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Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…

Machine Learning · Statistics 2019-08-23 Leon Bottou , Martin Arjovsky , David Lopez-Paz , Maxime Oquab

Wasserstein Discriminant Analysis (WDA) is a new supervised method that can improve classification of high-dimensional data by computing a suitable linear map onto a lower dimensional subspace. Following the blueprint of classical Linear…

Machine Learning · Statistics 2018-09-21 Rémi Flamary , Marco Cuturi , Nicolas Courty , Alain Rakotomamonjy

Optimal transport has been very successful for various machine learning tasks; however, it is known to suffer from the curse of dimensionality. Hence, dimensionality reduction is desirable when applied to high-dimensional data with…

Machine Learning · Statistics 2025-07-21 Jie Wang , March Boedihardjo , Yao Xie

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…

Issued from Optimal Transport, the Wasserstein distance has gained importance in Machine Learning due to its appealing geometrical properties and the increasing availability of efficient approximations. In this work, we consider the problem…

Machine Learning · Statistics 2022-02-21 Guillaume Staerman , Pierre Laforgue , Pavlo Mozharovskyi , Florence d'Alché-Buc

This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…

Computation · Statistics 2026-02-04 Van Chien Ta , Thi Mai Hong Chu , Minh-Ngoc Tran

Distributionally robust supervised learning (DRSL) is emerging as a key paradigm for building reliable machine learning systems for real-world applications -- reflecting the need for classifiers and predictive models that are robust to the…

Machine Learning · Computer Science 2022-01-26 Yaodong Yu , Tianyi Lin , Eric Mazumdar , Michael I. Jordan

The Optimal Transport (a.k.a. Wasserstein) distance is an increasingly popular similarity measure for rich data domains, such as images or text documents. This raises the necessity for fast nearest neighbor search algorithms according to…

Data Structures and Algorithms · Computer Science 2020-09-30 Arturs Backurs , Yihe Dong , Piotr Indyk , Ilya Razenshteyn , Tal Wagner

Quantifying how far the output of a learning algorithm is from its target is an essential task in machine learning. However, in quantum settings, the loss landscapes of commonly used distance metrics often produce undesirable outcomes such…

Quantum Physics · Physics 2022-07-07 Bobak Toussi Kiani , Giacomo De Palma , Milad Marvian , Zi-Wen Liu , Seth Lloyd

This paper studies the problem of computing a linear approximation of quadratic Wasserstein distance $W_2$. In particular, we compute an approximation of the negative homogeneous weighted Sobolev norm whose connection to Wasserstein…

Numerical Analysis · Mathematics 2022-03-02 Philip Greengard , Jeremy G. Hoskins , Nicholas F. Marshall , Amit Singer

A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…

Machine Learning · Statistics 2026-02-24 Yinan Hu , Esteban G. Tabak

Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…

Optimization and Control · Mathematics 2025-01-28 Tam Le , Jérôme Malick

This paper presents an efficient algorithm for the progressive approximation of Wasserstein barycenters of persistence diagrams, with applications to the visual analysis of ensemble data. Given a set of scalar fields, our approach enables…

Graphics · Computer Science 2019-10-10 Jules Vidal , Joseph Budin , Julien Tierny

We propose a new minimum-distance estimator for linear random coefficient models. This estimator integrates the recently advanced sliced Wasserstein distance with the nearest neighbor methods, both of which enhance computational efficiency.…

Statistics Theory · Mathematics 2025-04-25 Keunwoo Lim , Ting Ye , Fang Han

Recently, a Wasserstein-type distance for Gaussian mixture models has been proposed. However, that framework can only be generalized to identifiable mixtures of general elliptically contoured distributions whose components come from the…

Optimization and Control · Mathematics 2025-03-19 Keyu Chen , Zetian Wang , Yunxin Zhang

Learning well-separated features in high-dimensional spaces, such as text or image embeddings, is crucial for many machine learning applications. Achieving such separation can be effectively accomplished through the dispersion of…

Machine Learning · Computer Science 2025-08-27 Evgeniia Tokarchuk , Hua Chang Bakker , Vlad Niculae

We present the Fourier Sliced-Wasserstein (FSW) embedding - a novel method to embed multisets and measures over R^d into Euclidean space. Our proposed embedding approximately preserves the sliced Wasserstein distance on distributions,…

Machine Learning · Computer Science 2025-04-15 Tal Amir , Nadav Dym

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…

Statistics Theory · Mathematics 2022-05-10 Jie Wang , Rui Gao , Yao Xie

This work characterizes, analytically and numerically, two major effects of the quadratic Wasserstein ($W_2$) distance as the measure of data discrepancy in computational solutions of inverse problems. First, we show, in the…

Numerical Analysis · Mathematics 2020-06-24 Bjorn Engquist , Kui Ren , Yunan Yang

Consider a set of points sampled independently near a smooth compact submanifold of Euclidean space. We provide mathematically rigorous bounds on the number of sample points required to estimate both the dimension and the tangent spaces of…

Statistics Theory · Mathematics 2023-09-26 Uzu Lim , Harald Oberhauser , Vidit Nanda
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