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A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…

Machine Learning · Statistics 2026-02-24 Yinan Hu , Esteban G. Tabak

Optimal transport and Wasserstein distances are flourishing in many scientific fields as a means for comparing and connecting random structures. Here we pioneer the use of an optimal transport distance between L\'{e}vy measures to solve a…

Statistics Theory · Mathematics 2023-09-18 Marta Catalano , Hugo Lavenant , Antonio Lijoi , Igor Prünster

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

Systems and Control · Electrical Eng. & Systems 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

We investigate the stability of the Wasserstein distance, a metric structure on the space of probability measures arising from the theory of optimal transport, under metric ultralimits. We first show that if $(X_{i},d_{i})_{i\in\mathbb{N}}$…

Metric Geometry · Mathematics 2023-03-09 Andrew Warren

We introduce principal curves in Wasserstein space, and in general compact metric spaces. Our motivation for the Wasserstein case comes from optimal-transport-based trajectory inference, where a developing population of cells traces out a…

Statistics Theory · Mathematics 2025-05-08 Andrew Warren , Anton Afanassiev , Forest Kobayashi , Young-Heon Kim , Geoffrey Schiebinger

We revisit the question of characterizing the convergence rate of plug-in estimators of optimal transport costs. It is well known that an empirical measure comprising independent samples from an absolutely continuous distribution on…

Probability · Mathematics 2024-02-06 Tudor Manole , Jonathan Niles-Weed

We observe that the $2$-norm distance $d_{U,2}$ between the unitary orbits of normal elements in a $\mathrm{II}_1$ factor $\mathcal{M}$ is equal to the $2$-Wasserstein distance between the spectral measures induced by the trace…

Operator Algebras · Mathematics 2026-05-22 Bhishan Jacelon

The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…

Probability · Mathematics 2026-04-14 Benjamin Seeger

We give a brief overview on the relation between Connes spectral distance in noncommutative geometry and the Wasserstein distance of order 1 in optimal transport. We first recall how these two distances coincide on the space of probability…

Mathematical Physics · Physics 2018-03-28 Pierre Martinetti

We propose a generalization of the Wasserstein distance of order 1 to quantum spin systems on the lattice $\mathbb{Z}^d$, which we call specific quantum $W_1$ distance. The proposal is based on the $W_1$ distance for qudits of [De Palma et…

Mathematical Physics · Physics 2023-06-29 Giacomo De Palma , Dario Trevisan

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…

Optimization and Control · Mathematics 2024-03-04 Guillaume Carlier , Lénaïc Chizat , Maxime Laborde

Given a function $F$ transforming a probability measure $\mu$ into another one $F(\mu)$, we study the existence and regularity of a transport representation of it. That is, we ask whether we can represent the image $F(\mu)$ of the input…

Functional Analysis · Mathematics 2026-04-21 Hugo Lavenant , Giuseppe Savaré

We present a constructive approach to surface comparison realizable by a polynomial-time algorithm. We determine the "similarity" of two given surfaces by solving a mass-transportation problem between their conformal densities. This mass…

Differential Geometry · Mathematics 2011-10-25 Yaron Lipman , Ingrid Daubechies

Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions. For group families, the procedure is to be implemented after preliminary…

Methodology · Statistics 2021-01-28 Marc Hallin , Gilles Mordant , Johan Segers

This work is motivated by the study of local protein structure, which is defined by two variable dihedral angles that take values from probability distributions on the flat torus. Our goal is to provide the space…

Methodology · Statistics 2023-09-12 Javier González-Delgado , Alberto González-Sanz , Juan Cortés , Pierre Neuvial

This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…

Machine Learning · Computer Science 2025-10-31 Maksim Maslov , Alexander Kugaevskikh , Matthew Ivanov

We introduce a novel, geometry-aware distance metric for the family of von Mises-Fisher (vMF) distributions, which are fundamental models for directional data on the unit hypersphere. Although the vMF distribution is widely employed in a…

Machine Learning · Statistics 2025-04-22 Kisung You , Dennis Shung , Mauro Giuffrè

We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…

Statistics Theory · Mathematics 2021-06-01 Liyan Xie , Rui Gao , Yao Xie

We are interested in the following two $\mathbb{R}^d$-valued stochastic differential equations (SDEs): \begin{gather*} d X_t=b(X_t)\,d t + \sigma\,d L_t, \quad X_0=x, %\label{BM-SDE} d Y_t=b(Y_t)\,d t + \sigma\,d B_t, \quad Y_0=y,…

Probability · Mathematics 2024-03-06 Changsong Deng , Rene L. Schilling , Lihu Xu