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The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions…

Statistics Theory · Mathematics 2021-03-11 Qijun Tong , Kei Kobayashi

We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…

Analysis of PDEs · Mathematics 2024-12-23 Martin Burger , Matthias Erbar , Franca Hoffmann , Daniel Matthes , André Schlichting

The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability measures supported on finitely many points, we derive…

Methodology · Statistics 2017-04-27 Max Sommerfeld , Axel Munk

This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff between approximation and estimation errors in statistics.…

Machine Learning · Statistics 2024-10-30 Jérémie Bigot , Paul Freulon , Boris P. Hejblum , Arthur Leclaire

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,…

Data Structures and Algorithms · Computer Science 2018-12-18 Jason Altschuler , Francis Bach , Alessandro Rudi , Jonathan Weed

We revisit the question of characterizing the convergence rate of plug-in estimators of optimal transport costs. It is well known that an empirical measure comprising independent samples from an absolutely continuous distribution on…

Probability · Mathematics 2024-02-06 Tudor Manole , Jonathan Niles-Weed

The Earth Mover's Distance is a popular similarity measure in several branches of computer science. It measures the minimum total edge length of a perfect matching between two point sets. The Earth Mover's Distance under Translation…

Computational Geometry · Computer Science 2025-11-18 Karl Bringmann , Frank Staals , Karol Węgrzycki , Geert van Wordragen

This paper introduces the use of unbalanced optimal transport methods as a similarity measure for diffeomorphic matching of imaging data. The similarity measure is a key object in diffeomorphic registration methods that, together with the…

Numerical Analysis · Mathematics 2017-06-19 Jean Feydy , Benjamin Charlier , François-Xavier Vialard , Gabriel Peyré

Tracking algorithms such as the Kalman filter aim to improve inference performance by leveraging the temporal dynamics in streaming observations. However, the tracking regularizers are often based on the $\ell_p$-norm which cannot account…

Signal Processing · Electrical Eng. & Systems 2020-05-20 Nicholas P. Bertrand , Adam S. Charles , John Lee , Pavel B. Dunn , Christopher J. Rozell

Finding solutions to the classical transportation problem is of great importance, since this optimization problem arises in many engineering and computer science applications. Especially the Earth Mover's Distance is used in a plethora of…

Computer Vision and Pattern Recognition · Computer Science 2014-10-15 Carsten Gottschlich , Dominic Schuhmacher

This paper deals with the 3/4-discrete 2-Wasserstein optimal transport between two measures, where one is supported by a set of segment and the other one is supported by a set of Dirac masses. We select the most suitable optimization…

Numerical Analysis · Mathematics 2018-06-26 Frédéric de Gournay , Jonas Kahn , Léo Lebrat

We introduce a general class of transport distances ${\rm WB}_{\Lambda}$ over the space of positive semi-definite matrix-valued Radon measures $\mathcal{M}(\Omega,\mathbb{S}_+^n)$, called the weighted Wasserstein-Bures distance. Such a…

Numerical Analysis · Mathematics 2023-10-18 Bowen Li , Jun Zou

Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…

Machine Learning · Computer Science 2024-07-01 Vitaly Feldman , Audra McMillan , Satchit Sivakumar , Kunal Talwar

Many variants of Optimal Transport (OT) have been developed to address its heavy computation. Among them, notably, Sliced Wasserstein (SW) is widely used for application domains by projecting the OT problem onto one-dimensional lines, and…

Machine Learning · Computer Science 2025-06-10 Viet-Hoang Tran , Trang Pham , Tho Tran , Minh Khoi Nguyen Nhat , Thanh Chu , Tam Le , Tan M. Nguyen

Context detection involves labeling segments of an online stream of data as belonging to different tasks. Task labels are used in lifelong learning algorithms to perform consolidation or other procedures that prevent catastrophic…

Machine Learning · Computer Science 2024-09-04 Jeffery Dick , Saptarshi Nath , Christos Peridis , Eseoghene Benjamin , Soheil Kolouri , Andrea Soltoggio

Semantic segmentation is important for many real-world systems, e.g., autonomous vehicles, which predict the class of each pixel. Recently, deep networks achieved significant progress w.r.t. the mean Intersection-over Union (mIoU) with the…

Computer Vision and Pattern Recognition · Computer Science 2020-08-12 Xiaofeng Liu , Yimeng Zhang , Xiongchang Liu , Song Bai , Site Li , Jane You

The Energy Mover's Distance (EMD) has seen use in collider physics as a metric between events and as a geometric method of defining infrared and collinear safe observables. Recently, the Spectral Energy Mover's Distance (SEMD) has been…

High Energy Physics - Phenomenology · Physics 2025-01-14 Rikab Gambhir , Andrew J. Larkoski , Jesse Thaler

An efficient iterative Earth Mover's Distance (iEMD) algorithm for visual tracking is proposed in this paper. The Earth Mover's Distance (EMD) is used as the similarity measure to search for the optimal template candidates in…

Image and Video Processing · Electrical Eng. & Systems 2018-04-10 Gang Yao , Ashwin Dani

Equilibrium multi-population matching (matching for teams) is a problem from mathematical economics which is related to multi-marginal optimal transport. A special but important case is the Wasserstein barycenter problem, which has…

Numerical Analysis · Mathematics 2014-11-14 Guillaume Carlier , Adam Oberman , Edouard Oudet

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

Probability · Mathematics 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong
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