arXiv subjects

Isabel Haasler

Publications and source records attributed to Isabel Haasler.

17 recordsLinked to original sources

arXiv2025

Joint Spectrogram Separation and TDOA Estimation using Optimal Transport

Separating sources is a common challenge in applications such as speech enhancement and telecommunications, where distinguishing between overlapping sounds helps reduce interference and improve signal quality. Additionally, in multichannel systems, correct calibration and synchronization are essential to separate and locate source signals accurately. This work introduces a method for blind source separation and estimation of the Time Difference of Arrival (TDOA) of signals in the time-frequency domain. Our proposed method effectively separates signal mixtures into their original source spectrograms while simultaneously estimating the relative delays between receivers, using Optimal Transport (OT) theory. By exploiting the structure of the OT problem, we combine the separation and delay estimation processes into a unified framework, optimizing the system through a block coordinate descent algorithm. We analyze the performance of the OT-based estimator under various noise conditions and compare it with conventional TDOA and source separation methods. Numerical simulation results demonstrate that our proposed approach can achieve a significant level of accuracy across diverse noise scenarios for physical speech signals in both TDOA and source separation tasks.

eess.AS↗

arXiv2025

Mixtures of ensembles: System separation and identification via optimal transport

Crowd dynamics and many large biological systems can be described as populations of agents or particles, which can only be observed on aggregate population level. Identifying the dynamics of agents is crucial for understanding these large systems. However, the population of agents is typically not homogeneous, and thus the aggregate observations consist of the superposition of multiple ensembles each governed by individual dynamics. In this work, we propose an optimal transport framework to jointly separate the population into several ensembles and identify each ensemble's dynamical system, based on aggregate observations of the population. We propose a bi-convex optimization problem, which we solve using a block coordinate descent with convergence guarantees. In numerical experiments, we demonstrate that the proposed approach exhibits close-to-oracle performance also in noisy settings, yielding accurate estimates of both the ensembles and the parameters governing their dynamics.

math.OC↗

arXiv2024

Subgraph Matching via Partial Optimal Transport

In this work, we propose a novel approach for subgraph matching, the problem of finding a given query graph in a large source graph, based on the fused Gromov-Wasserstein distance. We formulate the subgraph matching problem as a partial fused Gromov-Wasserstein problem, which allows us to build on existing theory and computational methods in order to solve this challenging problem. We extend our method by employing a subgraph sliding approach, which makes it efficient even for large graphs. In numerical experiments, we showcase that our new algorithms have the ability to outperform state-of-the-art methods for subgraph matching on synthetic as well as realworld datasets. In particular, our methods exhibit robustness with respect to noise in the datasets and achieve very fast query times.

cs.IT↗

arXiv2024

A parallel framework for graphical optimal transport

We study multi-marginal optimal transport (MOT) problems where the underlying cost has a graphical structure. These graphical multi-marginal optimal transport problems have found applications in several domains including traffic flow control, barycenter and regression problems in the Wasserstein space, and Hidden Markov model inference problems. The MOT problem can be approached through two formulations: a single big MOT problem, or coupled minor OT problems. In this paper, we focus on the latter approach and demonstrate its efficiency gain from parallelization. For tree-structured MOT problems, we introduce a novel parallelizable algorithm that significantly reduces computational complexity. Additionally, we adapt this algorithm for general graphs, employing the modified junction trees to enable parallel updates. Our contributions, validated through numerical experiments, offer new avenues for MOT applications and establish benchmarks in computational efficiency.

math.OC↗

arXiv2024

Multi-frequency tracking via group-sparse optimal transport

In this work, we introduce an optimal transport framework for inferring power distributions over both spatial location and temporal frequency. Recently, it has been shown that optimal transport is a powerful tool for estimating spatial spectra that change smoothly over time. In this work, we consider the tracking of the spatio-temporal spectrum corresponding to a small number of moving broad-band signal sources. Typically, such tracking problems are addressed by treating the spatio-temporal power distribution in a frequency-by-frequency manner, allowing to use well-understood models for narrow-band signals. This however leads to decreased target resolution due to inefficient use of the available information. We propose an extension of the optimal transport framework that exploits information from several frequencies simultaneously by estimating a spatio-temporal distribution penalized by a group-sparsity regularizer. This approach finds a spatial spectrum that changes smoothly over time, and at each time instance has a small support that is similar across frequencies. To the best of the authors knowledge, this is the first formulation combining optimal transport and sparsity for solving inverse problems. As is shown on simulated and real data, our method can successfully track targets in scenarios where information from separate frequency bands alone is insufficient.

math.OC↗

arXiv2023

Bures-Wasserstein Means of Graphs

Finding the mean of sampled data is a fundamental task in machine learning and statistics. However, in cases where the data samples are graph objects, defining a mean is an inherently difficult task. We propose a novel framework for defining a graph mean via embeddings in the space of smooth graph signal distributions, where graph similarity can be measured using the Wasserstein metric. By finding a mean in this embedding space, we can recover a mean graph that preserves structural information. We establish the existence and uniqueness of the novel graph mean, and provide an iterative algorithm for computing it. To highlight the potential of our framework as a valuable tool for practical applications in machine learning, it is evaluated on various tasks, including k-means clustering of structured aligned graphs, classification of functional brain networks, and semi-supervised node classification in multi-layer graphs. Our experimental results demonstrate that our approach achieves consistent performance, outperforms existing baseline approaches, and improves the performance of state-of-the-art methods.

stat.ML↗

arXiv2023

Mean field type control with species dependent dynamics via structured tensor optimization

In this work we consider mean field type control problems with multiple species that have different dynamics. We formulate the discretized problem using a new type of entropy-regularized multimarginal optimal transport problems where the cost is a decomposable structured tensor. A novel algorithm for solving such problems is derived, using this structure and leveraging recent results in entropy-regularized optimal transport. The algorithm is then demonstrated on a numerical example in robot coordination problem for search and rescue, where three different types of robots are used to cover a given area at minimal cost.

math.OC↗

arXiv2021

Graph-structured tensor optimization for nonlinear density control and mean field games

In this work we develop a numerical method for solving a type of convex graph-structured tensor optimization problems. This type of problems, which can be seen as a generalization of multi-marginal optimal transport problems with graph-structured costs, appear in many applications. Examples are unbalanced optimal transport and multi-species potential mean field games, where the latter is a class of nonlinear density control problems. The method we develop is based on coordinate ascent in a Lagrangian dual, and under mild assumptions we prove that the algorithm converges globally. Moreover, under a set of stricter assumptions, the algorithm converges R-linearly. To perform the coordinate ascent steps one has to compute projections of the tensor, and doing so by brute force is in general not computationally feasible. Nevertheless, for certain graph structures it is possible to derive efficient methods for computing these projections, and here we specifically consider the graph structure that occurs in multi-species potential mean field games. We also illustrate the methodology on a numerical example from this problem class.

math.OC↗

arXiv2021

On the complexity of the optimal transport problem with graph-structured cost

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for addressing new challenges in the field of machine learning. However, the usage of MOT has been largely impeded by its computational complexity which scales exponentially in the number of marginals. Fortunately, in many applications, such as barycenter or interpolation problems, the cost function adheres to structures, which has recently been exploited for developing efficient computational methods. In this work we derive computational bounds for these methods. With $m$ marginal distributions supported on $n$ points, we provide a $ \mathcal{\tilde O}(d(G)m n^2\epsilon^{-2})$ bound for a $\epsilon$-accuracy when the problem is associated with a tree with diameter $d(G)$. For the special case of the Wasserstein barycenter problem, which corresponds to a star-shaped tree, our bound is in alignment with the existing complexity bound for it.

cs.LG↗

arXiv2021

Scalable computation of dynamic flow problems via multi-marginal graph-structured optimal transport

In this work, we develop a new framework for dynamic network flow problems based on optimal transport theory. We show that the dynamic multi-commodity minimum-cost network flow problem can be formulated as a multi-marginal optimal transport problem, where the cost function and the constraints on the marginals are associated with a graph structure. By exploiting these structures and building on recent advances in optimal transport theory, we develop an efficient method for such entropy-regularized optimal transport problems. In particular, the graph structure is utilized to efficiently compute the projections needed in the corresponding Sinkhorn iterations, and we arrive at a scheme that is both highly computationally efficient and easy to implement. To illustrate the performance of our algorithm, we compare it with a state-of-the-art Linear programming (LP) solver. We achieve good approximations to the solution at least one order of magnitude faster than the LP solver. Finally, we showcase the methodology on a traffic routing problem with a large number of commodities.

math.OC↗

arXiv2020

Incremental inference of collective graphical models

We consider incremental inference problems from aggregate data for collective dynamics. In particular, we address the problem of estimating the aggregate marginals of a Markov chain from noisy aggregate observations in an incremental (online) fashion. We propose a sliding window Sinkhorn belief propagation (SW-SBP) algorithm that utilizes a sliding window filter of the most recent noisy aggregate observations along with encoded information from discarded observations. Our algorithm is built upon the recently proposed multi-marginal optimal transport based SBP algorithm that leverages standard belief propagation and Sinkhorn algorithm to solve inference problems from aggregate data. We demonstrate the performance of our algorithm on applications such as inferring population flow from aggregate observations.

stat.ML↗

arXiv2020

Multi-marginal optimal transport and probabilistic graphical models

We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular, an entropy regularized multi-marginal optimal transport is equivalent to a Bayesian marginal inference problem for probabilistic graphical models with the additional requirement that some of the marginal distributions are specified. This relation on the one hand extends the optimal transport as well as the probabilistic graphical model theories, and on the other hand leads to fast algorithms for multi-marginal optimal transport by leveraging the well-developed algorithms in Bayesian inference. Several numerical examples are provided to highlight the results.

math.OC↗

arXiv2020

Multi-marginal Optimal Transport with a Tree-structured cost and the Schr\"odinger Bridge Problem

The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the problem with an entropy term, which connects it to the Schr\"odinger bridge problem and thus to stochastic optimal control. Moreover, the entropy regularization makes the otherwise computationally demanding optimal transport problem feasible even for large scale settings. This has lead to an accelerated development of optimal transport based methods in a broad range of fields. Many of these applications have a underlying graph structure, for instance information fusion and tracking problems can be described by trees. In this work we consider multi-marginal optimal transport problems with a cost function that decouples according to a tree structure. The entropy regularized multi-marginal optimal transport problem can be viewed as a generalization of the Schr\"odinger bridge problem with the same tree-structure, and by utilizing these connections we extend the computational methods for the classical optimal transport problem in order to solve structured multi-marginal optimal transport problems in an efficient manner. In particular, the algorithm requires only matrix-vector multiplications of relatively small dimensions. We show that the multi-marginal regularization introduces less diffusion, compared to the commonly used pairwise regularization, and is therefore more suitable for many applications. Numerical examples illustrate this, and we finally apply the proposed framework for tracking of an ensemble of indistinguishable agents.

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arXiv2020

Inference with Aggregate Data: An Optimal Transport Approach

We consider inference (filtering) problems over probabilistic graphical models with aggregate data generated by a large population of individuals. We propose a new efficient belief propagation type algorithm over tree-structured graphs with polynomial computational complexity as well as a global convergence guarantee. This is in contrast to previous methods that either exhibit prohibitive complexity as the population grows or do not guarantee convergence. Our method is based on optimal transport, or more specifically, multi-marginal optimal transport theory. In particular, we consider an inference problem with aggregate observations, that can be seen as a structured multi-marginal optimal transport problem where the cost function decomposes according to the underlying graph. Consequently, the celebrated Sinkhorn/iterative scaling algorithm for multi-marginal optimal transport can be leveraged together with the standard belief propagation algorithm to establish an efficient inference scheme which we call Sinkhorn belief propagation (SBP). We further specialize the SBP algorithm to cases associated with hidden Markov models due to their significance in control and estimation. We demonstrate the performance of our algorithm on applications such as inferring population flow from aggregate observations. We also show that in the special case where the observations are generated by a single individual, our algorithm naturally reduces to the standard belief propagation algorithm.

cs.LG↗

arXiv2019

Estimating ensemble flows on a hidden Markov chain

We propose a new framework to estimate the evolution of an ensemble of indistinguishable agents on a hidden Markov chain using only aggregate output data. This work can be viewed as an extension of the recent developments in optimal mass transport and Schr\"odinger bridges to the finite state space hidden Markov chain setting. The flow of the ensemble is estimated by solving a maximum likelihood problem, which has a convex formulation at the infinite-particle limit, and we develop a fast numerical algorithm for it. We illustrate in two numerical examples how this framework can be used to track the flow of identical and indistinguishable dynamical systems.

math.OC↗

arXiv2019

Multi-Marginal Optimal Mass Transport with Partial Information

During recent decades, there has been a substantial development in optimal mass transport theory and methods. In this work, we consider multi-marginal problems wherein only partial information of each marginal is available, which is a setup common in many inverse problems in, e.g., imaging and spectral estimation. By considering an entropy regularized approximation of the original transport problem, we propose an algorithm corresponding to a block-coordinate ascent of the dual problem, where Newton's algorithm is used to solve the sub-problems. In order to make this computationally tractable for large-scale settings, we utilize the tensor structure that arises in practical problems, allowing for computing projections of the multi-marginal transport plan using only matrix-vector operations of relatively small matrices. As illustrating examples, we apply the resulting method to tracking and barycenter problems in spatial spectral estimation. In particular, we show that the optimal mass transport framework allows for fusing information from different time steps, as well as from different sensor arrays, also when the sensor arrays are not jointly calibrated. Furthermore, we show that by incorporating knowledge of underlying dynamics in tracking scenarios, one may arrive at accurate spectral estimates, as well as faithful reconstructions of spectra corresponding to unobserved time points.

eess.SP↗

arXiv2018

Non-Coherent Sensor Fusion via Entropy Regularized Optimal Mass Transport

This work presents a method for information fusion in source localization applications. The method utilizes the concept of optimal mass transport in order to construct estimates of the spatial spectrum using a convex barycenter formulation. We introduce an entropy regularization term to the convex objective, which allows for low-complexity iterations of the solution algorithm and thus makes the proposed method applicable also to higher-dimensional problems. We illustrate the proposed method's inherent robustness to misalignment and miscalibration of the sensor arrays using numerical examples of localization in two dimensions.

eess.SP↗