4 papers
Unlocking Geodesic Gromov-Wasserstein Distances for 3D Modeling
Krzysztof Marcin Choromanski, Derek Long, Ananya Parashar +1
\textit{Gromov-Wasserstein Distances} (GWDs) provide quantitative ways of comparing probabilistic distributions defined on different metric spaces by applying techniques from the o…
Near-Linear Time Generalized Sinkhorn Algorithms for Bounded Genus Graphs
Krzysztof Choromanski, Derek Long, Ananya Parashar +1
We present GenusSink, a new class of approximate generalized Sinkhorn algorithms with shortest-path-distance costs for bounded genus (e.g. planar) graphs, providing near-linear tim…
Manifold Random Features
Ananya Parashar, Derek Long, Dwaipayan Saha +1
We present a new paradigm for creating random features to approximate bi-variate functions (in particular, kernels) defined on general manifolds. This new mechanism of Manifold Ran…
Shift-Aware Gaussian-Supremum Validation for Wasserstein-DRO CVaR Portfolios
Derek Long
We study portfolio selection with a Conditional Value-at-Risk (CVaR) constraint under distribution shift and serial dependence. While Wasserstein distributionally robust optimizati…