Related papers: On the Bures-Wasserstein distance between positive…
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…
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…
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,…
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…
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…
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…
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}…
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…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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 -…