Related papers: Orthogonal Estimation of Wasserstein Distances
The quantum Wasserstein distance (W-distance) is a fundamental metric for quantifying the distinguishability of quantum operations, with critical applications in quantum error correction. However, computing the W-distance remains…
Spherical Sliced-Wasserstein (SSW) has recently been proposed to measure the discrepancy between spherical data distributions in various fields, such as geology, medical domains, computer vision, and deep representation learning. However,…
Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this…
This paper addresses a new active learning strategy for regression problems. The presented Wasserstein active regression model is based on the principles of distribution-matching to measure the representativeness of the labeled dataset. The…
The theory of optimal transport of probability measures has wide-ranging applications across a number of different fields, including concentration of measure, machine learning, Markov chains, and economics. The generalisation of optimal…
Over the last 25 years, techniques based on drift and minorization (d&m) have been mainstays in the convergence analysis of MCMC algorithms. However, results presented herein suggest that d&m may be less useful in the emerging area of…
We propose a new statistical model, the spiked transport model, which formalizes the assumption that two probability distributions differ only on a low-dimensional subspace. We study the minimax rate of estimation for the Wasserstein…
Contemporary color difference (CD) measures for photographic images typically operate by comparing co-located pixels, patches in a ``perceptually uniform'' color space, or features in a learned latent space. Consequently, these measures…
We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions. By applying the method of Lagrange multipliers to the dynamic formulation of the optimal…
Distance measures between graphs are important primitives for a variety of learning tasks. In this work, we describe an unsupervised, optimal transport based approach to define a distance between graphs. Our idea is to derive…
The convergence rate in Wasserstein distance is estimated for empirical measures of ergodic Markov processes, and the estimate can be sharp in some specific situations. The main result is applied to subordinations of typical models excluded…
We use Stein's method to bound the Wasserstein distance of order $2$ between a measure $\nu$ and the Gaussian measure using a stochastic process $(X_t)_{t \geq 0}$ such that $X_t$ is drawn from $\nu$ for any $t > 0$. If the stochastic…
This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If…
This note is a continuation of the author's previous work on "Sharp bounds for the max-sliced Wasserstein distance." We use the same technique to obtain an upper bound for the expected max-sliced 2-Wasserstein distance between a compactly…
Deep metric learning employs deep neural networks to embed instances into a metric space such that distances between instances of the same class are small and distances between instances from different classes are large. In most existing…
The adapted Wasserstein distance controls the calibration errors of optimal values in various stochastic optimization problems, pricing and hedging problems, optimal stopping problems, etc. However, statistical aspects of the adapted…
A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…
We introduce a new class of Wasserstein-type distances specifically designed to tackle questions concerning stability and convergence to equilibria for kinetic equations. Thanks to these new distances, we improve some classical estimates by…
This paper will introduce a family of sliced Wasserstein geodesics which are not standard Wasserstein geodesics, objects yet to be discovered in the literature. These objects exhibit how the geometric structure of the Sliced Wasserstein…
Persistence diagrams (PDs) play a key role in topological data analysis (TDA), in which they are routinely used to describe topological properties of complicated shapes. PDs enjoy strong stability properties and have proven their utility in…