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Generating samples given a specific label requires estimating conditional distributions. We derive a tractable upper bound of the Wasserstein distance between conditional distributions to lay the theoretical groundwork to learn conditional…

Machine Learning · Statistics 2023-08-29 Young-geun Kim , Kyungbok Lee , Youngwon Choi , Joong-Ho Won , Myunghee Cho Paik

The Wasserstein distance on multivariate non-degenerate Gaussian densities is a Riemannian distance. After reviewing the properties of the distance and the metric geodesic, we present an explicit form of the Riemannian metrics on…

Statistics Theory · Mathematics 2018-09-25 Luigi Malagò , Luigi Montrucchio , Giovanni Pistone

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

Probability · Mathematics 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…

Analysis of PDEs · Mathematics 2022-05-02 Matthias Erbar , Dominik Forkert , Jan Maas , Delio Mugnolo

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

Statistics Theory · Mathematics 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao

We propose a mesoscopic modeling framework for optimal transportation networks with biological applications. The network is described in terms of a joint probability measure on the phase space of tensor-valued conductivity and position in…

Analysis of PDEs · Mathematics 2024-01-23 Jan Haskovec , Peter Markowich , Simone Portaro

Gromov--Wasserstein (GW) distances compare graphs, shapes, and point clouds through internal distances, without requiring a common coordinate system. This invariance is powerful, but discrete GW is a nonconvex quadratic optimal transport…

Machine Learning · Computer Science 2026-05-15 Ao Xu , Tieru Wu

We introduce dynamic and static formulations that formally extend unbalanced optimal transport from the space of positive densities to the space of Riemannian metrics. The first construction is based on a dynamic variational formulation in…

Differential Geometry · Mathematics 2026-05-27 Martin Bauer , Peter W. Michor , François-Xavier Vialard

We introduce a new method for training generative adversarial networks by applying the Wasserstein-2 metric proximal on the generators. The approach is based on Wasserstein information geometry. It defines a parametrization invariant…

Machine Learning · Computer Science 2021-02-16 Alex Tong Lin , Wuchen Li , Stanley Osher , Guido Montufar

In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…

Mathematical Physics · Physics 2016-10-11 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

In this paper we investigate the numerical approximation of an analogue of the Wasserstein distance for optimal transport on graphs that is defined via a discrete modification of the Benamou--Brenier formula. This approach involves the…

Numerical Analysis · Mathematics 2017-07-24 Matthias Erbar , Martin Rumpf , Bernhard Schmitzer , Stefan Simon

Generative Adversarial Networks (GANs) are one of the most practical methods for learning data distributions. A popular GAN formulation is based on the use of Wasserstein distance as a metric between probability distributions.…

Machine Learning · Computer Science 2018-05-23 Maziar Sanjabi , Jimmy Ba , Meisam Razaviyayn , Jason D. Lee

Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…

Machine Learning · Computer Science 2024-07-01 Vitaly Feldman , Audra McMillan , Satchit Sivakumar , Kunal Talwar

We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…

Machine Learning · Computer Science 2025-07-22 Raphaël Barboni , Gabriel Peyré , François-Xavier Vialard

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,…

Systems and Control · Electrical Eng. & Systems 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

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…

Machine Learning · Computer Science 2026-02-02 Binshuai Wang , Peng Wei

Given a family of probability measures in P(X), the space of probability measures on a Hilbert space X, our goal in this paper is to highlight one ore more curves in P(X) that summarize efficiently that family. We propose to study this…

Machine Learning · Statistics 2015-11-24 Vivien Seguy , Marco Cuturi

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

Variational inference (VI) can be cast as an optimization problem in which the variational parameters are tuned to closely align a variational distribution with the true posterior. The optimization task can be approached through vanilla…

Machine Learning · Computer Science 2025-04-24 Dai Hai Nguyen , Tetsuya Sakurai , Hiroshi Mamitsuka

Wasserstein gradient flow (WGF) is a common method to perform optimization over the space of probability measures. While WGF is guaranteed to converge to a first-order stationary point, for nonconvex functionals the converged solution does…

Optimization and Control · Mathematics 2025-09-23 Naoya Yamamoto , Juno Kim , Taiji Suzuki