Academic literature on the topic 'Entropy optimal transport'
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Journal articles on the topic "Entropy optimal transport"
Tong, Qijun, and Kei Kobayashi. "Entropy-Regularized Optimal Transport on Multivariate Normal and q-normal Distributions." Entropy 23, no. 3 (March 3, 2021): 302. http://dx.doi.org/10.3390/e23030302.
Full textBonafini, Mauro, and Bernhard Schmitzer. "Domain decomposition for entropy regularized optimal transport." Numerische Mathematik 149, no. 4 (November 19, 2021): 819–70. http://dx.doi.org/10.1007/s00211-021-01245-0.
Full textBao, Han, and Shinsaku Sakaue. "Sparse Regularized Optimal Transport with Deformed q-Entropy." Entropy 24, no. 11 (November 10, 2022): 1634. http://dx.doi.org/10.3390/e24111634.
Full textEssid, Montacer, Debra F. Laefer, and Esteban G. Tabak. "Adaptive optimal transport." Information and Inference: A Journal of the IMA 8, no. 4 (May 16, 2019): 789–816. http://dx.doi.org/10.1093/imaiai/iaz008.
Full textPEYRÉ, GABRIEL, LÉNAÏC CHIZAT, FRANÇOIS-XAVIER VIALARD, and JUSTIN SOLOMON. "Quantum entropic regularization of matrix-valued optimal transport." European Journal of Applied Mathematics 30, no. 6 (September 28, 2017): 1079–102. http://dx.doi.org/10.1017/s0956792517000274.
Full textSantambrogio, Filippo. "Dealing with moment measures via entropy and optimal transport." Journal of Functional Analysis 271, no. 2 (July 2016): 418–36. http://dx.doi.org/10.1016/j.jfa.2016.04.009.
Full textGentil, Ivan, Christian Léonard, and Luigia Ripani. "About the analogy between optimal transport and minimal entropy." Annales de la faculté des sciences de Toulouse Mathématiques 26, no. 3 (2017): 569–600. http://dx.doi.org/10.5802/afst.1546.
Full textMihelich, M., D. Faranda, B. Dubrulle, and D. Paillard. "Statistical optimization for passive scalar transport: maximum entropy production versus maximum Kolmogorov–Sinai entropy." Nonlinear Processes in Geophysics 22, no. 2 (March 25, 2015): 187–96. http://dx.doi.org/10.5194/npg-22-187-2015.
Full textMihelich, M., D. Faranda, B. Dubrulle, and D. Paillard. "Statistical optimization for passive scalar transport: maximum entropy production vs. maximum Kolmogorov–Sinay entropy." Nonlinear Processes in Geophysics Discussions 1, no. 2 (November 18, 2014): 1691–713. http://dx.doi.org/10.5194/npgd-1-1691-2014.
Full textIslas, Carlos, Pablo Padilla, and Marco Antonio Prado. "Information Processing in the Brain as Optimal Entropy Transport: A Theoretical Approach." Entropy 22, no. 11 (October 29, 2020): 1231. http://dx.doi.org/10.3390/e22111231.
Full textDissertations / Theses on the topic "Entropy optimal transport"
Genevay, Aude. "Entropy-regularized Optimal Transport for Machine Learning." Thesis, Paris Sciences et Lettres (ComUE), 2019. http://www.theses.fr/2019PSLED002/document.
Full textThis thesis proposes theoretical and numerical contributions to use Entropy-regularized Optimal Transport (EOT) for machine learning. We introduce Sinkhorn Divergences (SD), a class of discrepancies betweenprobabilitymeasuresbasedonEOTwhichinterpolatesbetween two other well-known discrepancies: Optimal Transport (OT) and Maximum Mean Discrepancies (MMD). We develop an ecient numerical method to use SD for density fitting tasks, showing that a suitable choice of regularization can improve performance over existing methods. We derive a sample complexity theorem for SD which proves that choosing a large enough regularization parameter allows to break the curse of dimensionality from OT, and recover asymptotic ratessimilartoMMD.Weproposeandanalyzestochasticoptimization solvers for EOT, which yield online methods that can cope with arbitrary measures and are well suited to large scale problems, contrarily to existing discrete batch solvers
Baradat, Aymeric. "Transport optimal incompressible : dépendance aux données et régularisation entropique." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLX016/document.
Full textThis thesis focuses on Incompressible Optimal Transport, a minimization problem introduced by Brenier in the late 80's, aiming at describing the evolution of an incompressible and inviscid fluid in a Lagrangian way , i.e. by prescribing the state of the fluid at the initial and final times and by minimizing some functional among the set of admissible dynamics. This text is divided into two parts.In the first part, we study the dependence of this optimization problem with respect to the data. More precisely, we analyse the dependence of the pressure field, the Lagrange multiplier corresponding to the incompressibility constraint, with respect to the endpoint conditions, described by a probability measure γ determining the state of the fluid at the initial and final times. We show in Chapter 2 by purely variational methods that the gradient of the pressure field, as an element of a space that is close to the dual of C^1, is a Hölder continuous function of γ for the Monge-Kantorovic distance. On the other hand, we prove in Chapter 4 that for all r>1 the pressure field, as an element of L^r_t L^1_x, cannot be a Lipschitz continuous function of γ for the Monge-Kantorovic distance. This last statement is linked to an ill-posedness result proved in Chapter 3 for the so-called kinetic Euler equation, a kinetic PDE interpreted as the optimality equation of the Incompressible Optimal Transport problem.In the second part, we are interested in the entropic regularization of the Incompressible Optimal Transport problem: the so-called Brödinger problem, introduced by Arnaudon, Cruzeiro, Léonard and Zambrini in 2017. On the one hand, we prove in Chapter 5 that similarly to what happens in the Incompressible Optimal Transport case, to a solution always corresponds a scalar pressure field acting as the Lagrange multiplier for the incompressibility constraint. On the other hand, we prove in Chapter 6 that when the diffusivity coefficient tends to zero, the Brödinger problem converges towards the Incompressible Optimal Transport problem in the sense of Gamma-convergence, and with convergence of the pressure fields. The results of Chapter 6 come from a joint work with L. Monsaingeon
Ripani, Luigia. "Le problème de Schrödinger et ses liens avec le transport optimal et les inégalités fonctionnelles." Thesis, Lyon, 2017. http://www.theses.fr/2017LYSE1274/document.
Full textIn the past 20 years the optimal transport theory revealed to be an efficient tool to study the asymptotic behavior for diffusion equations, to prove functional inequalities, to extend geometrical properties in extremely general spaces like metric measure spaces, etc. The curvature-dimension of the Bakry-Émery theory appears as the cornerstone of those applications. Just think to the easier and most important case of the quadratic Wasserstein distance W2: contraction of the heat flow in W2 characterizes uniform lower bounds for the Ricci curvature; the transport Talagrand inequality, comparing W2 to the relative entropy is implied and implies via the HWI inequality the log-Sobolev inequality; McCann geodesics in the Wasserstein space (P2(Rn),W2) allow to prove important functional properties like convexity, and standard functional inequalities, such as isoperimetry, measure concentration properties, the Prékopa Leindler inequality and so on. However the lack of regularity of optimal maps, requires non-smooth analysis arguments. The Schrödinger problem is an entropy minimization problem with marginal constraints and a fixed reference process. From the Large deviation theory, when the reference process is driven by the Brownian motion, its minimal value A converges to W2 when the temperature goes to zero. The entropic interpolations, solutions of the Schrödinger problem, are characterized in terms of Markov semigroups, hence computation along them naturally involves Γ2 computations and the curvature-dimension condition. Dating back to the 1930s, and neglected for decades, the Schrödinger problem recently enjoys an increasing popularity in different fields, thanks to this relation to optimal transport, smoothness of solutions and other well performing properties in numerical computations. The aim of this work is twofold. First we study some analogy between the Schrödinger problem and optimal transport providing new proofs of the dual Kantorovich and the dynamic Benamou-Brenier formulations for the entropic cost A. Secondly, as an application of these connections we derive some functional properties and inequalities under curvature-dimensions conditions. In particular, we prove the concavity of the exponential entropy along entropic interpolations under the curvature-dimension condition CD(0, n) and regularity of the entropic cost along the heat flow. We also give different proofs the Evolutionary Variational Inequality for A and contraction of the heat flow in A, recovering as a limit case the classical results in W2, under CD(κ,∞) and also in the flat dimensional case. Finally we propose an easy proof of the Gaussian concentration property via the Schrödinger problem as an alternative to classical arguments as the Marton argument which is based on optimal transport
Chizat, Lénaïc. "Transport optimal de mesures positives : modèles, méthodes numériques, applications." Thesis, Paris Sciences et Lettres (ComUE), 2017. http://www.theses.fr/2017PSLED063/document.
Full textThis thesis generalizes optimal transport beyond the classical "balanced" setting of probability distributions. We define unbalanced optimal transport models between nonnegative measures, based either on the notion of interpolation or the notion of coupling of measures. We show relationships between these approaches. One of the outcomes of this framework is a generalization of the p-Wasserstein metrics. Secondly, we build numerical methods to solve interpolation and coupling-based models. We study, in particular, a new family of scaling algorithms that generalize Sinkhorn's algorithm. The third part deals with applications. It contains a theoretical and numerical study of a Hele-Shaw type gradient flow in the space of nonnegative measures. It also adresses the case of measures taking values in the cone of positive semi-definite matrices, for which we introduce a model that achieves a balance between geometrical accuracy and algorithmic efficiency
DOLDI, ALESSANDRO. "EQUILIBRIUM, SYSTEMIC RISK MEASURES AND OPTIMAL TRANSPORT: A CONVEX DUALITY APPROACH." Doctoral thesis, Università degli Studi di Milano, 2021. http://hdl.handle.net/2434/812668.
Full textTelci, Ilker Tonguc. "Optimal water quality management in surface water systems and energy recovery in water distribution networks." Diss., Georgia Institute of Technology, 2012. http://hdl.handle.net/1853/45861.
Full textDE, PONTI NICOLÒ. "Optimal transport: entropic regularizations, geometry and diffusion PDEs." Doctoral thesis, Università degli studi di Pavia, 2019. http://hdl.handle.net/11571/1292130.
Full textMuzellec, Boris. "Leveraging regularization, projections and elliptical distributions in optimal transport." Electronic Thesis or Diss., Institut polytechnique de Paris, 2020. http://www.theses.fr/2020IPPAG009.
Full textComparing and matching probability distributions is a crucial in numerous machine learning (ML) algorithms. Optimal transport (OT) defines divergences between distributions that are grounded on geometry: starting from a cost function on the underlying space, OT consists in finding a mapping or coupling between both measures that is optimal with respect to that cost. The fact that OT is deeply grounded in geometry makes it particularly well suited to ML. Further, OT is the object of a rich mathematical theory. Despite those advantages, the applications of OT in data sciences have long been hindered by the mathematical and computational complexities of the underlying optimization problem. To circumvent these issues, one approach consists in focusing on particular cases that admit closed-form solutions or that can be efficiently solved. In particular, OT between elliptical distributions is one of the very few instances for which OT is available in closed form, defining the so-called Bures-Wasserstein (BW) geometry. This thesis builds extensively on the BW geometry, with the aim to use it as basic tool in data science applications. To do so, we consider settings in which it is alternatively employed as a basic tool for representation learning, enhanced using subspace projections, and smoothed further using entropic regularization. In a first contribution, the BW geometry is used to define embeddings as elliptical probability distributions, extending on the classical representation of data as vectors in R^d.In the second contribution, we prove the existence of transportation maps and plans that extrapolate maps restricted to lower-dimensional projections, and show that subspace-optimal plans admit closed forms in the case of Gaussian measures.Our third contribution consists in deriving closed forms for entropic OT between Gaussian measures scaled with a varying total mass, which constitute the first non-trivial closed forms for entropic OT and provide the first continuous test case for the study of entropic OT. Finally, in a last contribution, entropic OT is leveraged to tackle missing data imputation in a non-parametric and distribution-preserving way
Nenna, Luca. "Numerical Methods for Multi-Marginal Optimal Transportation." Thesis, Paris Sciences et Lettres (ComUE), 2016. http://www.theses.fr/2016PSLED017/document.
Full textIn this thesis we aim at giving a general numerical framework to approximate solutions to optimal transport (OT) problems. The general idea is to introduce an entropic regularization of the initialproblems. The regularized problem corresponds to the minimization of a relative entropy with respect a given reference measure. Indeed, this is equivalent to find the projection of the joint coupling with respect the Kullback-Leibler divergence. This allows us to make use the Bregman/Dykstra’s algorithm and solve several variational problems related to OT. We are especially interested in solving multi-marginal optimal transport problems (MMOT) arising in Physics such as in Fluid Dynamics (e.g. incompressible Euler equations à la Brenier) and in Quantum Physics (e.g. Density Functional Theory). In these cases we show that the entropic regularization plays a more important role than a simple numerical stabilization. Moreover, we also give some important results concerning existence and characterization of optimal transport maps (e.g. fractal maps) for MMOT
Tamanini, Luca. "Analysis and Geometry of RCD spaces via the Schrödinger problem." Thesis, Paris 10, 2017. http://www.theses.fr/2017PA100082/document.
Full textMain aim of this manuscript is to present a new interpolation technique for probability measures, which is strongly inspired by the Schrödinger problem, an entropy minimization problem deeply related to optimal transport. By means of the solutions to the Schrödinger problem, we build an efficient approximation scheme, robust up to the second order and different from Brenier-McCann's classical one. Such scheme allows us to prove the second order differentiation formula along geodesics in finite-dimensional RCD* spaces. This formula is new even in the context of Alexandrov spaces and we provide some applications.The proof relies on new, even in the smooth setting, estimates concerning entropic interpolations which we believe are interesting on their own. In particular we obtain:- equiboundedness of the densities along the entropic interpolations,- equi-Lipschitz continuity of the Schrödinger potentials,- a uniform weighted L2 control of the Hessian of such potentials. These tools are very useful in the investigation of the geometric information encoded in entropic interpolations. The techniques used in this work can be also used to show that the viscous solution of the Hamilton-Jacobi equation can be obtained via a vanishing viscosity method, in accordance with the smooth case. Throughout the whole manuscript, several remarks on the physical interpretation of the Schrödinger problem are pointed out. Hopefully, this will allow the reader to better understand the physical and probabilistic motivations of the problem as well as to connect them with the analytical and geometric nature of the dissertation
Book chapters on the topic "Entropy optimal transport"
Gu, Wen, Teng Zhang, and Hai Jin. "Entropy Weight Allocation: Positive-unlabeled Learning via Optimal Transport." In Proceedings of the 2022 SIAM International Conference on Data Mining (SDM), 37–45. Philadelphia, PA: Society for Industrial and Applied Mathematics, 2022. http://dx.doi.org/10.1137/1.9781611977172.5.
Full textTarkhamtham, Payap, and Woraphon Yamaka. "A Generalized Maximum Renyi Entropy Approach in Kink Regression Model." In Credible Asset Allocation, Optimal Transport Methods, and Related Topics, 411–25. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-97273-8_28.
Full textBoslau, Madlen. "Consumer Attitudes toward RFID Usage." In Encyclopedia of Multimedia Technology and Networking, Second Edition, 247–53. IGI Global, 2009. http://dx.doi.org/10.4018/978-1-60566-014-1.ch034.
Full textConference papers on the topic "Entropy optimal transport"
Liu, Dong, Minh Thanh Vu, Saikat Chatterjee, and Lars K. Rasmussen. "Entropy-regularized Optimal Transport Generative Models." In ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2019. http://dx.doi.org/10.1109/icassp.2019.8682721.
Full textColeman, Todd P., Justin Tantiongloc, Alexis Allegra, Diego Mesa, Dae Kang, and Marcela Mendoza. "Diffeomorphism learning via relative entropy constrained optimal transport." In 2016 IEEE Global Conference on Signal and Information Processing (GlobalSIP). IEEE, 2016. http://dx.doi.org/10.1109/globalsip.2016.7906057.
Full textHundrieser, Shayan, Marcel Klatt, and Axel Munk. "Entropic Optimal Transport on Countable Spaces: Statistical Theory and Asymptotics." In Entropy 2021: The Scientific Tool of the 21st Century. Basel, Switzerland: MDPI, 2021. http://dx.doi.org/10.3390/entropy2021-09837.
Full textElvander, Filip, Isabel Haasler, Andreas Jakobsson, and Johan Karlsson. "Non-coherent Sensor Fusion via Entropy Regularized Optimal Mass Transport." In ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2019. http://dx.doi.org/10.1109/icassp.2019.8682186.
Full textTannenbaum, Emmanuel, Tryphon Georgiou, and Allen Tannenbaum. "Signals and control aspects of optimal mass transport and the Boltzmann entropy." In 2010 49th IEEE Conference on Decision and Control (CDC). IEEE, 2010. http://dx.doi.org/10.1109/cdc.2010.5717821.
Full textChen, Fuqiang, and Daniel Peter. "A misfit function based on entropy regularized optimal transport for full-waveform inversion." In SEG Technical Program Expanded Abstracts 2018. Society of Exploration Geophysicists, 2018. http://dx.doi.org/10.1190/segam2018-2995612.1.
Full textCao, Nan, Teng Zhang, Xuanhua Shi, and Hai Jin. "Posistive-Unlabeled Learning via Optimal Transport and Margin Distribution." In Thirty-First International Joint Conference on Artificial Intelligence {IJCAI-22}. California: International Joint Conferences on Artificial Intelligence Organization, 2022. http://dx.doi.org/10.24963/ijcai.2022/393.
Full textKasagi, Nobuhide, Yosuke Hasegawa, Koji Fukagata, and Kaoru Iwamoto. "Control of Turbulent Transport: Less Friction and More Heat Transfer." In 2010 14th International Heat Transfer Conference. ASMEDC, 2010. http://dx.doi.org/10.1115/ihtc14-23344.
Full textAdeyinka, O. B., and G. F. Naterer. "Towards Optical Measurement of Entropy Transport in Turbulent Flows." In 39th AIAA Thermophysics Conference. Reston, Virigina: American Institute of Aeronautics and Astronautics, 2007. http://dx.doi.org/10.2514/6.2007-4052.
Full textVlasak, Jiri, Michal Sojka, and Zdeněk Hanzálek. "Parallel Parking: Optimal Entry and Minimum Slot Dimensions." In 8th International Conference on Vehicle Technology and Intelligent Transport Systems. SCITEPRESS - Science and Technology Publications, 2022. http://dx.doi.org/10.5220/0011045600003191.
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