Related papers: Principal Geodesic Analysis for Probability Measur…
In fields ranging from computer vision to signal processing and statistics, increasing computational power allows a move from classical linear models to models that incorporate non-linear phenomena. This shift has created interest in…
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…
A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…
We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…
Given a metric space X, one defines its Wasserstein space W2(X) as a set of sufficiently decaying probability measures on X endowed with a metric defined from optimal transportation. In this article, we continue the geometric study of W2(X)…
The study of the closest point(s) on a statistical model from a given distribution in the probability simplex with respect to a fixed Wasserstein metric gives rise to a polyhedral norm distance optimization problem. There are two components…
Computing optimal transport (OT) between measures in high dimensions is doomed by the curse of dimensionality. A popular approach to avoid this curse is to project input measures on lower-dimensional subspaces (1D lines in the case of…
Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…
Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…
Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $\mu$ and $\nu$, which is useful in many applications. Available algorithms for computing these maps do not appear to…
We propose algorithms for sampling from posterior path measures $P(C([0, T], \mathbb{R}^d))$ under a general prior process. This leverages ideas from (1) controlled equilibrium dynamics, which gradually transport between two path measures,…
Clustering is an important exploratory data analysis technique to group objects based on their similarity. The widely used $K$-means clustering method relies on some notion of distance to partition data into a fewer number of groups. In the…
We develop a discrete optimal transport framework for analyzing simulated annealing algorithms on finite state spaces. Building on the discrete Wasserstein metric introduced by Maas (J. Funct. Anal., 2011), we define a generalized discrete…
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 introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to…
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,…
Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…
In this note we show that in metric measure spaces satisfying the reduced curvature-dimension condition CD*(K,N) we always have geodesics in the Wasserstein space of probability measures that satisfy the critical convexity inequality of…
The optimal transport (OT) problem aims to find the most efficient mapping between two probability distributions under a given cost function, and has diverse applications in many fields such as machine learning, computer vision and computer…
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…