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Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…
Comparing structured data from possibly different metric-measure spaces is a fundamental task in machine learning, with applications in, e.g., graph classification. The Gromov-Wasserstein (GW) discrepancy formulates a coupling between the…
By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…
It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…
An optimal transport path may be viewed as a geodesic in the space of probability measures under a suitable family of metrics. This geodesic may exhibit a tree-shaped branching structure in many applications such as trees, blood vessels,…
Modeling distributions on Riemannian manifolds is a crucial component in understanding non-Euclidean data that arises, e.g., in physics and geology. The budding approaches in this space are limited by representational and computational…
The analysis of manifold-valued data requires efficient tools from Riemannian geometry to cope with the computational complexity at stake. This complexity arises from the always-increasing dimension of the data, and the absence of…
We introduce dynamic and static formulations that formally extend unbalanced optimal transport from the space of positive densities to the space of Riemannian metrics. The first construction is based on a dynamic variational formulation in…
When we consider discretization of continuous probability distributions, it inevitably induces irreversible geometric distortion of local measure on the discretized support. While such discretziation-induced distortion is extrinsic to…
We investigate metric conditions that allow to prove existence and uniqueness of a map solving the Monge problem between two marginals in a metric (measure) space, proving two main results. Firstly, we introduce a nonsmooth version of the…
Comparing probability distributions is a fundamental problem in data sciences. Simple norms and divergences such as the total variation and the relative entropy only compare densities in a point-wise manner and fail to capture the geometric…
We study quasi-Newton methods from the viewpoint of information geometry induced associated with Bregman divergences. Fletcher has studied a variational problem which derives the approximate Hessian update formula of the quasi-Newton…
High-dimensional data with intrinsic low-dimensional structure is ubiquitous in machine learning and data science. While various approaches allow one to learn a data manifold with a Riemannian structure from finite samples, performing…
In this article we explore an algorithm for diffeomorphic random sampling of nonuniform probability distributions on Riemannian manifolds. The algorithm is based on optimal information transport (OIT)---an analogue of optimal mass transport…
We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous…
Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…
This article is an exposition on some recent theoretical advances in learning latent structured models, with a primary focus on the fundamental roles that optimal transport distances play in the statistical theory. We aim at what may be the…
A fundamental result of thermodynamic geometry is that the optimal, minimal-work protocol that drives a nonequilibrium system between two thermodynamic states in the slow-driving limit is given by a geodesic of the friction tensor, a…
Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…
Choosing the Fisher information as the metric tensor for a Riemannian manifold provides a powerful yet fundamental way to understand statistical distribution families. Distances along this manifold become a compelling measure of statistical…