Related papers: Approximation of Wasserstein distance with Transsh…
Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…
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…
Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence…
We describe a simple deterministic near-linear time approximation scheme for uncapacitated minimum cost flow in undirected graphs with real edge weights, a problem also known as transshipment. Specifically, our algorithm takes as input a…
We introduce a new technique, which we call the boundary method, for solving semi-discrete optimal transport problems with a wide range of cost functions. The boundary method reduces the effective dimension of the problem, thus improving…
The challenge of describing model drift is an open question in unsupervised learning. It can be difficult to evaluate at what point an unsupervised model has deviated beyond what would be expected from a different sample from the same…
We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our…
We consider a general task called partial Wasserstein covering with the goal of providing information on what patterns are not being taken into account in a dataset (e.g., dataset used during development) compared with another dataset(e.g.,…
The main objective of this study is to propose an optimal transport based semi-supervised approach to learn from scarce labelled image data using deep convolutional networks. The principle lies in implicit graph-based transductive…
The Wasserstein barycenter is a geometric construct which captures the notion of centrality among probability distributions, and which has found many applications in machine learning. However, most algorithms for finding even an approximate…
We propose a projected Wasserstein gradient descent method (pWGD) for high-dimensional Bayesian inference problems. The underlying density function of a particle system of WGD is approximated by kernel density estimation (KDE), which faces…
In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…
In this thesis, we consider the Wasserstein barycenter problem of discrete probability measures from computational and statistical sides. The statistical focus is estimating the sample size of measures necessary to calculate an…
This short paper presents a general approach for computing robust Wasserstein barycenters of persistence diagrams. The classical method consists in computing assignment arithmetic means after finding the optimal transport plans between the…
The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that…
We introduce the Wasserstein Transform (WT), a general unsupervised framework for updating distance structures on given data sets with the purpose of enhancing features and denoising. Our framework represents each data point by a…
We define the quantum Wasserstein distance such that the optimization of the coupling is carried out over bipartite separable states rather than bipartite quantum states in general, and examine its properties. Surprisingly, we find that the…
We propose a new \cu{class-optimal} algorithm for the distributed computation of Wasserstein Barycenters over networks. Assuming that each node in a graph has a probability distribution, we prove that every node can reach the barycenter of…
We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…
Generalized Wasserstein distances allow to quantitatively compare two continuous or atomic mass distributions with equal or different total mass. In this paper, we propose four numerical methods for the approximation of three different…