11-20 · via math.PR updates on arXiv.org

Most common Optimal Transport (OT) solvers are currently based on an approximation of underlying measures by discrete measures. However, it is sometimes relevant to work only with moments of measures instead of the measure itself, and many common OT problems can be formulated as moment problems (the most relevant examples being $L^p$-Wasserstein distances, barycenters, and Gromov-Wasserstein discrepancies on Euclidean spaces). We leverage this fact to develop a generalized moment formulation that covers these classes of OT problems. The transport plan is represented through its moments on a given basis, and the marginal constraints are expressed in terms of moment constraints. A practical computation then consists in considering a truncation of the involved moment sequences up to a certain order, and using the polynomial sums-of-squares hierarchy for measures supported on semi-algebraic sets. We prove that the strategy converges to the solution of the OT problem as the order increases. We also show how to approximate linear quantities of interest, and how to estimate the support of the optimal transport map from the computed moments using Christoffel-Darboux kernels. Numerical experiments illustrate the good behavior of the approach.