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This paper introduces a new framework to quantify distance between finite sets with uncertainty present, where probability distributions determine the locations of individual elements. Combining this with a Bayesian change point detection…

Statistical Finance · Quantitative Finance 2021-12-28 Nick James , Max Menzies

We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…

Optimization and Control · Mathematics 2024-08-20 Yifan Chen , Wuchen Li

The problem of efficiently generating random samples from high-dimensional and non-log-concave posterior measures arising from nonlinear regression problems is considered. Extending investigations from arXiv:2009.05298, local and global…

Statistics Theory · Mathematics 2023-04-18 Jan Bohr , Richard Nickl

We propose a framework, named Aggregated Wasserstein, for computing a dissimilarity measure or distance between two Hidden Markov Models with state conditional distributions being Gaussian. For such HMMs, the marginal distribution at any…

Machine Learning · Computer Science 2017-11-21 Yukun Chen , Jianbo Ye , Jia Li

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,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…

Metric Geometry · Mathematics 2026-05-12 Edivaldo Lopes dos Santos , Leandro Vicente Mauri , Washington Mio , Tom Needham

Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…

Statistics Theory · Mathematics 2022-06-08 Julien Reygner , Adrien Touboul

Imitation learning models for robotic tasks typically rely on multi-modal inputs, such as RGB images, language, and proprioceptive states. While proprioception is intuitively important for decision-making and obstacle avoidance, simply…

Robotics · Computer Science 2025-07-02 Fuhang Kuang , Jiacheng You , Yingdong Hu , Tong Zhang , Chuan Wen , Yang Gao

In [Gwiazda, Jamr\'oz, Marciniak-Czochra 2012] a framework for studying cell differentiation processes based on measure-valued solutions of transport equations was introduced. Under application of the so-called measure-transmission…

Analysis of PDEs · Mathematics 2014-04-17 Grzegorz Jamróz

The Wasserstein metric is introduced as a probabilistic method to enable quantitative evaluations of LES combustion models. The Wasserstein metric can directly be evaluated from scatter data or statistical results using probabilistic…

Data Analysis, Statistics and Probability · Physics 2017-06-06 Ross Johnson , Hao Wu , Matthias Ihme

We consider the problem of selecting deterministic or stochastic models for a biological, ecological, or environmental dynamical process. In most cases, one prefers either deterministic or stochastic models as candidate models based on…

Applications · Statistics 2015-10-26 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of…

Machine Learning · Computer Science 2018-11-16 Alain Rakotomamonjy , Abraham Traoré , Maxime Berar , Rémi Flamary , Nicolas Courty

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…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

The Earth movers distance (EMD) is a measure of distance between probability distributions which is at the heart of mass transportation theory. Recent research has shown that the EMD plays a crucial role in studying the potential impact of…

Computation · Statistics 2013-10-15 Kyle Treleaven , Emilio Frazzoli

In this work clustering schemes for uncertain and structured data are considered relying on the notion of Wasserstein barycenters, accompanied by appropriate clustering indices based on the intrinsic geometry of the Wasserstein space where…

The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…

Methodology · Statistics 2022-02-14 Ryo Okano , Masaaki Imaizumi

While it is relatively easier to train humanoid robots to mimic specific locomotion skills, it is more challenging to learn from various motions and adhere to continuously changing commands. These robots must accurately track motion…

Animals often exhibit changes in their behavior during migration. Telemetry data provide a way to observe geographic position of animals over time, but not necessarily changes in the dynamics of the movement process. Continuous-time models…

Applications · Statistics 2018-03-30 Mevin B. Hooten , Henry R. Scharf , Trevor J. Hefley , Aaron T. Pearse , Mitch D. Weegman

We study an optimal transportation approach for recovering parameters in dynamical systems with a single smoothly varying attractor. We assume that the data is not sufficient for estimating time derivatives of state variables but enough to…

Dynamical Systems · Mathematics 2022-04-12 Yunan Yang , Levon Nurbekyan , Elisa Negrini , Robert Martin , Mirjeta Pasha

With the influx of complex and detailed tracking data gathered from electronic tracking devices, the analysis of animal movement data has recently emerged as a cottage industry amongst biostatisticians. New approaches of ever greater…

Applications · Statistics 2017-01-31 Toby A Patterson , Alison Parton , Roland Langrock , Paul G Blackwell , Len Thomas , Ruth King