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We introduce and study a novel model-selection strategy for Bayesian learning, based on optimal transport, along with its associated predictive posterior law: the Wasserstein population barycenter of the posterior law over models. We first…

Machine Learning · Statistics 2022-11-10 Julio Backhoff-Veraguas , Joaquin Fontbona , Gonzalo Rios , Felipe Tobar

Given a set of points in the Euclidean space $\mathbb{R}^\ell$ with $\ell>1$, the pairwise distances between the points are determined by their spatial location and the metric $d$ that we endow $\mathbb{R}^\ell$ with. Hence, the distance…

Computational Geometry · Computer Science 2024-08-23 Stefan Rass , Sandra König , Shahzad Ahmad , Maksim Goman

Wasserstein distances provide a metric on a space of probability measures. We consider the space $\Omega$ of all probability measures on the finite set $\chi = \{1, \dots ,n\}$ where $n$ is a positive integer. 1-Wasserstein distance,…

Probability · Mathematics 2021-04-21 Andrew Frohmader , Hans Volkmer

We study the barycenter of the Hellinger--Kantorovich metric over non-negative measures on compact, convex subsets of $\mathbb{R}^d$. The article establishes existence, uniqueness (under suitable assumptions) and equivalence between a…

Optimization and Control · Mathematics 2021-01-26 Gero Friesecke , Daniel Matthes , Bernhard Schmitzer

This paper considers the problem of estimating a matrix that encodes pairwise distances in a finite metric space (or, more generally, the edge weight matrix of a network) under the barycentric coding model (BCM) with respect to the…

Optimization and Control · Mathematics 2026-03-31 Rocío Díaz Martín , Ivan V. Medri , James M. Murphy

We study in this paper a variant of Wasserstein barycenter problem, which we refer to as tree-Wasserstein barycenter, by leveraging a specific class of ground metrics, namely tree metrics, for Wasserstein distance. Drawing on the tree…

Machine Learning · Statistics 2020-02-28 Tam Le , Viet Huynh , Nhat Ho , Dinh Phung , Makoto Yamada

In the 1980s, Kubo and Ando introduced operator means on $\mathbb{P}$, the open convex cone of positive definite operators. One significant example is the weighted geometric mean $$ A \sharp_{t} B = A^{1/2} (A^{-1/2} B A^{-1/2})^{t}…

Functional Analysis · Mathematics 2026-05-19 Sejong Kim , Vatsalkumar N. Mer

Given a metric pair $(X,A)$, i.e. a metric space $X$ and a distinguished closed set $A \subset X$, one may construct in a functorial way a pointed pseudometric space $\mathcal{D}_\infty(X,A)$ of persistence diagrams equipped with the…

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…

Metric Geometry · Mathematics 2026-05-12 Edivaldo Lopes dos Santos , Leandro Vicente Mauri , Washington Mio , Tom Needham

Given a collection of probability measures, a practitioner sometimes needs to find an "average" distribution which adequately aggregates reference distributions. A theoretically appealing notion of such an average is the Wasserstein…

A generalized unbalanced optimal transport distance ${\rm WB}_{\Lambda}$ on matrix-valued measures $\mathcal{M}(\Omega,\mathbb{S}_+^n)$ was defined in [arXiv:2011.05845] \`{a} la Benamou-Brenier, which extends the Kantorovich-Bures and the…

Numerical Analysis · Mathematics 2024-05-27 Bowen Li , Jun Zou

The aim of this paper is to derive explicit formulae for the Riemannian Bures metric on the manifold of (finite dimensional) nondegenerate density matrices. The computation of the Bures metric using the presented equations does not require…

Quantum Physics · Physics 2008-11-26 J. Dittmann

Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve…

Machine Learning · Statistics 2015-08-26 Marco Cuturi , Gabriel Peyré

We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…

Optimization and Control · Mathematics 2020-01-15 T. Ö. Çelik , A. Jamneshan , G. Montúfar , B. Sturmfels , L. Venturello

We extend Ando-Hiai's log-majorization for the weighted geometric mean of positive definite matrices into that for the Cartan barycenter in the general setting of probability measures on the Riemannian manifold of positive definite matrices…

Functional Analysis · Mathematics 2016-12-08 Fumio Hiai , Yongdo Lim

The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…

Probability · Mathematics 2026-04-14 Benjamin Seeger

We propose a unifying framework for generalising the Wasserstein-1 metric to a discrepancy measure between nonnegative measures of different mass. This generalization inherits the convexity and computational efficiency from the…

Optimization and Control · Mathematics 2018-03-13 Bernhard Schmitzer , Benedikt Wirth

Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…

Machine Learning · Statistics 2019-06-20 Andrés Hoyos-Idrobo

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

We propose a novel theoretical framework for barycentric interpolation, using concepts recently developed in mathematical physics. Generalized barycentric coordinates are defined similarly to Shepard's method, using positive geometries -…

Computational Geometry · Computer Science 2021-01-22 Márton Vaitkus