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We propose a new unsupervised anomaly detection method based on the sliced-Wasserstein distance for training data selection in machine learning approaches. Our filtering technique is interesting for decision-making pipelines deploying…

Machine Learning · Computer Science 2025-04-18 Julien Pallage , Antoine Lesage-Landry

This work characterizes, analytically and numerically, two major effects of the quadratic Wasserstein ($W_2$) distance as the measure of data discrepancy in computational solutions of inverse problems. First, we show, in the…

Numerical Analysis · Mathematics 2020-06-24 Bjorn Engquist , Kui Ren , Yunan Yang

Persistence diagrams are a useful tool from topological data analysis which can be used to provide a concise description of a filtered topological space. What makes them even more useful in practice is that they come with a notion of a…

Computational Geometry · Computer Science 2018-11-05 Jesse J. Berwald , Joel M. Gottlieb , Elizabeth Munch

The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…

Optimization and Control · Mathematics 2025-10-10 Beatrice Acciaio , Songyan Hou , Gudmund Pammer

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

For a class of variational problems with linear differential operator, we obtain a convenient form of the deviation identity, i.e., the value of the distance between approximated solutions and the exact ones. We illustrate the result with…

Analysis of PDEs · Mathematics 2025-05-14 Kseniya Darovskaya

We study the use of a learned forward operator in the inverse problem of photoacoustic tomography. The Fourier neural operator to approximate the photoacoustic wave propagation is used. Further, the inverse problem is solved using a…

Computational Physics · Physics 2026-03-24 Karoliina Puronhaara , Teemu Sahlström , Andreas Hauptmann , Tanja Tarvainen

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

Optimization and Control · Mathematics 2020-06-15 Julie Delon , Agnes Desolneux

The geometry of dynamical systems estimated from trajectory data is a major challenge for machine learning applications. Koopman and transfer operators provide a linear representation of nonlinear dynamics through their spectral…

Machine Learning · Statistics 2025-09-30 Thibaut Germain , Rémi Flamary , Vladimir R. Kostic , Karim Lounici

Wasserstein Discriminant Analysis (WDA) is a new supervised method that can improve classification of high-dimensional data by computing a suitable linear map onto a lower dimensional subspace. Following the blueprint of classical Linear…

Machine Learning · Statistics 2018-09-21 Rémi Flamary , Marco Cuturi , Nicolas Courty , Alain Rakotomamonjy

We study the problem of optimal transport in tropical geometry and define the Wasserstein-$p$ distances in the continuous metric measure space setting of the tropical projective torus. We specify the tropical metric -- a combinatorial…

Optimization and Control · Mathematics 2021-05-18 Wonjun Lee , Wuchen Li , Bo Lin , Anthea Monod

This paper explores a novel connection between two areas: shape analysis of surfaces and unbalanced optimal transport. Specifically, we characterize the square root normal field (SRNF) shape distance as the pullback of the…

Differential Geometry · Mathematics 2022-02-22 Martin Bauer , Emmanuel Hartman , Eric Klassen

Leveraging the Wasserstein distance -- a summation of sample-wise transport distances in data space -- is advantageous in many applications for measuring support differences between two underlying density functions. However, when supports…

Machine Learning · Computer Science 2025-11-18 Cheongjae Jang , Jonghyun Won , Soyeon Jun , Chun Kee Chung , Keehyoung Joo , Yung-Kyun Noh

We study the Wasserstein metric $W_p$, a notion of distance between two probability distributions, from the perspective of Fourier Analysis and discuss applications. In particular, we bound the Earth Mover Distance $W_1$ between the…

Classical Analysis and ODEs · Mathematics 2020-09-15 Stefan Steinerberger

We derive upper bounds on the generalization error of learning algorithms based on their \emph{algorithmic transport cost}: the expected Wasserstein distance between the output hypothesis and the output hypothesis conditioned on an input…

Machine Learning · Statistics 2018-11-09 Jingwei Zhang , Tongliang Liu , Dacheng Tao

Projecting the distance measures onto a low-dimensional space is an efficient way of mitigating the curse of dimensionality in the classical Wasserstein distance using optimal transport. The obtained maximized distance is referred to as…

Optimization and Control · Mathematics 2022-11-28 Bo Jiang , Ya-Feng Liu

Given two distributions $P$ and $S$ of equal total mass, the Earth Mover's Distance measures the cost of transforming one distribution into the other, where the cost of moving a unit of mass is equal to the distance over which it is moved.…

Computational Geometry · Computer Science 2023-02-20 Marc van Kreveld , Frank Staals , Amir Vaxman , Jordi Vermeulen

The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…

Optimization and Control · Mathematics 2018-02-07 Johan Karlsson , Axel Ringh

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

Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasserstein distances suffers from a severe curse of…

Statistics Theory · Mathematics 2020-01-28 Ziv Goldfeld , Kristjan Greenewald