Related papers: Mass transport and uniform rectifiability
An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…
The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions…
We will prove a decomposition for Wasserstein geodesics in the following sense: let $(X,d,m)$ be a non-branching metric measure space verifying $\mathsf{CD}_{loc}(K,N)$ or equivalently $\mathsf{CD}^{*}(K,N)$. We prove that every geodesic…
In this article, we generalize the Wasserstein distance to measures with different masses. We study the properties of such distance. In particular, we show that it metrizes weak convergence for tight sequences. We use this generalized…
A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…
We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…
We use Wasserstein distances to characterize and study probabilistic frames. Adapting results from Olkin and Pukelsheim, from Gelbrich and from Cuesta-Albertos, Matran-Bea and Tuero-Diaz to frame operators, we show that the sets of…
We consider approximating distributions within the framework of optimal mass transport and specialize to the problem of clustering data sets. Distances between distributions are measured in the Wasserstein metric. The main problem we…
For 0<n<d integers and r>2, we prove that an n-dimensional Ahlfors-David regular measure M in R^d is uniformly n-rectifiable if and only if the r-variation for the Riesz transform with respect to M is a bounded operator in L^2(M). This…
We prove that, for general cost functions on $\mathbb{R}^n$, or for the cost $d^2/2$ on a Riemannian manifold, optimal transport maps between smooth densities are always smooth outside a closed singular set of measure zero.
We quantify, uniformly over time and with high probability, the discrepancy between the predictions of a two-layer neural network trained by stochastic gradient descent (SGD) and their mean-field limit, for quadratic loss and ridge…
We formulate a class of velocity-free finite-particle methods for mass transport problems based on a time-discrete incremental variational principle that combines entropy and the cost of particle transport, as measured by the Wasserstein…
Flow matching has recently emerged as a flexible and efficient framework for generative modelling by learning deterministic transport dynamics between probability measures. In this work, we extend flow matching to the space of probability…
Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…
Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a robust variant of the Wasserstein distance. Recent work suggests that this quantity is more robust than the standard Wasserstein distance, in…
This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space,…
Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…
We introduce a general class of transport distances ${\rm WB}_{\Lambda}$ over the space of positive semi-definite matrix-valued Radon measures $\mathcal{M}(\Omega,\mathbb{S}_+^n)$, called the weighted Wasserstein-Bures distance. Such a…
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…
We obtain a general bound for the Wasserstein-2 distance in normal approximation for sums of locally dependent random variables. The proof is based on an asymptotic expansion for expectations of second-order differentiable functions of the…