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Computational optimal transport: With applications to data science
Optimal transport (OT) theory can be informally described using the words of the French
mathematician Gaspard Monge (1746–1818): A worker with a shovel in hand has to move a …
mathematician Gaspard Monge (1746–1818): A worker with a shovel in hand has to move a …
A machine learning framework for solving high-dimensional mean field game and mean field control problems
Mean field games (MFG) and mean field control (MFC) are critical classes of multiagent
models for the efficient analysis of massive populations of interacting agents. Their areas of …
models for the efficient analysis of massive populations of interacting agents. Their areas of …
Ollivier-ricci curvature-based method to community detection in complex networks
Identification of community structures in complex network is of crucial importance for
understanding the system's function, organization, robustness and security. Here, we …
understanding the system's function, organization, robustness and security. Here, we …
Exact optimal accelerated complexity for fixed-point iterations
Despite the broad use of fixed-point iterations throughout applied mathematics, the optimal
convergence rate of general fixed-point problems with nonexpansive nonlinear operators …
convergence rate of general fixed-point problems with nonexpansive nonlinear operators …
On parameter estimation with the Wasserstein distance
Statistical inference can be performed by minimizing, over the parameter space, the
Wasserstein distance between model distributions and the empirical distribution of the data …
Wasserstein distance between model distributions and the empirical distribution of the data …
Computational methods for first-order nonlocal mean field games with applications
We introduce a novel framework to model and solve first-order mean field game systems
with nonlocal interactions, extending the results in [L. Nurbekyan and J. Saúde, Port. Math …
with nonlocal interactions, extending the results in [L. Nurbekyan and J. Saúde, Port. Math …
Quadratically regularized optimal transport on graphs
Optimal transportation provides a means of lifting distances between points on a geometric
domain to distances between signals over the domain, expressed as probability …
domain to distances between signals over the domain, expressed as probability …
Age of information minimization for grant-free non-orthogonal massive access using mean-field games
Grant-free access, in which channels are accessed without undergoing assignment through
a handshake process, is a promising solution to support massive connectivity needed for …
a handshake process, is a promising solution to support massive connectivity needed for …
Unnormalized optimal transport
We propose an extension of the computational fluid mechanics approach to the Monge-
Kantorovich mass transfer problem, which was developed by Benamou-Brenier in [4]. Our …
Kantorovich mass transfer problem, which was developed by Benamou-Brenier in [4]. Our …
Solving large-scale optimization problems with a convergence rate independent of grid size
We present a primal-dual method to solve L^1-type nonsmooth optimization problems
independently of the grid size. We apply these results to two important problems: the Rudin …
independently of the grid size. We apply these results to two important problems: the Rudin …