We study multi-marginal optimal transport (MOT) problems where the underlying cost has a graphical structure. These graphical multi-marginal optimal transport problems have found applications in several domains including traffic flow control and regression problems in the Wasserstein space. MOT problem can be approached through two aspects: a single big MOT problem, or coupled minor OT problems. In this paper, we focus on the latter approach and demonstrate it has efficiency gain from the parallelization. For tree-structured MOT problems, we introduce a novel parallelizable algorithm that significantly reduces computational complexity. Additionally, we adapt this algorithm for general graphs, employing the modified junction trees to enable parallel updates. Our contributions, validated through numerical experiments, offer new avenues for MOT applications and establish benchmarks in computational efficiency.
Which dynamic queries can be maintained efficiently? For constant-size changes, it is known that constant-depth circuits or, equivalently, first-order updates suffice for maintaining many important queries, among them reachability, tree isomorphism, and the word problem for context-free languages. In other words, these queries are in the dynamic complexity class DynFO. We show that most of the existing results for constant-size changes can be recovered for batch changes of polylogarithmic size if one allows circuits of depth O(log log n) or, equivalently, first-order updates that are iterated O(log log n) times.
There has been a resurgence of interest in the asymptotic normality of incomplete U-statistics that only sum over roughly as many kernel evaluations as there are data samples, due to its computational efficiency and usefulness in quantifying the uncertainty for ensemble-based predictions. In this paper, we focus on the normal convergence of one such construction, the incomplete U-statistic with Bernoulli sampling, based on a raw sample of size $n$ and a computational budget $N$. Under minimalistic moment assumptions on the kernel, we offer accompanying Berry-Esseen bounds of the natural rate $1/\sqrt{\min(N, n)}$ that characterize the normal approximating accuracy involved when $n \asymp N$, i.e. $n$ and $N$ are of the same order in such a way that $n/N$ is lower-and-upper bounded by constants. Our key techniques include Stein's method specialized for the so-called Studentized nonlinear statistics, and an exponential lower tail bound for non-negative kernel U-statistics.
We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by the covariance function of the underlying stochastic process, and whose formulation includes as particular cases all finite-dimensional models based on linear combinations of marginals of the process, which can collectively be seen as a dense subspace made of simple approximations. By imposing a suitable prior distribution on this dense functional space we can perform data-driven inference via standard Bayes methodology, estimating the posterior distribution through reversible jump Markov chain Monte Carlo methods. In this context, our contribution is two-fold. First, we derive a theoretical result that guarantees posterior consistency, based on an application of a classic theorem of Doob to our RKHS setting. Second, we show that several prediction strategies stemming from our Bayesian procedure are competitive against other usual alternatives in both simulations and real data sets, including a Bayesian-motivated variable selection method.
We study the construction and convergence of decoupling multistep schemes of higher order using the backward differentiation formulae for an elliptic-parabolic problem, which includes multiple-network poroelasticity as a special case. These schemes were first introduced in [Altmann, Maier, Unger, BIT Numer. Math., 64:20, 2024], where a convergence proof for the second-order case is presented. Here, we present a slightly modified version of these schemes using a different construction of related time delay systems. We present a novel convergence proof relying on concepts from G-stability applicable for any order and providing a sharper characterization of the required weak coupling condition. The key tool for the convergence analysis is the construction of a weighted norm enabling a telescoping argument for the sum of the errors.
We present an introduction to the field of statistical optimal transport, based on lectures given at \'Ecole d'\'Et\'e de Probabilit\'es de Saint-Flour XLIX.
Machine learning techniques have recently been of great interest for solving differential equations. Training these models is classically a data-fitting task, but knowledge of the expression of the differential equation can be used to supplement the training objective, leading to the development of physics-informed scientific machine learning. In this article, we focus on one class of models called nonlinear vector autoregression (NVAR) to solve ordinary differential equations (ODEs). Motivated by connections to numerical integration and physics-informed neural networks, we explicitly derive the physics-informed NVAR (piNVAR) which enforces the right-hand side of the underlying differential equation regardless of NVAR construction. Because NVAR and piNVAR completely share their learned parameters, we propose an augmented procedure to jointly train the two models. Then, using both data-driven and ODE-driven metrics, we evaluate the ability of the piNVAR model to predict solutions to various ODE systems, such as the undamped spring, a Lotka-Volterra predator-prey nonlinear model, and the chaotic Lorenz system.
Poisson distributed measurements in inverse problems often stem from Poisson point processes that are observed through discretized or finite-resolution detectors, one of the most prominent examples being positron emission tomography (PET). These inverse problems are typically reconstructed via Bayesian methods. A natural question then is whether and how the reconstruction converges as the signal-to-noise ratio tends to infinity and how this convergence interacts with other parameters such as the detector size. In this article we carry out a corresponding variational analysis for the exemplary Bayesian reconstruction functional from [arXiv:2311.17784,arXiv:1902.07521], which considers dynamic PET imaging (i.e.\ the object to be reconstructed changes over time) and uses an optimal transport regularization.
We propose and study a one-dimensional model which consists of two cross-diffusion systems coupled via a moving interface. The motivation stems from the modelling of complex diffusion processes in the context of the vapor deposition of thin films. In our model, cross-diffusion of the various chemical species can be respectively modelled by a size-exclusion system for the solid phase and the Stefan-Maxwell system for the gaseous phase. The coupling between the two phases is modelled by linear phase transition laws of Butler-Volmer type, resulting in an interface evolution. The continuous properties of the model are investigated, in particular its entropy variational structure and stationary states. We introduce a two-point flux approximation finite volume scheme. The moving interface is addressed with a moving-mesh approach, where the mesh is locally deformed around the interface. The resulting discrete nonlinear system is shown to admit a solution that preserves the main properties of the continuous system, namely: mass conservation, nonnegativity, volume-filling constraints, decay of the free energy and asymptotics. In particular, the moving-mesh approach is compatible with the entropy structure of the continuous model. Numerical results illustrate these properties and the dynamics of the model.
We discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Based on the techniques of stochastic thermodynamics, we derive the speed-accuracy trade-off for the diffusion models, which is a trade-off relationship between the speed and accuracy of data generation in diffusion models. Our result implies that the entropy production rate in the forward process affects the errors in data generation. From a stochastic thermodynamic perspective, our results provide quantitative insight into how best to generate data in diffusion models. The optimal learning protocol is introduced by the conservative force in stochastic thermodynamics and the geodesic of space by the 2-Wasserstein distance in optimal transport theory. We numerically illustrate the validity of the speed-accuracy trade-off for the diffusion models with different noise schedules such as the cosine schedule, the conditional optimal transport, and the optimal transport.
This paper considers the numerical solution of Timoshenko beam network models, comprised of Timoshenko beam equations on each edge of the network, which are coupled at the nodes of the network using rigid joint conditions. Through hybridization, we can equivalently reformulate the problem as a symmetric positive definite system of linear equations posed on the network nodes. This is possible since the nodes, where the beam equations are coupled, are zero-dimensional objects. To discretize the beam network model, we propose a hybridizable discontinuous Galerkin method that can achieve arbitrary orders of convergence under mesh refinement without increasing the size of the global system matrix. As a preconditioner for the typically very poorly conditioned global system matrix, we employ a two-level overlapping additive Schwarz method. We prove uniform convergence of the corresponding preconditioned conjugate gradient method under appropriate connectivity assumptions on the network. Numerical experiments support the theoretical findings of this work.