Related papers: Efficient algorithms computing distances between R…
We provide an implementation to compute the flat metric in any dimension. The flat metric, also called dual bounded Lipschitz distance, generalizes the well-known Wasserstein distance $W_1$ to the case that the distributions are of unequal…
Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…
Recently developed theoretical framework for analysis of structured population dynamics in the spaces of nonnegative Radon measures with a suitable metric provides a rigorous tool to study numerical schemes based on particle methods. The…
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…
Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…
A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…
Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…
The Wasserstein distance has become increasingly important in machine learning and deep learning. Despite its popularity, the Wasserstein distance is hard to approximate because of the curse of dimensionality. A recently proposed approach…
Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…
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…
Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…
In quantum information, trace distance is a basic metric of distinguishability between quantum states. However, there is no known efficient approach to estimate the value of trace distance in general. In this paper, we propose efficient…
The Sinkhorn "distance", a variant of the Wasserstein distance with entropic regularization, is an increasingly popular tool in machine learning and statistical inference. However, the time and memory requirements of standard algorithms for…
Many applications of computer vision rely on the alignment of similar but non-identical images. We present a fast algorithm for aligning heterogeneous images based on optimal transport. Our approach combines the speed of fast Fourier…
We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…
This contribution features an accelerated computation of the Sinkhorn's algorithm, which approximates the Wasserstein transportation distance, by employing nonequispaced fast Fourier transforms (NFFT). The algorithm proposed allows…
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)…
The minimum distance of a code is an important concept in information theory. Hence, computing the minimum distance of a code with a minimum computational cost is a crucial process to many problems in this area. In this paper, we present…
Geometry and topology have generated impacts far beyond their pure mathematical primitive, providing a solid foundation for many applicable tools. Typically, real-world data are represented as vectors, forming a linear subspace for a given…