Related papers: Hypothesis Test and Confidence Analysis with Wasse…
We study the Wasserstein distance $W_2$ for Gaussian samples. We establish the exact rate of convergence $\sqrt{\log\log n/n}$ of the expected value of the $W_2$ distance between the empirical and true $c.d.f.$'s for the normal…
The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…
Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions. For group families, the procedure is to be implemented after preliminary…
We provide some non asymptotic bounds, with explicit constants, that measure the rate of convergence, in expected Wasserstein distance, of the empirical measure associated to an i.i.d. $N$-sample of a given probability distribution on…
Fairness testing evaluates whether a model satisfies a specified fairness criterion across different groups, yet most research has focused on classification models, leaving regression models underexplored. This paper introduces a framework…
We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…
Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…
The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…
We obtain an estimate for the expected subspace robust Wasserstein distance between any probability measure on the unit ball of a separable Hilbert space, and its empirical distribution from $n$ i.i.d. samples.
Bayesian inference typically requires the computation of an approximation to the posterior distribution. An important requirement for an approximate Bayesian inference algorithm is to output high-accuracy posterior mean and uncertainty…
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…
We derive central limit theorems for the Wasserstein distance between the empirical distributions of Gaussian samples. The cases are distinguished whether the underlying laws are the same or different. Results are based on the (quadratic)…
In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…
The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the autocovariance and cross-covariance are asymptotically…
The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…
The Wasserstein distance between mixing measures has come to occupy a central place in the statistical analysis of mixture models. This work proposes a new canonical interpretation of this distance and provides tools to perform inference on…
We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…
In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a…
We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…
Uniformity testing and the more general identity testing are well studied problems in distributional property testing. Most previous work focuses on testing under $L_1$-distance. However, when the support is very large or even continuous,…