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This paper deals with the problem of quantifying the approximation a probability measure by means of an empirical (in a wide sense) random probability measure, depending on the first n terms of a sequence of random elements. In Section 2,…

Probability · Mathematics 2018-08-23 Emanuele Dolera , Eugenio Regazzini

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…

Machine Learning · Computer Science 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

We prove isometric rigidity for $p$-Wasserstein spaces over finite-dimensional tori and spheres for all $p$. We present a unified approach to proving rigidity that relies on the robust method of recovering measures from their Wasserstein…

Metric Geometry · Mathematics 2024-08-19 György Pál Gehér , Tamás Titkos , Dániel Virosztek

We study the structure of isometries of the quadratic Wasserstein space $\mathcal{W}_2\left(\mathbb{S}^n,\|\cdot\|\right)$ over the sphere endowed with the distance inherited from the norm of $\mathbb{R}^{n+1}$. We prove that…

Metric Geometry · Mathematics 2024-09-10 György Pál Gehér , Aranka Hrušková , Tamás Titkos , Dániel Virosztek

We discuss two research areas dealing respectively with (1) a class of multivariate medians and (2) a symmetrization algorithm for probability measures.

Statistics Theory · Mathematics 2009-09-29 Richard A. Vitale

Given two rational univariate polynomials, the Wasserstein distance of their associated measures is an algebraic number. We determine the algebraic degree of the squared Wasserstein distance, serving as a measure of algebraic complexity of…

Algebraic Geometry · Mathematics 2024-01-24 Chiara Meroni , Bernhard Reinke , Kexin Wang

Based on our previous publication [U. Herzog and J. A. Bergou, Phys.Rev. A 71, 050301(R) (2005)] we investigate the optimum measurement for the unambiguous discrimination of two mixed quantum states that occur with given prior…

Quantum Physics · Physics 2009-11-11 Ulrike Herzog , Janos A. Bergou

A common way to discretize a probability measure is to use an empirical measure as a discrete approximation. But how far from being optimal is this approximation in the p-Wasserstein distance? In this paper, we study this question in two…

Probability · Mathematics 2025-08-05 March T. Boedihardjo

We propose of an improved version of the ubiquitous symmetrization inequality making use of the Wasserstein distance between a measure and its reflection in order to quantify the symmetry of the given measure. An empirical bound on this…

Statistics Theory · Mathematics 2020-01-07 Adam B Kashlak

Incompatibility of quantum measurements is of fundamental importance in quantum mechanics. It is closely related to many nonclassical phenomena such as Bell nonlocality, quantum uncertainty relations, and quantum steering. We study the…

Quantum Physics · Physics 2020-01-01 Lin Zhang , Hua Xiang , Xianqing Li-Jost , Shao-Ming Fei

Wasserstein distance induces a natural Riemannian structure for the probabilities on the Euclidean space. This insight of classical transport theory is fundamental for tremendous applications in various fields of pure and applied…

Probability · Mathematics 2023-08-14 Daniel Bartl , Mathias Beiglböck , Gudmund Pammer

We formulate the necessary and sufficient conditions for the existence of a pair of maximally incompatible two-outcome measurements in a finite dimensional General Probabilistic Theory. The conditions are on the geometry of the state space,…

Quantum Physics · Physics 2017-08-16 Anna Jenčová , Martin Plávala

For a topological system with positive topological entropy, we show that the induced transformation on the set of probability measures endowed with the weak-$*$ topology has infinite topological mean dimension. We also estimate the rate of…

Dynamical Systems · Mathematics 2022-06-22 David Burguet , Ruxi Shi

It is perhaps not widely recognized that certain common notions of distance between probability measures have an alternative dual interpretation which compares corresponding functionals against suitable families of test functions. This dual…

Systems and Control · Computer Science 2014-09-16 Lipeng Ning , Tryphon T. Georgiou

The aim of this short paper is to offer a complete characterization of all (not necessarily surjective) isometric embeddings of the Wasserstein space $\mathcal{W}_p(\mathcal{X})$, where $\mathcal{X}$ is a countable discrete metric space and…

Functional Analysis · Mathematics 2019-08-23 György Pál Gehér , Tamás Titkos , Dániel Virosztek

In this paper, we introduce a generalization of the Wasserstein barycenter, to a case where the initial probability measures live on different subspaces of R^d. We study the existence and uniqueness of this barycenter, we show how it is…

Probability · Mathematics 2021-05-21 Julie Delon , Nathaël Gozlan , Alexandre Saint-Dizier

We study the possibility of defining a distance on the whole space of measures, with the property that the distance between two measures having the same mass is the Wasserstein distance, up to a scaling factor. We prove that, under very…

Metric Geometry · Mathematics 2021-12-10 Luca Lombardini , Francesco Rossi

The paper proposes a new approach to model risk measurement based on the Wasserstein distance between two probability measures. It formulates the theoretical motivation resulting from the interpretation of fictitious adversary of robust…

Mathematical Finance · Quantitative Finance 2019-03-05 Yu Feng , Erik Schlögl

We investigate contraction of the Wasserstein distances on $\mathbb{R}^d$ under Gaussian smoothing. It is well known that the heat semigroup is exponentially contractive with respect to the Wasserstein distances on manifolds of positive…

Probability · Mathematics 2020-12-15 Hong-Bin Chen , Jonathan Niles-Weed

We study metric projections onto cones in the Wasserstein space of probability measures, defined by stochastic orders. Dualities for backward and forward projections are established under general conditions. Dual optimal solutions and their…

Probability · Mathematics 2021-10-12 Young-Heon Kim , Yuan Long Ruan
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