Related papers: Conformal Wasserstein Distance: II. Computational …
As the problem of minimizing functionals on the Wasserstein space encompasses many applications in machine learning, different optimization algorithms on $\mathbb{R}^d$ have received their counterpart analog on the Wasserstein space. We…
We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our…
We obtain an estimate for the expected subspace robust Wasserstein distance between any probability measure on the unit ball of a separable Hilbert space, and its empirical distribution from $n$ i.i.d. samples.
Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(\d x):=\e^{V(x)}\d x$ is a probability measure, where $\d x$ is the volume measure, and let $L=\Delta+\nabla V$. The exact…
We present the unified computational framework for modeling the sulcal patterns of human brain obtained from the magnetic resonance images. The Wasserstein distance is used to align the sulcal patterns nonlinearly. These patterns are…
In this note we explore how standard statistical distances are equivalent for discrete log-concave distributions. Distances include total variation distance, Wasserstein distance, and $f$-divergences.
Discrepancy measures between probability distributions, often termed statistical distances, are ubiquitous in probability theory, statistics and machine learning. To combat the curse of dimensionality when estimating these distances from…
Consider a set of points sampled independently near a smooth compact submanifold of Euclidean space. We provide mathematically rigorous bounds on the number of sample points required to estimate both the dimension and the tangent spaces of…
We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…
Let $\mu$ be a doubling measure in $\mathbb{R}^n$. We investigate quantitative relations between the rectifiability of $\mu$ and its distance to flat measures. More precisely, for $x$ in the support $\Sigma$ of $\mu$ and $r > 0$, we…
Quadratic Wasserstein distances are obtained between dynamical systems (with states as special case), on $\mathbb{Z}_2$-graded von Neumann algebras. This is achieved through a systematic translation from non-graded to $\mathbb{Z}_2$-graded…
With the help of a given distance matrix of size $n$, we construct an infinite family of distances $d_p$ (where $p \geq 2$) on the complex projective space $\mathbb{P}(\mathbb{C}^n)$ modelling the space of pure states of an $n$-level…
This paper deals with the deterministic particle method for the equation of porous media (with p = 2). We establish a convergence rate in the Wasserstein-2 distance between the approximate solution of the associated nonlinear transport…
We give exact and approximation algorithms for two-center problems when the input is a set $\mathcal{D}$ of disks in the plane. We first study the problem of finding two smallest congruent disks such that each disk in $\mathcal{D}$…
We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…
We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…
Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…
Persistence diagrams are a useful tool from topological data analysis which can be used to provide a concise description of a filtered topological space. What makes them even more useful in practice is that they come with a notion of a…
Computing the infinity Wasserstein distance and retrieving projections of a probability measure onto a closed subset of probability measures are critical sub-problems in various applied fields. However, the practical applicability of these…
In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…