The GenCol Algorithm for High-Dimensional Optimal Transport: General Formulation and Application to Barycenters and Wasserstein Splines

被引：2

作者：

Friesecke, Gero ^{[1
]}

Penka, Maximilian ^{[1
]}

机构：

[1] Tech Univ Munich, Dept Math, Munich, Germany

来源：

SIAM JOURNAL ON MATHEMATICS OF DATA SCIENCE | 2023年 / 5卷 / 04期

关键词：

optimal transport; column generation; high dimension; genetic algorithm; MULTIMARGINAL OPTIMAL TRANSPORT; COMPUTATION; MAPS;

D O I：

10.1137/22M1524254

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We extend the recently introduced genetic column generation algorithm for high-dimensional multimarginal optimal transport from symmetric to general problems. We use the algorithm to calculate accurate mesh-free Wasserstein barycenters and cubic Wasserstein splines.

引用

页码：899 / 919

页数：21

共 48 条

[41] An algorithm to evaluate spectral densities of high-dimensional stationary diffusion stochastic processes with non-linear coefficients: The general scheme and issues on implementation with PVM
Mamontov, YV
Willander, M
APPLIED PARALLEL COMPUTING: LARGE SCALE SCIENTIFIC AND INDUSTRIAL PROBLEMS, 1998, 1541 : 315 - 321
[42] EXACT ALGORITHM FOR D-DIMENSIONAL WALKS ON FINITE AND INFINITE LATTICES WITH TRAPS .2. GENERAL FORMULATION AND APPLICATION TO DIFFUSION-CONTROLLED REACTIONS
WALSH, CA
KOZAK, JJ
PHYSICAL REVIEW B, 1982, 26 (08) : 4166 - 4189
[43] Application of high-dimensional multi-objective differential evolutionary algorithm based on global ordering to heat supply pipe network resistance identification
Zhou, Enze
Yang, Y.
Yu, Junli
Liu, Zhuangkuo
Xu, Wenxiao
Xiang, Mingyu
REVISTA INTERNACIONAL DE METODOS NUMERICOS PARA CALCULO Y DISENO EN INGENIERIA, 2024, 40 (02):
[44] A million variables and more: the Fast Greedy Equivalence Search algorithm for learning high-dimensional graphical causal models, with an application to functional magnetic resonance images
Ramsey J.
Glymour M.
Sanchez-Romero R.
Glymour C.
Ramsey, Joseph (jsph.ramsey@gmail.com), 1600, Springer Science and Business Media Deutschland GmbH (03): : 121 - 129
[45] Improved analysis-error covariance matrix for high-dimensional variational inversions: application to source estimation using a 3D atmospheric transport model
Bousserez, N.
Henze, D. K.
Perkins, A.
Bowman, K. W.
Lee, M.
Liu, J.
Deng, F.
Jones, D. B. A.
QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY, 2015, 141 (690) : 1906 - 1921
[46] Application of a high-dimensional gene co-expression network to identify metal ion transport-associated epithelial cells with diagnostic function for prostate cancer
Sun, Jian
Zhu, Xueqi
Li, Kai
Zhang, Ke
Wang, Fei
JOURNAL OF MENS HEALTH, 2024, 20 (04) : 39 - 53
[47] Application of multi-algorithm ensemble methods in high-dimensional and small-sample data of geotechnical engineering: A case study of swelling pressure of expansive soils
Li, Chao
Wang, Lei
Li, Jie
Chen, Yang
JOURNAL OF ROCK MECHANICS AND GEOTECHNICAL ENGINEERING, 2024, 16 (05) : 1896 - 1917
[48] A multi-objective evolutionary algorithm for solving the feature selection problem of high-dimensional sparse data and its application in the absorption, distribution, metabolism, excretion and toxicity (ADMET) classification
Liu, Yu
Wang, Jie-Sheng
Wen, Jia-Yao
Li, Yu-Tong
Yan, Peng-Guo
ENGINEERING OPTIMIZATION, 2025,

← 1 2 3 4 5 →