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 …

Statistical aspects of Wasserstein distances

VM Panaretos, Y Zemel - Annual review of statistics and its …, 2019 - annualreviews.org
Wasserstein distances are metrics on probability distributions inspired by the problem of
optimal mass transportation. Roughly speaking, they measure the minimal effort required to …

Prognostics and Health Management (PHM): Where are we and where do we (need to) go in theory and practice

E Zio - Reliability Engineering & System Safety, 2022 - Elsevier
We are performing the digital transition of industry, living the 4th industrial revolution,
building a new World in which the digital, physical and human dimensions are interrelated in …

Estimating individual treatment effect: generalization bounds and algorithms

U Shalit, FD Johansson… - … conference on machine …, 2017 - proceedings.mlr.press
There is intense interest in applying machine learning to problems of causal inference in
fields such as healthcare, economics and education. In particular, individual-level causal …

Pot: Python optimal transport

R Flamary, N Courty, A Gramfort, MZ Alaya… - Journal of Machine …, 2021 - jmlr.org
Optimal transport has recently been reintroduced to the machine learning community thanks
in part to novel efficient optimization procedures allowing for medium to large scale …

Optimal transport for domain adaptation

N Courty, R Flamary, D Tuia… - IEEE transactions on …, 2016 - ieeexplore.ieee.org
Domain adaptation is one of the most challenging tasks of modern data analytics. If the
adaptation is done correctly, models built on a specific data representation become more …

Soft-dtw: a differentiable loss function for time-series

M Cuturi, M Blondel - International conference on machine …, 2017 - proceedings.mlr.press
We propose in this paper a differentiable learning loss between time series, building upon
the celebrated dynamic time war** (DTW) discrepancy. Unlike the Euclidean distance …

Learning generative models with sinkhorn divergences

A Genevay, G Peyré, M Cuturi - International Conference on …, 2018 - proceedings.mlr.press
The ability to compare two degenerate probability distributions, that is two distributions
supported on low-dimensional manifolds in much higher-dimensional spaces, is a crucial …

Iterative Bregman projections for regularized transportation problems

JD Benamou, G Carlier, M Cuturi, L Nenna… - SIAM Journal on Scientific …, 2015 - SIAM
This paper details a general numerical framework to approximate solutions to linear
programs related to optimal transport. The general idea is to introduce an entropic …

Convolutional wasserstein distances: Efficient optimal transportation on geometric domains

J Solomon, F De Goes, G Peyré, M Cuturi… - ACM Transactions on …, 2015 - dl.acm.org
This paper introduces a new class of algorithms for optimization problems involving optimal
transportation over geometric domains. Our main contribution is to show that optimal …