This survey provides a comprehensive review of Optimal Transport (OT) theory, with a focus on its computational methods and applications in data sciences. It highlights how entropic regularization, particularly through the Sinkhorn-Knopp algorithm, has made OT computationally feasible for large-scale problems, detailing various formulations and their use across machine learning, computer vision, and statistics.
View blogThe paper provides a foundational theoretical analysis of Denoising Diffusion Probabilistic Models (DDPMs), proving they achieve an optimal O(sqrt(D)/ε) convergence rate in Wasserstein-2 distance. It also establishes a rigorous explanation for their empirical robustness to noisy score function evaluations, showing that the impact of random perturbations diminishes with more sampling steps.
View blogResearchers from Oxford and CREST developed a gradient-free stochastic optimization algorithm for additive functions, demonstrating it achieves a minimax optimal convergence rate of d T^(-(β-1)/β). Their analysis reveals that the additive structure does not offer substantial accuracy gains in terms of dimension or query dependency compared to general smooth functions, a finding that challenges intuitions from nonparametric estimation.
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