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Wednesday, April 10, 2024

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3pm
Covariance Alignment with Optimal Transport [3]
04/10/2024 - 3:00pm

Dataset or feature alignment is a longstanding problem appearing in many areas including computer vision, natural language translation, and biostatistics. Here we show how a novel type of alignment problem arises in the matching of “untargeted” biological data where the concentrations of unlabeled biological molecules (features) are recorded over a collection of samples or patients. Partnering with biologists at the International Agency for Research on Cancer (IARC), we develop a practical and efficient tool for untargeted dataset alignment to be used in laboratory settings. Our approach aligns feature covariance matrices between datasets using the celebrated Gromov-Wasserstein (GW) algorithm from optimal transport. Motivated by the success of our approach, we investigate the statistical complexity of Gromov-Wasserstein for aligning empirical covariance matrices. Remarkably, we find that the GW algorithm achieves the same minimax optimal rates for this problem as a (quasi) maximum likelihood estimator, proving that it is statistically competitive. These results offer a new challenging setting for graph matching of Wishart (covariance) matrices and the first statistical rates of estimation for the Gromov-Wasserstein algorithm.

Location:
LOM 214
 
4pm
Canceled [4]
04/10/2024 - 4:00pm
Location:
 
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[1] https://calendar.math.yale.edu/calendar/grid/day/2024-04-09 [2] https://calendar.math.yale.edu/calendar/grid/day/2024-04-11 [3] https://calendar.math.yale.edu/event/covariance-alignment-optimal-transport [4] https://calendar.math.yale.edu/event/canceled-0 [5] https://calendar.math.yale.edu/print/list/calendar/grid/day/2024-04-10 [6] webcal://calendar.math.yale.edu/calendar/export.ics