arXiv subjects

Paul Freulon

Publications and source records attributed to Paul Freulon.

3 recordsLinked to original sources

arXiv2025

Entropic optimal transport beyond product reference couplings: the Gaussian case on Euclidean space

The Optimal Transport (OT) problem with squared Euclidean cost consists in finding a coupling between two input measures that maximizes correlation. Consequently, the optimal coupling is often singular with respect to the Lebesgue measure. Regularizing the OT problem with an entropy term yields an approximation called entropic optimal transport. Entropic penalties steer the induced coupling toward a reference measure with desired properties. For instance, when seeking a diffuse coupling, the most popular reference measures are the Lebesgue measure and the product of the two input measures. In this work, we study the case where the reference coupling is not a product, focussing on the Gaussian case as a core paradigm. We establish a reduction of such a regularised OT problem to a matrix optimization problem, enabling us to provide a complete description of the solution, both in terms of the primal variable and the dual variables. Beyond its intrinsic interest, allowing non-product references is essential in dynamic statistical settings. As a key motivation, we address the reconstruction of trajectory dynamics from finitely many time marginals where, unlike product references, Gaussian process references produce transitions that assemble into a coherent continuous-time process.

math.ST↗

arXiv2022

On the potential benefits of entropic regularization for smoothing Wasserstein estimators

This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff between approximation and estimation errors in statistics. Wasserstein estimators are defined as solutions of variational problems whose objective function involves the use of an optimal transport cost between probability measures. Such estimators can be regularized by replacing the optimal transport cost by its regularized version using an entropy penalty on the transport plan. The use of such a regularization has a potentially significant smoothing effect on the resulting estimators. In this work, we investigate its potential benefits on the approximation and estimation properties of regularized Wasserstein estimators. Our main contribution is to discuss how entropic regularization may reach, at a lower computational cost, statistical performances that are comparable to those of un-regularized Wasserstein estimators in statistical learning problems involving distributional data analysis. To this end, we present new theoretical results on the convergence of regularized Wasserstein estimators. We also study their numerical performances using simulated and real data in the supervised learning problem of proportions estimation in mixture models using optimal transport.

stat.ML↗

arXiv2022

CytOpT: Optimal Transport with Domain Adaptation for Interpreting Flow Cytometry data

The automated analysis of flow cytometry measurements is an active research field. We introduce a new algorithm, referred to as CytOpT, using regularized optimal transport to directly estimate the different cell population proportions from a biological sample characterized with flow cytometry measurements. We rely on the regularized Wasserstein metric to compare cytometry measurements from different samples, thus accounting for possible mis-alignment of a given cell population across sample (due to technical variability from the technology of measurements). In this work, we rely on a supervised learning technique based on the Wasserstein metric that is used to estimate an optimal re-weighting of class proportions in a mixture model from a source distribution (with known segmentation into cell sub-populations) to fit a target distribution with unknown segmentation. Due to the high-dimensionality of flow cytometry data, we use stochastic algorithms to approximate the regularized Wasserstein metric to solve the optimization problem involved in the estimation of optimal weights representing the cell population proportions in the target distribution. Several flow cytometry data sets are used to illustrate the performances of CytOpT that are also compared to those of existing algorithms for automatic gating based on supervised learning.

stat.AP↗