3 papers
math.OC2025
Knothe-Rosenblatt maps via soft-constrained optimal transport
Ricardo Baptista, Franca Hoffmann, Minh Van Hoang Nguyen +1
In the theory of optimal transport, the Knothe-Rosenblatt (KR) rearrangement provides an explicit construction to map between two probability measures by building one-dimensional t…
math.OC2025
Computing Optimal Transport Plans via Min-Max Gradient Flows
Lauren Conger, Franca Hoffmann, Ricardo Baptista +1
We pose the Kantorovich optimal transport problem as a min-max problem with a Nash equilibrium that can be obtained dynamically via a two-player game, providing a framework for app…
stat.ML2025
Coupled Input-Output Dimension Reduction: Application to Goal-oriented Bayesian Experimental Design and Global Sensitivity Analysis
Qiao Chen, Elise Arnaud, Ricardo Baptista +1
We introduce a new method to jointly reduce the dimension of the input and output space of a function between high-dimensional spaces. Choosing a reduced input subspace influences…