Related papers: Basic statistics for probabilistic symbolic variab…
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,…
Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…
Distributional (or distribution-valued) data are a new type of data arising from several sources and are considered as realizations of distributional variables. A new set of fuzzy c-means algorithms for data described by distributional…
We study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, we consider the associated class of Wasserstein barycenters…
This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…
Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…
We define a modified Wasserstein distance for distribution clustering which inherits many of the properties of the Wasserstein distance but which can be estimated easily and computed quickly. The modified distance is the sum of two terms.…
Wasserstein distances are widely used in modern data analysis but pose significant computational and statistical challenges in high dimensions. The sliced Wasserstein distance alleviates these challenges by leveraging one-dimensional…
The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distributions on the Euclidean space $\mathbb{R}^d$, we introduce…
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…
Finding the mean of sampled data is a fundamental task in machine learning and statistics. However, in cases where the data samples are graph objects, defining a mean is an inherently difficult task. We propose a novel framework for…
Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…
The discrete distribution is often used to describe complex instances in machine learning, such as images, sequences, and documents. Traditionally, clustering of discrete distributions (D2C) has been approached using Wasserstein barycenter…
This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…
Embedding complex objects as vectors in low dimensional spaces is a longstanding problem in machine learning. We propose in this work an extension of that approach, which consists in embedding objects as elliptical probability…
We consider the problem of clustering functional data according to their covariance structure. We contribute a soft clustering methodology based on the Wasserstein-Procrustes distance, where the in-between cluster variability is penalised…
Measuring strength or degree of statistical dependence between two random variables is a common problem in many domains. Pearson's correlation coefficient $\rho$ is an accurate measure of linear dependence. We show that $\rho$ is a…
In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…
Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation…
Superstatistics generalizes Boltzmann statistics by assuming spatio-temporal fluctuations of the intensive variables. It has many applications in the analysis of experimental and simulated data. The fluctuation of the intensity variable is…