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We consider in this paper the problem of sampling a high-dimensional probability distribution $\pi$ having a density with respect to the Lebesgue measure on $\mathbb{R}^d$, known up to a normalization constant $x \mapsto \pi(x)=…
We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…
We solve the Random Euclidean Matching problem with exponent 2 for the Gaussian distribution defined on the plane. Previous works by Ledoux and Talagrand determined the leading behavior of the average cost up to a multiplicative constant.…
Data represented by probability measures arise as empirical distributions, posterior distributions, and feature-based representations of complex objects. We study heterogeneity in a population of probability measures through the expected…
The consensus problem -- achieving agreement among a network of agents -- is a central theme in both theory and applications. Recently, this problem has been extended from Euclidean spaces to the space of probability measures, where the…
We investigate the average minimum cost of a bipartite matching, with respect to the squared Euclidean distance, between two samples of n i.i.d. random points on a bounded Lipschitz domain in the Euclidean plane, whose common law is…
The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…
The Wasserstein distance provides a notion of dissimilarities between probability measures, which has recent applications in learning of structured data with varying size such as images and text documents. In this work, we study the…
Consider a set of points sampled independently near a smooth compact submanifold of Euclidean space. We provide mathematically rigorous bounds on the number of sample points required to estimate both the dimension and the tangent spaces of…
The object of study in this paper is the expected $2$-Wasserstein distance between the empirical measures of several point processes and their respective limit. For this, the main tool developed is a smoothing procedure in Euclidean spaces…
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 Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…
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…
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,…
Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…
We investigate the average minimum cost of a bipartite matching between two samples of n independent random points uniformly distributed on a unit cube in d $\ge$ 3 dimensions, where the matching cost between two points is given by any…
This paper deals with the problem of quantifying the approximation a probability measure by means of an empirical (in a wide sense) random probability measure, depending on the first n terms of a sequence of random elements. In Section 2,…
We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent…
Embedding complex objects as vectors in low dimensional spaces is a longstanding problem in machine learning. We propose in this work an extension of that approach, which consists in embedding objects as elliptical probability…
Consider the empirical measure, $\hat{\mathbb{P}}_N$, associated to $N$ i.i.d. samples of a given probability distribution $\mathbb{P}$ on the unit interval. For fixed $\mathbb{P}$ the Wasserstein distance between $\hat{\mathbb{P}}_N$ and…