1,881 research outputs found
Scaling Algorithms for Unbalanced Transport Problems
This article introduces a new class of fast algorithms to approximate
variational problems involving unbalanced optimal transport. While classical
optimal transport considers only normalized probability distributions, it is
important for many applications to be able to compute some sort of relaxed
transportation between arbitrary positive measures. A generic class of such
"unbalanced" optimal transport problems has been recently proposed by several
authors. In this paper, we show how to extend the, now classical, entropic
regularization scheme to these unbalanced problems. This gives rise to fast,
highly parallelizable algorithms that operate by performing only diagonal
scaling (i.e. pointwise multiplications) of the transportation couplings. They
are generalizations of the celebrated Sinkhorn algorithm. We show how these
methods can be used to solve unbalanced transport, unbalanced gradient flows,
and to compute unbalanced barycenters. We showcase applications to 2-D shape
modification, color transfer, and growth models
Diffeomorphic density registration
In this book chapter we study the Riemannian Geometry of the density
registration problem: Given two densities (not necessarily probability
densities) defined on a smooth finite dimensional manifold find a
diffeomorphism which transforms one to the other. This problem is motivated by
the medical imaging application of tracking organ motion due to respiration in
Thoracic CT imaging where the fundamental physical property of conservation of
mass naturally leads to modeling CT attenuation as a density. We will study the
intimate link between the Riemannian metrics on the space of diffeomorphisms
and those on the space of densities. We finally develop novel computationally
efficient algorithms and demonstrate there applicability for registering RCCT
thoracic imaging.Comment: 23 pages, 6 Figures, Chapter for a Book on Medical Image Analysi
A Smoothed Dual Approach for Variational Wasserstein Problems
Variational problems that involve Wasserstein distances have been recently
proposed to summarize and learn from probability measures. Despite being
conceptually simple, such problems are computationally challenging because they
involve minimizing over quantities (Wasserstein distances) that are themselves
hard to compute. We show that the dual formulation of Wasserstein variational
problems introduced recently by Carlier et al. (2014) can be regularized using
an entropic smoothing, which leads to smooth, differentiable, convex
optimization problems that are simpler to implement and numerically more
stable. We illustrate the versatility of this approach by applying it to the
computation of Wasserstein barycenters and gradient flows of spacial
regularization functionals
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