Computational optimal transport: With applications to data science

G Peyré, M Cuturi - Foundations and Trends® in Machine …, 2019 - nowpublishers.com
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 …

A machine learning framework for solving high-dimensional mean field game and mean field control problems

L Ruthotto, SJ Osher, W Li, L Nurbekyan… - Proceedings of the …, 2020 - pnas.org
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 …

Ollivier-ricci curvature-based method to community detection in complex networks

J Sia, E Jonckheere, P Bogdan - Scientific reports, 2019 - nature.com
Identification of community structures in complex network is of crucial importance for
understanding the system's function, organization, robustness and security. Here, we …

Exact optimal accelerated complexity for fixed-point iterations

J Park, EK Ryu - International Conference on Machine …, 2022 - proceedings.mlr.press
Despite the broad use of fixed-point iterations throughout applied mathematics, the optimal
convergence rate of general fixed-point problems with nonexpansive nonlinear operators …

On parameter estimation with the Wasserstein distance

E Bernton, PE Jacob, M Gerber… - … and Inference: A …, 2019 - academic.oup.com
Statistical inference can be performed by minimizing, over the parameter space, the
Wasserstein distance between model distributions and the empirical distribution of the data …

Computational methods for first-order nonlocal mean field games with applications

S Liu, M Jacobs, W Li, L Nurbekyan, SJ Osher - SIAM Journal on Numerical …, 2021 - SIAM
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 …

Quadratically regularized optimal transport on graphs

M Essid, J Solomon - SIAM Journal on Scientific Computing, 2018 - SIAM
Optimal transportation provides a means of lifting distances between points on a geometric
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

H Zhang, Y Kang, L Song, Z Han… - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
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 …

Unnormalized optimal transport

W Gangbo, W Li, S Osher, M Puthawala - Journal of Computational Physics, 2019 - Elsevier
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 …

Solving large-scale optimization problems with a convergence rate independent of grid size

M Jacobs, F Léger, W Li, S Osher - SIAM Journal on Numerical Analysis, 2019 - SIAM
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 …