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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

Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…

Machine Learning · Statistics 2026-05-20 Peter Matthew Jacobs , Jeff M. Phillips

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

Machine Learning · Statistics 2026-02-05 Ferdinand Genans , Olivier Wintenberger

Gaussian smoothed sliced Wasserstein distance has been recently introduced for comparing probability distributions, while preserving privacy on the data. It has been shown, in applications such as domain adaptation, to provide performances…

Machine Learning · Computer Science 2021-10-22 Alain Rakotomamonjy , Mokhtar Z. Alaya , Maxime Berar , Gilles Gasso

Regression loss design is an essential topic for oriented object detection. Due to the periodicity of the angle and the ambiguity of width and height definition, traditional L1-distance loss and its variants have been suffered from the…

Computer Vision and Pattern Recognition · Computer Science 2023-12-13 Yuke Zhu , Yumeng Ruan , Zihua Xiong , Sheng Guo

We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…

Operator Algebras · Mathematics 2015-03-13 Francesco D'Andrea , Pierre Martinetti

The Wasserstein distance has been an attractive tool in many fields. But due to its high computational complexity and the phenomenon of the curse of dimensionality in empirical estimation, various extensions of the Wasserstein distance have…

Statistics Theory · Mathematics 2022-09-07 Xianliang Xu , Zhongyi Huang

While statistical modeling of distributional data has gained increased attention, the case of multivariate distributions has been somewhat neglected despite its relevance in various applications. This is because the Wasserstein distance,…

Methodology · Statistics 2025-10-21 Han Chen , Yidong Zhou , Hans-Georg Müller

Minimum expected distance estimation (MEDE) algorithms have been widely used for probabilistic models with intractable likelihood functions and they have become increasingly popular due to their use in implicit generative modeling (e.g.…

Machine Learning · Statistics 2020-03-25 Kimia Nadjahi , Alain Durmus , Umut Şimşekli , Roland Badeau

We propose a framework, named Aggregated Wasserstein, for computing a dissimilarity measure or distance between two Hidden Markov Models with state conditional distributions being Gaussian. For such HMMs, the marginal distribution at any…

Machine Learning · Computer Science 2017-11-21 Yukun Chen , Jianbo Ye , Jia Li

Applications such as unbalanced and fully shuffled regression can be approached by optimizing regularized optimal transport (OT) distances, such as the entropic OT and Sinkhorn distances. A common approach for this optimization is to use a…

Numerical Analysis · Mathematics 2024-10-22 Xingjie Li , Fei Lu , Molei Tao , Felix X. -F. Ye

Finding meaningful distances between high-dimensional data samples is an important scientific task. To this end, we propose a new tree-Wasserstein distance (TWD) for high-dimensional data with two key aspects. First, our TWD is specifically…

Machine Learning · Computer Science 2025-02-25 Ya-Wei Eileen Lin , Ronald R. Coifman , Gal Mishne , Ronen Talmon

Wasserstein Generative Adversarial Networks (WGANs) are the popular generative models built on the theory of Optimal Transport (OT) and the Kantorovich duality. Despite the success of WGANs, it is still unclear how well the underlying OT…

Machine Learning · Computer Science 2023-01-10 Alexander Korotin , Alexander Kolesov , Evgeny Burnaev

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.…

Optimization and Control · Mathematics 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

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

Matching a source to a target probability measure is often solved by instantiating a linear optimal transport (OT) problem, parameterized by a ground cost function that quantifies discrepancy between points. When these measures live in the…

Machine Learning · Computer Science 2023-11-27 Othmane Sebbouh , Marco Cuturi , Gabriel Peyré

We propose a new approach for unsupervised alignment of heterogeneous datasets, which maps data from two different domains without any known correspondences to a common metric space. Our method is based on an unbalanced optimal transport…

Machine Learning · Computer Science 2025-05-14 Florian Beier , Moritz Piening , Robert Beinert , Gabriele Steidl

We provide an analysis of the squared Wasserstein-2 ($W_2$) distance between two probability distributions associated with two stochastic differential equations (SDEs). Based on this analysis, we propose the use of a squared $W_2$…

Probability · Mathematics 2024-01-23 Mingtao Xia , Xiangting Li , Qijing Shen , Tom Chou

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

We introduce a theoretical framework for performing statistical tasks---including, but not limited to, averaging and principal component analysis---on the space of (possibly asymmetric) matrices with arbitrary entries and sizes. This is…

Metric Geometry · Mathematics 2020-04-24 Samir Chowdhury , Tom Needham