Related papers: Matricial Wasserstein-1 Distance
We study the weighted total variation distance between probability measures. Using Fourier-analytic tools, we present estimates in terms of Wasserstein distances between the respective probabilities, under appropriate smoothness and moment…
The quantum Wasserstein distance (W-distance) is a fundamental metric for quantifying the distinguishability of quantum operations, with critical applications in quantum error correction. However, computing the W-distance remains…
Computing the infinity Wasserstein distance and retrieving projections of a probability measure onto a closed subset of probability measures are critical sub-problems in various applied fields. However, the practical applicability of these…
Gaussian mixture models (GMMs) are widely used in machine learning for tasks such as clustering, classification, image reconstruction, and generative modeling. A key challenge in working with GMMs is defining a computationally efficient and…
The metric $d(A,B)=\left[ \tr\, A+\tr\, B-2\tr(A^{1/2}BA^{1/2})^{1/2}\right]^{1/2}$ on the manifold of $n\times n$ positive definite matrices arises in various optimisation problems, in quantum information and in the theory of optimal…
Motivated by the 2D class averaging problem in single-particle cryo-electron microscopy (cryo-EM), we present a k-means algorithm based on a rotationally-invariant Wasserstein metric for images. Unlike existing methods that are based on…
In this paper, we define the generalized Wasserstein distance for sets of Borel probability measures and demonstrate that the weak convergence of sublinear expectations can be characterized by means of this distance.
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,…
Optimal transport (OT) and the related Wasserstein metric (W) are powerful and ubiquitous tools for comparing distributions. However, computing pairwise Wasserstein distances rapidly becomes intractable as cohort size grows. An attractive…
We present a general duality result for Wasserstein distributionally robust optimization that holds for any Kantorovich transport cost, measurable loss function, and nominal probability distribution. Assuming an interchangeability principle…
The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…
We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…
In noncommutative geometry, Connes's spectral distance is an extended metric on the state space of a C*-algebra generalizing Kantorovich's dual formula of the Wasserstein distance of order 1 from optimal transport. It is expressed as a…
With the increasing availability of data objects in the form of probability distributions, there is a growing need for statistical methods tailored to distributional data. Distance measures, especially the pairwise distance matrix between…
We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…
We consider problems of estimation of structured covariance matrices, and in particular of matrices with a Toeplitz structure. We follow a geometric viewpoint that is based on some suitable notion of distance. To this end, we overview and…
The transportation $\mathrm{L}^p$ distance, denoted $\mathrm{TL}^p$, has been proposed as a generalisation of Wasserstein $\mathrm{W}^p$ distances motivated by the property that it can be applied directly to colour or multi-channelled…
1. Complex systems of moving and interacting objects are ubiquitous in the natural and social sciences. Predicting their behavior often requires models that mimic these systems with sufficient accuracy, while accounting for their inherent…
Probability distributions play a central role in quantum mechanics, and even more so in quantum optics with its rich diversity of theoretically conceivable and experimentally accessible quantum states of light. Quantifiers that compare two…
The Wasserstein distance is a metric on a space of probability measures that has seen a surge of applications in statistics, machine learning, and applied mathematics. However, statistical aspects of Wasserstein distances are bottlenecked…