Alessandro Micheli

Alessandro Micheli, Silvia Sapora, Anthea Monod et al.

Many machine learning problems involve data supported on curved spaces such as spheres, rotation groups, hyperbolic spaces, and general Riemannian manifolds, where Euclidean geometry can distort distances, averages, and the resulting optimal transport (OT) problem. Existing manifold OT methods have pursued amortized out-of-sample maps, while entropic regularization has made discrete OT more scalable, but these advantages have remained largely disjoint. We propose Entropic Riemannian Neural Optimal Transport (Entropic RNOT), a unified framework that combines intrinsic entropic OT with amortized out-of-sample evaluation on Riemannian manifolds. Our method learns a single target-side Schrödinger potential through a neural pullback parameterization, recovers the induced Gibbs coupling, and uses the resulting conditional laws to construct intrinsic transport surrogates. These include barycentric projections on Cartan-Hadamard manifolds and heat-smoothed conditional surrogates on stochastically complete manifolds, the latter turning possibly atomic target laws into absolutely continuous ones. For fixed regularization $\varepsilon>0$, we prove that the proposed hypothesis class recovers the entropic optimal coupling in strong probabilistic metrics. As consequences, barycentric surrogates converge in $L^2$, while heat-smoothed surrogates are stable at fixed heat time and asymptotically unbiased as the heat time vanishes. The guarantees hold for compactly supported data on possibly noncompact manifolds. Empirically, our method matches or improves over Euclidean, tangent-space, and log-Euclidean baselines on benchmarks over $\mathbb{S}^2$, $\mathrm{SO}(3)$, $\mathrm{SPD}(3)$, $\mathrm{SE}(3)$, and $\mathbb{H}^2$, scales favorably relative to discrete manifold Sinkhorn, and in a protein-ligand docking application, refines poses on $\mathrm{SE}(3)$ without retraining or per-instance optimization.

Alessandro Micheli, Yueqi Cao, Anthea Monod et al.

Computational optimal transport (OT) offers a principled framework for generative modeling. Neural OT methods, which use neural networks to learn an OT map (or potential) from data in an amortized way, can be evaluated out of sample after training, but existing approaches are tailored to Euclidean geometry. Extending neural OT to high-dimensional Riemannian manifolds remains an open challenge. In this paper, we prove that any method for OT on manifolds that produces discrete approximations of transport maps necessarily suffers from the curse of dimensionality: achieving a fixed accuracy requires a number of parameters that grows exponentially with the manifold dimension. Motivated by this limitation, we introduce Riemannian Neural OT (RNOT) maps, which are continuous neural-network parameterizations of OT maps on manifolds that avoid discretization and incorporate geometric structure by construction. Under mild regularity assumptions, we prove that RNOT maps approximate Riemannian OT maps with sub-exponential complexity in the dimension. Experiments on synthetic and real datasets demonstrate improved scalability and competitive performance relative to discretization-based baselines.

Alessandro Micheli, Mélodie Monod, Samir Bhatt

Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due to the intractability of the likelihood score, which until now has only been approximated in the simpler case of Gaussian likelihoods. In this work, we extend diffusion models to handle inverse problems where the observations follow a distribution from the exponential family, such as a Poisson or a Binomial distribution. By leveraging the conjugacy properties of exponential family distributions, we introduce the evidence trick, a method that provides a tractable approximation to the likelihood score. In our experiments, we demonstrate that our methodology effectively performs Bayesian inference on spatially inhomogeneous Poisson processes with intensities as intricate as ImageNet images. Furthermore, we demonstrate the real-world impact of our methodology by showing that it performs competitively with the current state-of-the-art in predicting malaria prevalence estimates in Sub-Saharan Africa.

Alessandro Micheli, Mélodie Monod

This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with a focus on transient price impact modeled by a general decay kernel. Through numerical experiments with various decay kernels, we show that our algorithm successfully approximates the optimal execution strategy. Additionally, the proposed algorithm demonstrates adaptability to evolving market conditions, where parameters fluctuate over time. Our findings also show that modern reinforcement learning algorithms can provide a solution that reduces the need for frequent and inefficient human intervention in optimal execution tasks.