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Given a compactly supported probability measure on a Riemannian manifold, we study the asymptotic speed at which it can be approximated (in Wasserstein distance of any exponent p) by finitely supported measure. This question has been…

Optimization and Control · Mathematics 2012-07-17 Benoit Kloeckner

This paper is focused on the statistical analysis of probability measures $\nu_{1},\ldots,\nu_{n}$ on $\mathbb{R}$ that can be viewed as independent realizations of an underlying stochastic process. We consider the situation of practical…

Statistics Theory · Mathematics 2017-03-30 Jérémie Bigot , Raúl Gouet , Thierry Klein , Alfredo López

This paper focuses on a similarity measure, known as the Wasserstein distance, with which to compare images. The Wasserstein distance results from a partial differential equation (PDE) formulation of Monge's optimal transport problem. We…

Computer Vision and Pattern Recognition · Computer Science 2018-04-10 Michael Snow , Jan Van lent

The central limit theorem is one of the most fundamental results in probability and has been successfully extended to locally dependent data and strongly-mixing random fields. In this paper, we establish its rate of convergence for…

Probability · Mathematics 2023-09-18 Tianle Liu , Morgane Austern

We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…

Functional Analysis · Mathematics 2021-11-29 Vladimir Bogachev , Svetlana Popova

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…

Machine Learning · Statistics 2014-06-18 Marco Cuturi , Arnaud Doucet

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…

Statistics Theory · Mathematics 2026-05-21 David Rodríguez-Vítores , Eustasio del Barrio , Jean-Michel Loubes

We establish quantitative stability bounds for the quadratic optimal transport map $T_\mu$ between a fixed probability density $\rho$ and a probability measure $\mu$ on $\mathbb{R}^d$. Under general assumptions on $\rho$, we prove that the…

Analysis of PDEs · Mathematics 2025-03-18 Cyril Letrouit , Quentin Mérigot

It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…

Machine Learning · Statistics 2021-12-30 Boris Muzellec , Adrien Vacher , Francis Bach , François-Xavier Vialard , Alessandro Rudi

Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…

Computational Geometry · Computer Science 2023-11-07 Pankaj K. Agarwal , Sharath Raghvendra , Pouyan Shirzadian , Keegan Yao

Two geometrical structures have been extensively studied for a manifold of probability distributions. One is based on the Fisher information metric, which is invariant under reversible transformations of random variables, while the other is…

Optimization and Control · Mathematics 2017-10-02 Shun-ichi Amari , Ryo Karakida , Masafumi Oizumi

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…

Classical Analysis and ODEs · Mathematics 2019-11-15 Amir Sagiv

Optimal transport and its related problems, including optimal partial transport, have proven to be valuable tools in machine learning for computing meaningful distances between probability or positive measures. This success has led to a…

Machine Learning · Computer Science 2023-07-26 Xinran Liu , Yikun Bai , Huy Tran , Zhanqi Zhu , Matthew Thorpe , Soheil Kolouri

Transport based distances, such as the Wasserstein distance and earth mover's distance, have been shown to be an effective tool in signal and image analysis. The success of transport based distances is in part due to their Lagrangian nature…

Computer Vision and Pattern Recognition · Computer Science 2016-09-29 Matthew Thorpe , Serim Park , Soheil Kolouri , Gustavo K. Rohde , Dejan Slepčev

Given $N$ i.i.d. samples from a probability measure $\mu$ on $\mathbf{R}^d$, we study the rate of convergence of the empirical measure $\mu_N \to \mu$ in the negative Sobolev space $W^{-\alpha, p}$. When $W^{-\alpha, p}$ contains point…

Probability · Mathematics 2025-12-22 Gautam Iyer , Raghavendra Venkatraman

Let $(X,d,\mathfrak{m})$ be a metric measure space. The study of the Wasserstein space $(\mathbb{P}_p(X),\mathbb{W}_p)$ associated to $X$ has proved useful in describing several geometrical properties of $X.$ In this paper we focus on the…

Metric Geometry · Mathematics 2021-02-18 Jaime Santos-Rodríguez

Wasserstein distances define a metric between probability measures on arbitrary metric spaces, including meta-measures (measures over measures). The resulting Wasserstein over Wasserstein (WoW) distance is a powerful, but computationally…

Machine Learning · Computer Science 2026-02-20 Moritz Piening , Robert Beinert

We derive a Benamou-Brenier type dynamical formulation for the Wasserstein metric $\mathsf W_p$ between stationary random measures recently introduced in [EHJM23]. A key step is a reformulation of the metric $\mathsf W_p$ using Palm…

Probability · Mathematics 2024-02-08 Martin Huesmann , Bastian Müller

We establish conditions to characterize probability measures by their $L^{p}$-quantization error functions in both $\mathbb{R}^{d}$ and Hilbert settings. This characterization is two-fold: static (identity of two distributions) and dynamic…

Probability · Mathematics 2020-02-20 Yating Liu , Gilles Pagès

Parameter estimation is a fundamental challenge in machine learning, crucial for tasks such as neural network weight fitting and Bayesian inference. This paper focuses on the complexity of estimating translation $\boldsymbol{\mu} \in…

Machine Learning · Computer Science 2025-01-20 Valentio Iverson , Stephen Vavasis