Related papers: Optimal properties of the canonical tight probabil…
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…
The Wasserstein barycenter problem seeks a probability measure that minimizes the weighted average of the Wasserstein distances to a given collection of probability measures. We study the discrete setting, where each measure has finite…
Borel probability measures living on metric spaces are fundamental mathematical objects. There are several meaningful distance functions that make the collection of the probability measures living on a certain space a metric space. We are…
Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…
In this paper we introduce a new probabilistic model for optimizing erasures occurring in data transmission using Parseval frames and a sequence of Bernoulli random variables associated to the channels of the transmission. We establish…
We investigate properties of some extensions of a class of Fourier-based probability metrics, originally introduced to study convergence to equilibrium for the solution to the spatially homogeneous Boltzmann equation. At difference with the…
A common way to discretize a probability measure is to use an empirical measure as a discrete approximation. But how far from being optimal is this approximation in the p-Wasserstein distance? In this paper, we study this question in two…
Discrete Wasserstein barycenters correspond to optimal solutions of transportation problems for a set of probability measures with finite support. Discrete barycenters are measures with finite support themselves and exhibit two favorable…
Finite unit norm tight frames provide Parseval-like decompositions of vectors in terms of redundant components of equal weight. They are known to be exceptionally robust against additive noise and erasures, and as such, have great potential…
Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…
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…
We present a PAC-Bayes-style generalization bound which enables the replacement of the KL-divergence with a variety of Integral Probability Metrics (IPM). We provide instances of this bound with the IPM being the total variation metric and…
We consider the problem of finding the infimum, over probability measures being in a ball defined by Wasserstein distance, of the expected value of a bounded Lipschitz random variable on $\mathbf{R}^d$. We show that if the $\sigma-$algebra…
Wasserstein distance induces a natural Riemannian structure for the probabilities on the Euclidean space. This insight of classical transport theory is fundamental for tremendous applications in various fields of pure and applied…
A Parseval frame is a spanning set for a Hilbert space which satisfies the Parseval identity: a vector can be expressed as a linear combination of the frame whose coefficients are inner products with the frame vectors. There is considerable…
A family of Parseval periodic wavelet frames is constructed. The family has optimal time-frequency localization (in the sense of the Breitenberger uncertainty constant) with respect to a family parameter and it has the best currently known…
We introduce a weak notion of barycenter of a probability measure $\mu$ on a metric measure space $(X, d, {\bf m})$, with the metric $d$ and reference measure ${\bf m}$. Under the assumption that optimal transport plans are given by…
This paper investigates two parameters that measure the coherence of a frame: worst-case and average coherence. We first use worst-case and average coherence to derive near-optimal probabilistic guarantees on both sparse signal detection…
We investigate the optimal configurations of n points on the unit sphere for a class of potential functions. In particular, we characterize these optimal configurations in terms of their approximation properties within frame theory.…
Scalable frames are frames with the property that the frame vectors can be rescaled resulting in tight frames. However, if a frame is not scalable, one has to aim for an approximate procedure. For this, in this paper we introduce three…