scholarly journals 1-Wasserstein distance on the standard simplex

2021 ◽  
Vol 12 (1) ◽  
pp. 43-56
Author(s):  
Andrew Frohmader ◽  
Hans Volkmer
Keyword(s):  
Wasserstein Distance ◽  
Standard Simplex

scholarly journals On monotonicity and search strategies in face-based copositivity detection algorithms

2021 ◽  
Author(s):  
B. G.-Tóth ◽  
E. M. T. Hendrix ◽  
L. G. Casado
Keyword(s):  
Research Question ◽  
Quadratic Function ◽  
Mixed Integer ◽  
Quadratic Program ◽  
Matrix Methods ◽  
Detection Algorithms ◽  
Standard Simplex ◽  
Mathematical Properties ◽  
The Face ◽  
Spatial Branch And Bound

AbstractOver the last decades, algorithms have been developed for checking copositivity of a matrix. Methods are based on several principles, such as spatial branch and bound, transformation to Mixed Integer Programming, implicit enumeration of KKT points or face-based search. Our research question focuses on exploiting the mathematical properties of the relative interior minima of the standard quadratic program (StQP) and monotonicity. We derive several theoretical properties related to convexity and monotonicity of the standard quadratic function over faces of the standard simplex. We illustrate with numerical instances up to 28 dimensions the use of monotonicity in face-based algorithms. The question is what traversal through the face graph of the standard simplex is more appropriate for which matrix instance; top down or bottom up approaches. This depends on the level of the face graph where the minimum of StQP can be found, which is related to the density of the so-called convexity graph.

279 WACSAW: A Statistical and Individually Adaptive Method to Determine Sleep and Wakefulness from Activity

SLEEP ◽  
2021 ◽  
Vol 44 (Supplement_2) ◽  
pp. A111-A112
Author(s):  
Austin Vandegriffe ◽  
V A Samaranayake ◽  
Matthew Thimgan
Keyword(s):  
Time Series ◽  
Optimal Transport ◽  
Activity Patterns ◽  
Adaptive Method ◽  
Wasserstein Distance ◽  
Activity Data ◽  
Commercial Grade ◽  
Movement Data ◽  
The Difference ◽  
Levene Test

Abstract Introduction Technological innovations have broadened the type and amount of activity data that can be captured in the home and under normal living conditions. Yet, converting naturalistic activity patterns into sleep and wakefulness states has remained a challenge. Despite the successes of current algorithms, they do not fill all actigraphy needs. We have developed a novel statistical approach to determine sleep and wakefulness times, called the Wasserstein Algorithm for Classifying Sleep and Wakefulness (WACSAW), and validated the algorithm in a small cohort of healthy participants. Methods WACSAW functional routines: 1) Conversion of the triaxial movement data into a univariate time series; 2) Construction of a Wasserstein weighted sum (WSS) time series by measuring the Wasserstein distance between equidistant distributions of movement data before and after the time-point of interest; 3) Segmenting the time series by identifying changepoints based on the behavior of the WSS series; 4) Merging segments deemed similar by the Levene test; 5) Comparing segments by optimal transport methodology to determine the difference from a flat, invariant distribution at zero. The resulting histogram can be used to determine sleep and wakefulness parameters around a threshold determined for each individual based on histogram properties. To validate the algorithm, participants wore the GENEActiv and a commercial grade actigraphy watch for 48 hours. The accuracy of WACSAW was compared to a detailed activity log and benchmarked against the results of the output from commercial wrist actigraph. Results WACSAW performed with an average accuracy, sensitivity, and specificity of >95% compared to detailed activity logs in 10 healthy-sleeping individuals of mixed sexes and ages. We then compared WACSAW’s performance against a common wrist-worn, commercial sleep monitor. WACSAW outperformed the commercial grade system in each participant compared to activity logs and the variability between subjects was cut substantially. Conclusion The performance of WACSAW demonstrates good results in a small test cohort. In addition, WACSAW is 1) open-source, 2) individually adaptive, 3) indicates individual reliability, 4) based on the activity data stream, and 5) requires little human intervention. WACSAW is worthy of validating against polysomnography and in patients with sleep disorders to determine its overall effectiveness. Support (if any):

Wasserstein Distance-Based Auto-Encoder Tracking

2021 ◽  
Author(s):  
Long Xu ◽  
Ying Wei ◽  
Chenhe Dong ◽  
Chuaqiao Xu ◽  
Zhaofu Diao
Keyword(s):  
Wasserstein Distance

On the rate of Poisson process approximation to a Bernoulli process

1997 ◽  
Vol 34 (4) ◽  
pp. 898-907 ◽  
Author(s):  
Aihua Xia
Keyword(s):  
Poisson Process ◽  
Point Process ◽  
Discrete Time ◽  
Wasserstein Distance ◽  
Stein’S Method ◽  
Upper Bounds ◽  
Stein's Method ◽  
Bernoulli Process ◽  
Logarithmic Factor ◽  
Process Approximation

This note gives the rate for a Wasserstein distance between the distribution of a Bernoulli process on discrete time and that of a Poisson process, using Stein's method and Palm theory. The result here highlights the possibility that the logarithmic factor involved in the upper bounds established by Barbour and Brown (1992) and Barbour et al. (1995) may be superfluous in the true Wasserstein distance between the distributions of a point process and a Poisson process.

scholarly journals All adapted topologies are equal

2020 ◽  
Vol 178 (3-4) ◽  
pp. 1125-1172
Author(s):  
Julio Backhoff-Veraguas ◽  
Daniel Bartl ◽  
Mathias Beiglböck ◽  
Manu Eder
Keyword(s):  
Stochastic Processes ◽  
Weak Topology ◽  
Equilibrium Problems ◽  
Diffusion Processes ◽  
Temporal Structure ◽  
Wasserstein Distance ◽  
Optimal Stopping Problems ◽  
Reward Functions ◽  
Nested Distance ◽  
The Stability

Abstract A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology in order to adequately capture the temporal structure of stochastic processes. Aldous defines an extended weak topology based on the weak convergence of prediction processes. In the economic literature, Hellwig introduced the information topology to study the stability of equilibrium problems. Bion–Nadal and Talay introduce a version of the Wasserstein distance between the laws of diffusion processes. Pflug and Pichler consider the nested distance (and the weak nested topology) to obtain continuity of stochastic multistage programming problems. These distances can be seen as a symmetrization of Lassalle’s causal transport problem, but there are also further natural ways to derive a topology from causal transport. Our main result is that all of these seemingly independent approaches define the same topology in finite discrete time. Moreover we show that this ‘weak adapted topology’ is characterized as the coarsest topology that guarantees continuity of optimal stopping problems for continuous bounded reward functions.

scholarly journals Ranking IPCC Models Using the Wasserstein Distance

2020 ◽  
Author(s):  
Gabriele Vissio ◽  
Valerio Lembo ◽  
Valerio Lucarini ◽  
Michael Ghil
Keyword(s):  
Wasserstein Distance

scholarly journals On the minimum of a positive polynomial over the standard simplex

2010 ◽  
Vol 45 (4) ◽  
pp. 434-442 ◽  
Author(s):  
Gabriela Jeronimo ◽  
Daniel Perrucci
Keyword(s):  
Standard Simplex ◽  
Positive Polynomial
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