Computational optimal transport: With applications to data science
Optimal transport (OT) theory can be informally described using the words of the French
mathematician Gaspard Monge (1746–1818): A worker with a shovel in hand has to move a …
mathematician Gaspard Monge (1746–1818): A worker with a shovel in hand has to move a …
Unbalanced optimal transport, from theory to numerics
Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare
in a geometrically faithful way point clouds and more generally probability distributions. The …
in a geometrically faithful way point clouds and more generally probability distributions. The …
OSQP: An operator splitting solver for quadratic programs
We present a general-purpose solver for convex quadratic programs based on the
alternating direction method of multipliers, employing a novel operator splitting technique …
alternating direction method of multipliers, employing a novel operator splitting technique …
Mixed precision algorithms in numerical linear algebra
Today's floating-point arithmetic landscape is broader than ever. While scientific computing
has traditionally used single precision and double precision floating-point arithmetics, half …
has traditionally used single precision and double precision floating-point arithmetics, half …
A survey of numerical linear algebra methods utilizing mixed-precision arithmetic
The efficient utilization of mixed-precision numerical linear algebra algorithms can offer
attractive acceleration to scientific computing applications. Especially with the hardware …
attractive acceleration to scientific computing applications. Especially with the hardware …
[图书][B] Direct methods for sparse matrices
The subject of sparse matrices has its root in such diverse fields as management science,
power systems analysis, surveying, circuit theory, and structural analysis. Efficient use of …
power systems analysis, surveying, circuit theory, and structural analysis. Efficient use of …
A fast algorithm for matrix balancing
PA Knight, D Ruiz - IMA Journal of Numerical Analysis, 2013 - academic.oup.com
As long as a square non-negative matrix A has total support then it can be balanced, that is,
we can find a diagonal scaling of A that has row and column sums equal to one. A number of …
we can find a diagonal scaling of A that has row and column sums equal to one. A number of …
Learning intrinsic image decomposition from watching the world
Single-view intrinsic image decomposition is a highly ill-posed problem, making learning
from large amounts of data an attractive approach. However, it is difficult to collect ground …
from large amounts of data an attractive approach. However, it is difficult to collect ground …
Fast bilateral-space stereo for synthetic defocus
Given a stereo pair it is possible to recover a depth map and use that depth to render a
synthetically defocused image. Though stereo algorithms are well-studied, rarely are those …
synthetically defocused image. Though stereo algorithms are well-studied, rarely are those …
A review of matrix scaling and Sinkhorn's normal form for matrices and positive maps
M Idel - arXiv preprint arXiv:1609.06349, 2016 - arxiv.org
Given a nonnegative matrix $ A $, can you find diagonal matrices $ D_1,~ D_2 $ such that $
D_1AD_2 $ is doubly stochastic? The answer to this question is known as Sinkhorn's …
D_1AD_2 $ is doubly stochastic? The answer to this question is known as Sinkhorn's …