Related papers: Wasserstein Identity Testing
This paper considers a security constrained dispatch problem involving generation and line contingencies in the presence of the renewable generation. The uncertainty due to renewables is modeled using joint chance-constraint and the…
Motivated by the question of data quantization and "binning," we revisit the problem of identity testing of discrete probability distributions. Identity testing (a.k.a. one-sample testing), a fundamental and by now well-understood problem…
We introduce a principled way of computing the Wasserstein distance between two distributions in a federated manner. Namely, we show how to estimate the Wasserstein distance between two samples stored and kept on different devices/clients…
Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…
Generative adversarial nets (GANs) and variational auto-encoders have significantly improved our distribution modeling capabilities, showing promise for dataset augmentation, image-to-image translation and feature learning. However, to…
We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…
In the past couple of years, various approaches to representing and quantifying different types of predictive uncertainty in machine learning, notably in the setting of classification, have been proposed on the basis of second-order…
Diffusion models have become the most popular approach to deep generative modeling of images, largely due to their empirical performance and reliability. From a theoretical standpoint, a number of recent works have studied the iteration…
We study a variety of Wasserstein distributionally robust optimization (WDRO) problems where the distributions in the ambiguity set are chosen by constraining their Wasserstein discrepancies to the empirical distribution. Using the notion…
Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…
We describe an application of Wasserstein distance to Reinforcement Learning. The Wasserstein distance in question is between the distribution of mappings of trajectories of a policy into some metric space, and some other fixed distribution…
As a natural approach to modeling system safety conditions, chance constraint (CC) seeks to satisfy a set of uncertain inequalities individually or jointly with high probability. Although a joint CC offers stronger reliability certificate,…
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…
We study the problem of quantifying how far an empirical distribution deviates from Gaussianity under the framework of optimal transport. By exploiting the cone geometry of the relative translation invariant quadratic Wasserstein space, we…
This paper is concerned by statistical inference problems from a data set whose elements may be modeled as random probability measures such as multiple histograms or point clouds. We propose to review recent contributions in statistics on…
Clustering is a data analysis method for extracting knowledge by discovering groups of data called clusters. Among these methods, state-of-the-art density-based clustering methods have proven to be effective for arbitrary-shaped clusters.…
We study the problem of robust distribution estimation under the Wasserstein distance, a popular discrepancy measure between probability distributions rooted in optimal transport (OT) theory. Given $n$ samples from an unknown distribution…
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…
Resource-efficiently computing representations of probability distributions and the distances between them while only having access to the samples is a fundamental and useful problem across mathematical sciences. In this paper, we propose a…
Deep neural networks (DNNs) are known to be vulnerable to adversarial attacks that would trigger misclassification of DNNs but may be imperceptible to human perception. Adversarial defense has been an important way to improve the robustness…