4 papers · 1 filter
Symmetrizing Bregman Divergence on the Cone of Positive Definite Matrices: Which Mean to Use and Why
Tushar Sial, Abhishek Halder
This work uncovers variational principles behind symmetrizing the Bregman divergences induced by generic mirror maps over the cone of positive definite matrices. We show that compu…
Fixed Horizon Linear Quadratic Covariance Steering in Continuous Time with Hilbert-Schmidt Terminal Cost
Tushar Sial, Abhishek Halder
We formulate and solve the fixed horizon linear quadratic covariance steering problem in continuous time with a terminal cost measured in Hilbert-Schmidt (i.e., Frobenius) norm err…
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 r…
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…