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math.OC2024
Sum-of-Squares Programming for Ma-Trudinger-Wang Regularity of Optimal Transport Maps
Sachin Shivakumar, Georgiy A. Bondar, Gabriel Khan +1
For a given ground cost, approximating the Monge optimal transport map that pushes forward a given probability measure onto another has become a staple in several modern machine le…
math.OC2024
Stochastic Learning of Computational Resource Usage as Graph Structured Multimarginal Schrödinger Bridge
Georgiy A. Bondar, Robert Gifford, Linh Thi Xuan Phan +1
We propose to learn the time-varying stochastic computational resource usage of software as a graph structured Schrödinger bridge problem. In general, learning the computational re…