Optimal transport (OT) theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools is sensitive to outliers or it can perform poorly when the underlying model has heavy-tails. To cope with these issues, we introduce a new class of procedures. (i) We consider a robust version of the primal OT problem (ROBOT) and show that it defines the {robust Wasserstein distance}, $W^{(\lambda)}$, which depends on a tuning parameter $\lambda > 0$. (ii) We illustrate the link between $W_1$ and $W^{(\lambda)}$ and study its key measure theoretic aspects. (iii) We derive some concentration inequalities for $W^{(\lambda)}$. (iii) We use $W^{(\lambda)}$ to define minimum distance estimators, we provide their statistical guarantees and we illustrate how to apply concentration inequalities for the selection of $\lambda$. (v) We derive the {dual} form of the ROBOT and illustrate its applicability to machine learning problems (generative adversarial networks and domain adaptation). Numerical exercises provide evidence of the benefits yielded by our methods.
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Working in univalent foundations, we investigate the symmetries of spheres, i.e., the types of the form $\mathbb{S}^n = \mathbb{S}^n$. The case of the circle has a slick answer: the symmetries of the circle form two copies of the circle. For higher-dimensional spheres, the type of symmetries has again two connected components, namely the components of the maps of degree plus or minus one. Each of the two components has $\mathbb{Z}/2\mathbb{Z}$ as fundamental group. For the latter result, we develop an EHP long exact sequence.
We consider the community detection problem in a sparse $q$-uniform hypergraph $G$, assuming that $G$ is generated according to the Hypergraph Stochastic Block Model (HSBM). We prove that a spectral method based on the non-backtracking operator for hypergraphs works with high probability down to the generalized Kesten-Stigum detection threshold conjectured by Angelini et al. (2015). We characterize the spectrum of the non-backtracking operator for the sparse HSBM and provide an efficient dimension reduction procedure using the Ihara-Bass formula for hypergraphs. As a result, community detection for the sparse HSBM on $n$ vertices can be reduced to an eigenvector problem of a $2n\times 2n$ non-normal matrix constructed from the adjacency matrix and the degree matrix of the hypergraph. To the best of our knowledge, this is the first provable and efficient spectral algorithm that achieves the conjectured threshold for HSBMs with $r$ blocks generated according to a general symmetric probability tensor.
A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a single-index structure, while the other is included linearly through the high-dimensional vector formed by its discretised observations. For this model, two new algorithms are presented for selecting relevant variables in the linear part and estimating the model. Both procedures utilise the functional origin of linear covariates. Finite sample experiments demonstrated the scope of application of both algorithms: the first method is a fast algorithm that provides a solution (without loss in predictive ability) for the significant computational time required by standard variable selection methods for estimating this model, and the second algorithm completes the set of relevant linear covariates provided by the first, thus improving its predictive efficiency. Some asymptotic results theoretically support both procedures. A real data application demonstrated the applicability of the presented methodology from a predictive perspective in terms of the interpretability of outputs and low computational cost.
Let $\mu$ be a probability measure on $\mathbb{R}^d$ and $\mu_N$ its empirical measure with sample size $N$. We prove a concentration inequality for the optimal transport cost between $\mu$ and $\mu_N$ for radial cost functions with polynomial local growth, that can have superpolynomial global growth. This result generalizes and improves upon estimates of Fournier and Guillin. The proof combines ideas from empirical process theory with known concentration rates for compactly supported $\mu$. By partitioning $\mathbb{R}^d$ into annuli, we infer a global estimate from local estimates on the annuli and conclude that the global estimate can be expressed as a sum of the local estimate and a mean-deviation probability for which efficient bounds are known.
Inequality measures are quantitative measures that take values in the unit interval, with a zero value characterizing perfect equality. Although originally proposed to measure economic inequalities, they can be applied to several other situations, in which one is interested in the mutual variability between a set of observations, rather than in their deviations from the mean. While unidimensional measures of inequality, such as the Gini index, are widely known and employed, multidimensional measures, such as Lorenz Zonoids, are difficult to interpret and computationally expensive and, for these reasons, are not much well known. To overcome the problem, in this paper we propose a new scaling invariant multidimensional inequality index, based on the Fourier transform, which exhibits a number of interesting properties, and whose application to the multidimensional case is rather straightforward to calculate and interpret.
While Product of Exponentials (POE) formula has been gaining increasing popularity in modeling the kinematics of a serial-link robot, the Denavit-Hartenberg (D-H) notation is still the most widely used due to its intuitive and concise geometric interpretation of the robot. This paper has developed an analytical solution to automatically convert a POE model into a D-H model for a robot with revolute, prismatic, and helical joints, which are the complete set of three basic one degree of freedom lower pair joints for constructing a serial-link robot. The conversion algorithm developed can be used in applications such as calibration where it is necessary to convert the D-H model to the POE model for identification and then back to the D-H model for compensation. The equivalence of the two models proved in this paper also benefits the analysis of the identifiability of the kinematic parameters. It is found that the maximum number of identifiable parameters in a general POE model is 5h+4r +2t +n+6 where h, r, t, and n stand for the number of helical, revolute, prismatic, and general joints, respectively. It is also suggested that the identifiability of the base frame and the tool frame in the D-H model is restricted rather than the arbitrary six parameters as assumed previously.
We present a novel combination of dynamic embedded topic models and change-point detection to explore diachronic change of lexical semantic modality in classical and early Christian Latin. We demonstrate several methods for finding and characterizing patterns in the output, and relating them to traditional scholarship in Comparative Literature and Classics. This simple approach to unsupervised models of semantic change can be applied to any suitable corpus, and we conclude with future directions and refinements aiming to allow noisier, less-curated materials to meet that threshold.
The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by standard methods, of a non-linear integral equation. In the appendix, I also provide a short summary of an early result of Beurling on product measures, directly related to the Sinkhorn algorithm.
A backward stable numerical calculation of a function with condition number $\kappa$ will have a relative accuracy of $\kappa\epsilon_{\text{machine}}$. Standard formulations and software implementations of finite-strain elastic materials models make use of the deformation gradient $\boldsymbol F = I + \partial \boldsymbol u/\partial \boldsymbol X$ and Cauchy-Green tensors. These formulations are not numerically stable, leading to loss of several digits of accuracy when used in the small strain regime, and often precluding the use of single precision floating point arithmetic. We trace the source of this instability to specific points of numerical cancellation, interpretable as ill-conditioned steps. We show how to compute various strain measures in a stable way and how to transform common constitutive models to their stable representations, formulated in either initial or current configuration. The stable formulations all provide accuracy of order $\epsilon_{\text{machine}}$. In many cases, the stable formulations have elegant representations in terms of appropriate strain measures and offer geometric intuition that is lacking in their standard representation. We show that algorithmic differentiation can stably compute stresses so long as the strain energy is expressed stably, and give principles for stable computation that can be applied to inelastic materials.
In this paper we develop a classical algorithm of complexity $O(2^n)$ to simulate parametrized quantum circuits (PQCs) of $n$ qubits. The algorithm is developed by finding $2$-sparse unitary matrices of order $2^n$ explicitly corresponding to any single-qubit and two-qubit control gates in an $n$-qubit system. Finally, we determine analytical expression of Hamiltonians for any such gate and consequently a local Hamiltonian decomposition of any PQC is obtained. All results are validated with numerical simulations.
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