no code implementations • 12 Jun 2023 • Jiaojiao Fan, David Alvarez-Melis
We compute these geodesics using a recent notion of distance between labeled datasets, and derive alternative interpolation schemes based on it: using either barycentric projections or optimal transport maps, the latter computed using recent neural OT methods.
no code implementations • 20 Feb 2023 • Jiaojiao Fan, Bo Yuan, Yongxin Chen
For instance, for strongly log-concave distributions, our method has complexity bound $\tilde\mathcal{O}(\kappa d^{1/2})$ without warm start, better than the minimax bound for MALA.
1 code implementation • 4 Dec 2021 • Jiaojiao Fan, Qinsheng Zhang, Amirhossein Taghvaei, Yongxin Chen
Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions.
no code implementations • 1 Oct 2021 • Jiaojiao Fan, Isabel Haasler, Johan Karlsson, Yongxin Chen
Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals.
1 code implementation • 7 Jun 2021 • Jiaojiao Fan, Shu Liu, Shaojun Ma, Haomin Zhou, Yongxin Chen
Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another.
2 code implementations • 8 Jul 2020 • Jiaojiao Fan, Amirhossein Taghvaei, Yongxin Chen
Wasserstein Barycenter is a principled approach to represent the weighted mean of a given set of probability distributions, utilizing the geometry induced by optimal transport.