A machine learning framework for solving high-dimensional mean field game and mean field control problems
Mean field games (MFG) and mean field control (MFC) are critical classes of multiagent
models for the efficient analysis of massive populations of interacting agents. Their areas of …
models for the efficient analysis of massive populations of interacting agents. Their areas of …
Wasserstein barycenters are NP-hard to compute
JM Altschuler, E Boix-Adsera - SIAM Journal on Mathematics of Data Science, 2022 - SIAM
Computing Wasserstein barycenters (aka optimal transport barycenters) is a fundamental
problem in geometry which has recently attracted considerable attention due to many …
problem in geometry which has recently attracted considerable attention due to many …
Towards a mathematical theory of trajectory inference
We devise a theoretical framework and a numerical method to infer trajectories of a
stochastic process from samples of its temporal marginals. This problem arises in the …
stochastic process from samples of its temporal marginals. This problem arises in the …
Polynomial-time algorithms for multimarginal optimal transport problems with structure
JM Altschuler, E Boix-Adsera - Mathematical Programming, 2023 - Springer
Abstract Multimarginal Optimal Transport (MOT) has attracted significant interest due to
applications in machine learning, statistics, and the sciences. However, in most applications …
applications in machine learning, statistics, and the sciences. However, in most applications …
Trajectory inference via mean-field langevin in path space
Trajectory inference aims at recovering the dynamics of a population from snapshots of its
temporal marginals. To solve this task, a min-entropy estimator relative to the Wiener …
temporal marginals. To solve this task, a min-entropy estimator relative to the Wiener …
Generalized conditional gradient and learning in potential mean field games
P Lavigne, L Pfeiffer - Applied Mathematics & Optimization, 2023 - Springer
We investigate the resolution of second-order, potential, and monotone mean field games
with the generalized conditional gradient algorithm, an extension of the Frank-Wolfe …
with the generalized conditional gradient algorithm, an extension of the Frank-Wolfe …
Hardness results for multimarginal optimal transport problems
JM Altschuler, E Boix-Adsera - Discrete Optimization, 2021 - Elsevier
Abstract Multimarginal Optimal Transport (MOT) is the problem of linear programming over
joint probability distributions with fixed marginals. A key issue in many applications is the …
joint probability distributions with fixed marginals. A key issue in many applications is the …
Optimal transportation, modelling and numerical simulation
JD Benamou - Acta Numerica, 2021 - search.proquest.com
Optimal transportation, modelling and numerical simulation Optimal transportation, modelling
and numerical simulation Abstract We present an overviewof the basic theory, modern optimal …
and numerical simulation Abstract We present an overviewof the basic theory, modern optimal …
The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
We study the mean field Schrödinger problem (MFSP), that is the problem of finding the most
likely evolution of a cloud of interacting Brownian particles conditionally on the observation …
likely evolution of a cloud of interacting Brownian particles conditionally on the observation …
Quantitative contraction rates for Sinkhorn algorithm: beyond bounded costs and compact marginals
We show non-asymptotic exponential convergence of Sinkhorn iterates to the Schr\" odinger
potentials, solutions of the quadratic Entropic Optimal Transport problem on $\mathbb {R}^ d …
potentials, solutions of the quadratic Entropic Optimal Transport problem on $\mathbb {R}^ d …