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We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…

Computation · Statistics 2019-08-06 Jialin Liu , Wotao Yin , Wuchen Li , Yat Tin Chow

Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…

Data Structures and Algorithms · Computer Science 2019-06-04 Arun Jambulapati , Aaron Sidford , Kevin Tian

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…

Machine Learning · Computer Science 2023-11-27 Clément Bonet

The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…

Machine Learning · Statistics 2023-03-02 Sloan Nietert , Rachel Cummings , Ziv Goldfeld

Defining meaningful distances between samples in a dataset is a fundamental problem in machine learning. Optimal Transport (OT) lifts a distance between features (the "ground metric") to a geometrically meaningful distance between samples.…

Machine Learning · Statistics 2022-07-20 Geert-Jan Huizing , Laura Cantini , Gabriel Peyré

Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…

Statistics Theory · Mathematics 2024-03-01 Yiming Ma , Hang Liu , Davide La Vecchia , Metthieu Lerasle

Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…

Machine Learning · Computer Science 2020-02-21 Marin Ballu , Quentin Berthet , Francis Bach

Full waveform inversion is a successful procedure for determining properties of the earth from surface measurements in seismology. This inverse problem is solved by a PDE constrained optimization where unknown coefficients in a computed…

Geophysics · Physics 2016-04-19 Bjorn Engquist , Brittany D. Froese , Yunan Yang

Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…

Machine Learning · Statistics 2019-06-26 Yujia Xie , Xiangfeng Wang , Ruijia Wang , Hongyuan Zha

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

Numerical Analysis · Mathematics 2022-10-31 Gang Bao , Yixuan Zhang

Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…

Machine Learning · Computer Science 2026-03-03 Philip Naumann , Jacob Kauffmann , Grégoire Montavon

We propose using the Wasserstein loss for training in inverse problems. In particular, we consider a learned primal-dual reconstruction scheme for ill-posed inverse problems using the Wasserstein distance as loss function in the learning.…

Computer Vision and Pattern Recognition · Computer Science 2017-10-31 Jonas Adler , Axel Ringh , Ozan Öktem , Johan Karlsson

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

Machine Learning · Computer Science 2019-09-04 François-Pierre Paty , Marco Cuturi

Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…

Optimization and Control · Mathematics 2023-03-02 Yiling Xie , Yiling Luo , Xiaoming Huo

We propose a new algorithm that uses an auxiliary neural network to express the potential of the optimal transport map between two data distributions. In the sequel, we use the aforementioned map to train generative networks. Unlike WGANs,…

Machine Learning · Computer Science 2020-04-21 Vaios Laschos , Jan Tinapp , Klaus Obermayer

Existing approaches to depth or disparity estimation output a distribution over a set of pre-defined discrete values. This leads to inaccurate results when the true depth or disparity does not match any of these values. The fact that this…

Computer Vision and Pattern Recognition · Computer Science 2021-03-30 Divyansh Garg , Yan Wang , Bharath Hariharan , Mark Campbell , Kilian Q. Weinberger , Wei-Lun Chao

We introduce a novel optimal transport framework for probabilistic circuits (PCs). While it has been shown recently that divergences between distributions represented as certain classes of PCs can be computed tractably, to the best of our…

Artificial Intelligence · Computer Science 2025-10-16 Adrian Ciotinga , YooJung Choi

Full waveform inversion (FWI) is an important and popular technique in subsurface earth property estimation. However, using the least-squares norm in the misfit function often leads to the local minimum solution of the optimization problem,…

Numerical Analysis · Mathematics 2021-04-06 Da Li , Michael P. Lamoureux , Wenyuan Liao

We use Wasserstein distances to characterize and study probabilistic frames. Adapting results from Olkin and Pukelsheim, from Gelbrich and from Cuesta-Albertos, Matran-Bea and Tuero-Diaz to frame operators, we show that the sets of…

Probability · Mathematics 2025-06-18 Dongwei Chen , Martin Schmoll
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