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math.ST2025
Algorithms for mean-field variational inference via polyhedral optimization in the Wasserstein space
Yiheng Jiang, Sinho Chewi, Aram-Alexandre Pooladian
We develop a theory of finite-dimensional polyhedral subsets over the Wasserstein space and optimization of functionals over them via first-order methods. Our main application is t…
math.ST2024
Entropic estimation of optimal transport maps
Aram-Alexandre Pooladian, Jonathan Niles-Weed
We develop a computationally tractable method for estimating the optimal map between two distributions over with rigorous finite-sample guarantees. Leveraging an ent…