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We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

Optimization and Control · Mathematics 2024-06-18 Nicolas Lanzetti , Antonio Terpin , Florian Dörfler

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

Machine Learning · Computer Science 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability measures supported on finitely many points, we derive…

Methodology · Statistics 2017-04-27 Max Sommerfeld , Axel Munk

We consider problems of estimation of structured covariance matrices, and in particular of matrices with a Toeplitz structure. We follow a geometric viewpoint that is based on some suitable notion of distance. To this end, we overview and…

Optimization and Control · Mathematics 2011-10-18 Lipeng Ning , Xianhua Jiang , Tryphon Georgiou

Scientific datasets often have hierarchical structure: for example, in surveys, individual participants (samples) might be grouped at a higher level (units) such as their geographical region. In these settings, the interest is often in…

Machine Learning · Computer Science 2024-06-06 Fynn Bachmann , Philipp Hennig , Dmitry Kobak

For any finite point set in $D$-dimensional space equipped with the 1-norm, we present random linear embeddings to $k$-dimensional space, with a new metric, having the following properties. For any pair of points from the point set that are…

Probability · Mathematics 2020-11-09 Michael P. Casey

Ensembling word embeddings to improve distributed word representations has shown good success for natural language processing tasks in recent years. These approaches either carry out straightforward mathematical operations over a set of…

Computation and Language · Computer Science 2018-08-14 James O' Neill , Danushka Bollegala

We prove that the space of persistence diagrams on $n$ points (with the bottleneck or a Wasserstein distance) coarsely embeds into Hilbert space by showing it is of asymptotic dimension $2n$. Such an embedding enables utilisation of Hilbert…

Metric Geometry · Mathematics 2021-10-22 Atish Mitra , Žiga Virk

We consider the problem of reconstructing an embedding of a compact connected Riemannian manifold in a Euclidean space up to an almost isometry, given the information on intrinsic distances between points from its ``sufficiently large''…

Optimization and Control · Mathematics 2024-01-26 Nikita Puchkin , Vladimir Spokoiny , Eugene Stepanov , Dario Trevisan

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

Machine Learning · Statistics 2022-10-18 Veit D. Wild , Robert Hu , Dino Sejdinovic

This paper studies iterative schemes for measure transfer and approximation problems, which are defined through a slicing-and-matching procedure. Similar to the sliced Wasserstein distance, these schemes benefit from the availability of…

Numerical Analysis · Mathematics 2026-03-17 Shiying Li , Caroline Moosmueller , Yongzhe Wang

Estimating a $d$-dimensional distribution $\mu$ by the empirical measure $\hat{\mu}_n$ of its samples is an important task in probability theory, statistics and machine learning. It is well known that $\mathbb{E}[\mathcal{W}_p(\hat{\mu}_n,…

Probability · Mathematics 2026-03-24 Martin Larsson , Jonghwa Park , Johannes Wiesel

In this paper, we address the classification of instances each characterized not by a singular point, but by a distribution on a vector space. We employ the Wasserstein metric to measure distances between distributions, which are then used…

Machine Learning · Statistics 2024-05-27 Jia Li , Lin Lin

Different machine learning models can represent the same underlying concept in different ways. This variability is particularly valuable for in-the-wild multimodal retrieval, where the objective is to identify the corresponding…

Information Retrieval · Computer Science 2025-06-11 Fan Xu , Luis A. Leiva

A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…

Methodology · Statistics 2018-12-20 Alexander Petersen , Hans-Georg Müller

Consider the sum of the first $N$ eigenspaces for the Laplacian on a Riemannian manifold. A basis for this space determines a map to Euclidean space and for $N$ sufficiently large the map is an embedding. In analogy with a fruitful idea of…

Differential Geometry · Mathematics 2014-04-30 Eric Potash

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

Wasserstein metrics are increasingly being used as similarity scores for images treated as discrete measures on a grid, yet their behavior under noise remains poorly understood. In this work, we consider the sensitivity of the signed…

Statistics Theory · Mathematics 2026-05-19 Erik Lager , Gilles Mordant , Amit Moscovich

Construction of ambiguity set in robust optimization relies on the choice of divergences between probability distributions. In distribution learning, choosing appropriate probability distributions based on observed data is critical for…

Machine Learning · Statistics 2017-05-24 Xin Guo , Johnny Hong , Nan Yang

Hyperbolic space is a natural setting for mining and visualizing data with hierarchical structure. In order to compute a hyperbolic embedding from comparison or similarity information, one has to solve a hyperbolic distance geometry…

Machine Learning · Computer Science 2020-09-14 Puoya Tabaghi , Ivan Dokmanić