Sur une droite, le transport optimal ne pose pas de difficultés. Récemment, ce constat a été utilisé pour traiter des problèmes plus généraux. En effet, on a remarqué qu'une habile désintégration permet souvent de se ramener à la dimension un, ce qui permet d'utiliser les méthodes afférentes pour obtenir un premier résultat, que l'on fait ensuite évoluer pour gagner en précision.Je montre ici l'efficacité de cette approche, en revenant sur deux problèmes déjà résolus partiellement de cette manière, et en complétant la réponse qui en avait été donnée.Le premier problème concerne le calcul de l'application de Yann Brenier. En effet, Guillaume Carlier, Alfred Galichon et Filippo Santambrogio ont prouvé que celle-ci peut être obtenue grâce à une équation différentielle, pour laquelle une condition initiale est donnée par le réarrangement de Knothe--Rosenblatt (lui-même défini via une succession de transformations unidimensionnelles). Ils n'ont cependant traité que des mesures finales discrètes ; j'étends leur résultat aux cas continus. L'équation de Monge--Ampère, une fois dérivée, donne une EDP pour le potentiel de Kantorovitch; mais pour obtenir une condition initiale, il faut utiliser le théorème des fonctions implicites de Nash--Moser.Le chapitre 1 rappelle quelques résultats essentiels de la théorie du transport optimal, et le chapitre 2 est consacré au théorème de Nash--Moser. J'expose ensuite mes propres résultats dans le chapitre 3, et leur implémentation numérique dans le chapitre 4.Enfin, le dernier chapitre est consacré à l'algorithme IDT, développé par François Pitié, Anil C. Kokaram et Rozenn Dahyot. Celui-ci construit une application de transport suffisamment proche de celle de M. Brenier pour convenir à la plupart des applications. Une interprétation en est proposée en termes de flot de gradients dans l'espace des probabilités, avec pour fonctionnelle la distance de Wasserstein projetée. Je démontre aussi l'équivalence de celle-ci avec la distance usuelle de Wasserstein. / In dimension one, optimal transportation is rather straightforward. The easiness with which a solution can be obtained in that setting has recently been used to tackle more general situations, each time thanks to the same method. First, disintegrate your problem to go back to the unidimensional case, and apply the available 1D methods to get a first result; then, improve it gradually using some evolution process.This dissertation explores that direction more thoroughly. Looking back at two problems only partially solved this way, I show how this viewpoint in fact allows to go even further.The first of these two problems concerns the computation of Yann Brenier's optimal map. Guillaume Carlier, Alfred Galichon, and Filippo Santambrogio found a new way to obtain it, thanks to an differential equation for which an initial condition is given by the Knothe--Rosenblatt rearrangement. (The latter is precisely defined by a series of unidimensional transformations.) However, they only dealt with discrete target measures; I~generalize their approach to a continuous setting. By differentiation, the Monge--Ampère equation readily gives a PDE satisfied by the Kantorovich potential; but to get a proper initial condition, it is necessary to use the Nash--Moser version of the implicit function theorem.The basics of optimal transport are recalled in the first chapter, and the Nash--Moser theory is exposed in chapter 2. My results are presented in chapter 3, and numerical experiments in chapter 4.The last chapter deals with the IDT algorithm, devised by François Pitié, Anil C. Kokaram, and Rozenn Dahyot. It builds a transport map that seems close enough to the optimal map for most applications. A complete mathematical understanding of the procedure is, however, still lacking. An interpretation as a gradient flow in the space of probability measures is proposed, with the sliced Wasserstein distance as the functional. I also prove the equivalence between the sliced and usual Wasserstein distances.

Das Thema dieser Dissertation ist die Anwendung von Variationsmethoden auf Evolutionsgleichungen parabolischen und hyperbolischen Typs. Im ersten Teil der Arbeit beschäftigen wir uns mit Reaktions-Diffusions-Systemen, die sich als Gradientensysteme schreiben lassen. Hierbei verstehen wir unter einem Gradientensystem ein Tripel bestehend aus einem Zustandsraum, einem Entropiefunktional und einer Dissipationsmetrik. Wir geben Bedingungen an, die die geodätische Konvexität des Entropiefunktionals sichern. Geodätische Konvexität ist eine wertvolle aber auch starke strukturelle Eigenschaft und schwer zu zeigen. Wir zeigen anhand zahlreicher Beispiele, darunter ein Drift-Diffusions-System, dass dennoch interessante Systeme existieren, die diese Eigenschaft besitzen. Einen weiteren Punkt dieser Arbeit stellt die Anwendung von Gamma-Konvergenz auf Gradientensysteme dar. Wir betrachten hierbei zwei Modellsysteme aus dem Bereich der Mehrskalenprobleme: Erstens, die rigorose Herleitung einer Allen-Cahn-Gleichung mit dynamischen Randbedingungen und zweitens, einer Interface-Bedingung für eine eindimensionale Diffusionsgleichung jeweils aus einem reinen Bulk-System. Im zweiten Teil der Arbeit beschäftigen wir uns mit dem sog. Weighted-Inertia-Dissipation-Energy-Prinzip für Evolutionsgleichungen. Hierbei werden Trajektorien eines Systems als (Grenzwerte von) Minimierer(n) einer parametrisierten Familie von Funktionalen charakterisiert. Dies erlaubt es, Werkzeuge aus der Theorie der Variationsrechung auf Evolutionsprobleme anzuwenden. Wir zeigen, dass Minimierer der WIDE-Funktionale gegen Lösungen des Ausgangsproblems konvergieren. Hierbei betrachten wir getrennt voneinander den Fall des beschränkten und des unbeschränkten Zeitintervalls, die jeweils mit verschiedenen Methoden behandelt werden. / This thesis deals with the application of variational methods to evolution problems governed by partial differential equations. The first part of this work is devoted to systems of reaction-diffusion equations that can be formulated as gradient systems with respect to an entropy functional and a dissipation metric. We provide methods for establishing geodesic convexity of the entropy functional by purely differential methods. Geodesic convexity is beneficial, however, it is a strong structural property of a gradient system that is rather difficult to achieve. Several examples, including a drift-diffusion system, provide a survey on the applicability of the theory. Next, we demonstrate the application of Gamma-convergence, to derive effective limit models for multiscale problems. The crucial point in this investigation is that we rely only on the gradient structure of the systems. We consider two model problems: The rigorous derivation of an Allen-Cahn system with bulk/surface coupling and of an interface condition for a one-dimensional diffusion equation. The second part of this thesis is devoted to the so-called Weighted-Inertia-Dissipation-Energy principle. The WIDE principle is a global-in-time variational principle for evolution equations either of conservative or dissipative type. It relies on the minimization of a specific parameter-dependent family of functionals (WIDE functionals) with minimizers characterizing entire trajectories of the system. We prove that minimizers of the WIDE functional converge, up to subsequences, to weak solutions of the limiting PDE when the parameter tends to zero. The interest for this perspective is that of moving the successful machinery of the Calculus of Variations.

[pt] A programação estocástica dois estágios é uma abordagem matemática amplamente usada em aplicações da vida real, como planejamento da operação de sistemas de energia, cadeias de suprimentos, logística, gerenciamento de inventário e planejamento financeiro. Como a maior parte desses problemas não pode ser resolvida analiticamente, os tomadores de decisão utilizam métodos numéricos para obter uma solução quase ótima. Em algumas aplicações, soluções não convergidas e, portanto, sub-ótimas terminam sendo implementadas devido a limitações de tempo ou esforço computacional. Nesse contexto, os métodos existentes fornecem uma solução otimista sempre que a convergência não é atingida. As soluções otimistas geralmente geram altos níveis de arrependimento porque subestimam os custos reais na função objetivo aproximada. Para resolver esse problema, temos desenvolvido duas metodologias de solução conservadora para problemas de programação linear estocástica dois estágios com incerteza do lado direito e suporte retangular: Quando a verdadeira distribuição de probabilidade da incerteza é conhecida, propomos um problema DRO (Distributionally Robust Optimization) baseado em esperanças condicionais adaptadas à uma partição do suporte cuja complexidade cresce exponencialmente com a dimensionalidade da incerteza; Quando apenas observações históricas da incerteza estão disponíveis, propomos um problema de DRO baseado na métrica de Wasserstein a fim de incorporar ambiguidade sobre a real distribuição de probabilidade da incerteza. Para esta última abordagem, os métodos existentes dependem da enumeração dos vértices duais do problema de segundo estágio, tornando o problema DRO intratável em aplicações práticas. Nesse contexto, propomos esquemas algorítmicos para lidar com a complexidade computacional de ambas abordagens. Experimentos computacionais são apresentados para o problema do fazendeiro, o problema de alocação de aviões, e o problema do planejamento da operação do sistema elétrico (unit ommitmnet problem). / [en] Two-stage stochastic programming is a mathematical framework widely used in real-life applications such as power system operation planning, supply chains, logistics, inventory management, and financial planning. Since most of these problems cannot be solved analytically, decision-makers make use of numerical methods to obtain a near-optimal solution. Some applications rely on the implementation of non-converged and therefore sub-optimal solutions because of computational time or power limitations. In this context, the existing methods provide an optimistic solution whenever convergence is not attained. Optimistic solutions often generate high disappointment levels because they consistently underestimate the actual costs in the approximate objective function. To address this issue, we have developed two conservative-solution methodologies for two-stage stochastic linear programming problems with right-hand-side uncertainty and rectangular support: When the actual data-generating probability distribution is known, we propose a DRO problem based on partition-adapted conditional expectations whose complexity grows exponentially with the uncertainty dimensionality; When only historical observations of the uncertainty are available, we propose a DRO problem based on the Wasserstein metric to incorporate ambiguity over the actual data-generating probability distribution. For this latter approach, existing methods rely on dual vertex enumeration of the second-stage problem rendering the DRO problem intractable in practical applications. In this context, we propose algorithmic schemes to address the computational complexity of both approaches. Computational experiments are presented for the farmer problem, aircraft allocation problem, and the stochastic unit commitment problem.

L'objectif de ce travail est d'étudier le comportement en temps long d'un modèle de particules avec une interaction de type branchement. Plus précisément, les particules se déplacent indépendamment suivant une dynamique markovienne jusqu'au temps de branchement, où elles donnent naissance à de nouvelles particules dont la position dépend de celle de leur mère et de son nombre d'enfants. Dans la première partie de ce mémoire nous omettons le branchement et nous étudions le comportement d'une seule lignée. Celle-ci est modélisée via un processus de Markov qui peut admettre des sauts, des parties diffusives ou déterministes par morceaux. Nous quantifions la convergence de ce processus hybride à l'aide de la courbure de Wasserstein, aussi nommée courbure grossière de Ricci. Cette notion de courbure, introduite récemment par Joulin, Ollivier, et Sammer correspond mieux à l'étude des processus avec sauts. Nous établissons une expression du gradient du semigroupe des processus de Markov stochastiquement monotone, qui nous permet d'expliciter facilement leur courbure. D'autres bornes fines de convergence en distance de Wasserstein et en variation totale sont aussi établies. Dans le même contexte, nous démontrons qu'un processus de Markov, qui change de dynamique suivant un processus discret, converge rapidement vers un équilibre, lorsque la moyenne des courbures des dynamiques sous-jacentes est strictement positive. Dans la deuxième partie de ce mémoire, nous étudions le comportement de toute la population de particules. Celui-ci se déduit du comportement d'une seule lignée grâce à une formule many-to-one, c'est-à-dire un changement de mesure de type Girsanov. Via cette transformation, nous démontrons une loi des grands nombres et établissons une limite macroscopique, pour comparer nos résultats aux résultats déjà connus en théorie des équations aux dérivées partielles. Nos résultats sont appliqués sur divers modèles ayant des applications en biologie et en informatique. Parmi ces modèles, nous étudierons le comportement en temps long de la plus grande particule dans un modèle simple de population structurée en taille

Les travaux présentés concernent trois thématiques connexes~: Interprétation et étude probabiliste d'équations de McKean-Vlasov - propagation du chaos, - estimation quantitative de la convergence à l'équilibre, - modèles cinétiques. Inégalités fonctionnelles - inégalités fonctionnelles et concentration de la mesure pour les schémas d'Euler, - comportement en temps long de diffusions inhomogènes, - inégalités fonctionnelles et concentration de la mesure pour un mélange. Processus de Markov déterministes par morceaux - modélisation markovienne (télécomunications, biologie, chimie), - construction de couplage explicites et convergence en temps long, - propriétés de la mesure invariante. Le fil rouge de ce travail est la recherche de bornes quantitatives pour l'étude de processus de Markov issus de la modélisation (physique, biologie, etc). Souvent, ces processus possèdent des propriétés de symétrie, de régularité ou de monotonie qu'il est possible d'exploiter pour étudier finement leurs comportements. L'idée est donc ici non pas de chercher à établir des propriétés génériques et qualitatives valables pour la classe la plus large de processus mais bien d'utiliser la dynamique spécifique des processus étudiés pour décrire leur convergence à l'équilibre.

This thesis is twofold. In the first part, a proof of the interpolation inequality along geodesics in p-Wasserstein spaces is given and a new curvature condition on abstract metric measure spaces is defined. In the second part of the thesis a proof of the identification of the q-heat equation with the gradient flow of the Renyi (3-p)-Renyi entropy functional in the p-Wasserstein space is given. For that, a further study of the q-heat flow is presented including a condition for its mass preservation.

Cette thèse comporte trois parties essentiellement indépendantes, dont chacune est consacrée à l'étude d'un système de particules, suivant une dynamique déterministe ou aléatoire, et à l'intérieur duquel les interactions se font uniquement aux collisions entre les particules.La Partie I propose une étude numérique et théorique des états stationnaires hors de l'équilibre du Modèle d'Échange Complet, introduit en physique pour comprendre le transport de la chaleur dans certains matériaux poreux.La Partie II est consacrée à un système de particules browniennes évoluant sur la droite réelle et interagissant à travers leur rang. Le comportement limite de ce système, en temps long et à grand nombre de particules, est décrit, puis les résultats sont appliqués à l'étude d'un modèle de marché financier dit modèle d'Atlas en champ moyen.La Partie III introduit une version multitype du système de particules étudié dans la partie précédente, qui permet d'approcher des systèmes paraboliques d'équations aux dérivées partielles non-linéaires. La limite petit bruit de ce système est appelée dynamique des particules collantes multitype et approche cette fois des systèmes hyperboliques. Une étude détaillée de cette dynamique donne des estimations de stabilité en distance de Wasserstein sur les solutions de ces systèmes. / This thesis contains three independent parts, each one of which is dedicated to the study of a particle system, following either a deterministic or a stochastic dynamics, and in which interactions only occur at collisions. Part I contains a numerical and theoretical study of nonequilibrium steady states of the Complete Exchange Model, which was introduced by physicists in order to understand heat transfer in some porous materials. Part II is dedicated to a system of Brownian particles evolving on the real line and interacting through their ranks. The long time and mean-field behaviour of this system is described, then the results are applied to the study of a model of equity market called the mean-field Atlas model. Part III introduces a multitype version of the particle system studied in the previous part, which allows to approximate parabolic systems of nonlinear partial differential equations. The small noise limit of of this system is called multitype sticky particle dynamics and now approximates hyperbolic systems. A detailed study of this dynamics provides stability estimates in Wasserstein distance for the solutions of these systems.

Central Clearing Counterparties play a crucial role in financial markets, requiring robust risk management practices to ensure operational stability. A growing emphasis on risk analysis and stress testing from regulators has led to the need for sophisticated tools that can model extreme but plausible market scenarios. This thesis presents a method leveraging Wasserstein Generative Adversarial Networks with Gradient Penalty (WGAN-GP) to construct an independent scenario generator capable of modeling and generating return distributions for financial markets. The developed method utilizes two primary components: the WGAN-GP model and a novel scenario selection strategy. The WGAN-GP model approximates the multivariate return distribution of stocks, generating plausible return scenarios. The scenario selection strategy employs lower and upper bounds on Euclidean distance calculated from the return vector to identify, and select, extreme scenarios suitable for stress testing clearing members' portfolios. This approach enables the extraction of extreme yet plausible returns. This method was evaluated using 25 years of historical stock return data from the S&P 500. Results demonstrate that the WGAN-GP model effectively approximates the multivariate return distribution of several stocks, facilitating the generation of new plausible returns. However, the model requires extensive training to fully capture the tails of the distribution. The Euclidean distance-based scenario selection strategy shows promise in identifying extreme scenarios, with the generated scenarios demonstrating comparable portfolio impact to historical scenarios. These results suggest that the proposed method offers valuable tools for Central Clearing Counterparties to enhance their risk management. / Centrala motparter spelar en avgörande roll i dagens finansmarknad, vilket innebär att robusta riskhanteringsrutiner är nödvändiga för att säkerställa operativ stabilitet. Ökande regulatoriskt tryck för riskanalys och stresstestning från tillsynsmyndigheter har lett till behovet av avancerade verktyg som kan modellera extrema men troliga marknadsscenarier. I denna uppsats presenteras en metod som använder Wasserstein Generative Adversarial Networks med Gradient Penalty (WGAN-GP) för att skapa en oberoende scenariogenerator som kan modellera och generera avkastningsfördelningar för finansmarknader. Den framtagna metoden består av två huvudkomponenter: WGAN-GP-modellen och en scenariourvalstrategi. WGAN-GP-modellen approximerar den multivariata avkastningsfördelningen för aktier och genererar möjliga avkastningsscenarier. Urvalsstrategin för scenarier använder nedre och övre gränser för euklidiskt avstånd, beräknat från avkastningsvektorn, för att identifiera och välja extrema scenarier som kan användas för att stresstesta clearingmedlemmars portföljer. Denna strategi gör det möjligt att erhålla nya extrema men troliga avkastningar. Metoden utvärderas med 25 års historisk aktieavkastningsdata från S&P 500. Resultaten visar att WGAN-GP-modellen effektivt kan approximera den multivariata avkastningsfördelningen för flera aktier och därmed generera nya möjliga avkastningar. Modellen kan dock kräva en omfattande mängd träningscykler (epochs) för att fullt ut fånga fördelningens svansar. Scenariurvalet baserat på euklidiskt avstånd visade lovande resultat som ett urvalskriterium för extrema scenarier. De genererade scenarierna visar en jämförbar påverkan på portföljer i förhållande till de historiska scenarierna. Dessa resultat tyder på att den föreslagna metoden kan erbjuda värdefulla verktyg för centrala motparter att förbättra sin riskhantering.

<p>Unmanned Aerial Systems (UAS) have been an essential tool for field scouting, nutrient applications, and farm management. However, assessing the aerial images captured by UAS is labor-intensive, and human assessment can be misleading, introducing bias. Deep learning based image segmentation has been proposed to assist in segmenting different areas of interest in the field, but it usually requires significant pixel-level annotated data. To address this, we propose a semi-supervised learning algorithm, AgSemSeg, to train a robust image segmentation</p> <p>model with less annotated data. Semi-supervised semantic segmentation aims to predict accurate pixel-level segmentation results via incorporating unlabeled images. Existing methods rely on computing the consistency loss on the output predictions between pseudo-labels and unlabeled images. In AgSemSeg, we exploit the intermediate feature representations rather than only using the output predictions to improve the overall performance of the</p> <p>model. Specifically, we add a projection layer on the output of the backbone encoder, and inject consistency loss between intermediate feature representations with Sliced-Wasserstein distance. We evaluate AgSemSeg using Agriculture-Vision dataset and outperform the supervised baseline by up to 9.71%. We also evaluate AgSemSeg on benchmark datasets such as PASCAL VOC 2012 and Cityscapes datasets, and it outperforms supervised baselines by up to 24.6% and 7.5% mIoU, respectively. We also perform extensive ablation studies to show that our proposed components are key to the performance improvements of our method. </p>

In the modern era of high and infinite dimensional data, classical statistical methodology is often rendered inefficient and ineffective when confronted with such big data problems as arise in genomics, medical imaging, speech analysis, and many other areas of research. Many problems manifest when the practitioner is required to take into account the covariance structure of the data during his or her analysis, which takes on the form of either a high dimensional low rank matrix or a finite dimensional representation of an infinite dimensional operator acting on some underlying function space. Thus, novel methodology is required to estimate, analyze, and make inferences concerning such covariances. In this manuscript, we propose using tools from the concentration of measure literature–a theory that arose in the latter half of the 20th century from connections between geometry, probability, and functional analysis–to construct rigorous descriptive and inferential statistical methodology for covariance matrices and operators. A variety of concentration inequalities are considered, which allow for the construction of nonasymptotic dimension-free confidence sets for the unknown matrices and operators. Given such confidence sets a wide range of estimation and inferential procedures can be and are subsequently developed. For high dimensional data, we propose a method to search a concentration in- equality based confidence set using a binary search algorithm for the estimation of large sparse covariance matrices. Both sub-Gaussian and sub-exponential concentration inequalities are considered and applied to both simulated data and to a set of gene expression data from a study of small round blue-cell tumours. For infinite dimensional data, which is also referred to as functional data, we use a celebrated result, Talagrand’s concentration inequality, in the Banach space setting to construct confidence sets for covariance operators. From these confidence sets, three different inferential techniques emerge: the first is a k-sample test for equality of covariance operator; the second is a functional data classifier, which makes its decisions based on the covariance structure of the data; the third is a functional data clustering algorithm, which incorporates the concentration inequality based confidence sets into the framework of an expectation-maximization algorithm. These techniques are applied to simulated data and to speech samples from a set of spoken phoneme data. Lastly, we take a closer look at a key tool used in the construction of concentration based confidence sets: Rademacher symmetrization. The symmetrization inequality, which arises in the probability in Banach spaces literature, is shown to be connected with optimal transport theory and specifically the Wasserstein distance. This insight is used to improve the symmetrization inequality resulting in tighter concentration bounds to be used in the construction of nonasymptotic confidence sets. A variety of other applications are considered including tests for data symmetry and tightening inequalities in Banach spaces. An R package for inference on covariance operators is briefly discussed in an appendix chapter.