Related papers: 1-Wasserstein Distance on the Standard Simplex
Given a strictly increasing, continuous function $\vartheta:\R_+\to\R_+$, based on the cost functional $\int_{X\times X}\vartheta(d(x,y))\,d q(x,y)$, we define the $L^\vartheta$-Wasserstein distance $W_\vartheta(\mu,\nu)$ between…
We set up a general theory for a quantum Wasserstein distance of order 1 in an operator algebraic framework, extending recent work in finite dimensions. In addition, this theory applies not only to states, but also to channels, giving a…
In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…
Given any closed Riemannian manifold $M$, we construct a reversible diffusion process on the space ${\mathcal P}(M)$ of probability measures on $M$ that is (i) reversible w.r.t.~the entropic measure ${\mathbb P}^\beta$ on ${\mathcal P}(M)$,…
We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…
The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…
Let $X_t$ be the (reflecting) diffusion process generated by $L:=\Delta+\nabla V$ on a complete connected Riemannian manifold $M$ possibly with a boundary $\partial M$, where $V\in C^1(M)$ such that $\mu(d x):= e^{V(x)}d x$ is a probability…
We propose a variational approach to approximate measures with measures uniformly distributed over a 1 dimentional set. The problem consists in minimizing a Wasserstein distance as a data term with a regularization given by the length of…
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 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…
We define a modified Wasserstein distance for distribution clustering which inherits many of the properties of the Wasserstein distance but which can be estimated easily and computed quickly. The modified distance is the sum of two terms.…
It is well known that the quadratic Wasserstein distance $W_2 (\mathord{\boldsymbol{\cdot}}, \mathord{\boldsymbol{\cdot}})$ is formally equivalent, for infinitesimally small perturbations, to some weighted $H^{-1}$ homogeneous Sobolev norm.…
In this paper we propose tight upper and lower bounds for the Wasserstein distance between any two {{univariate continuous distributions}} with probability densities $p_1$ and $p_2$ having nested supports. These explicit bounds are…
In this paper, we define the generalized Wasserstein distance for sets of Borel probability measures and demonstrate that the weak convergence of sublinear expectations can be characterized by means of this distance.
We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…
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…
In this article, we represent the Wasserstein metric of order $p$, where $p\in [1,\infty)$, in terms of the comonotonicity copula, for the case of probability measures on $\R^d$, by revisiting existing results. In 1973, Vallender…
The Wasserstein distances $W_p$ ($p\geq 1$), defined in terms of solution to the Monge-Kantorovich problem, are known to be a useful tool to investigate transport equations. In particular, the Benamou-Brenier formula characterizes the…
We obtain explicit $p$-Wasserstein distance error bounds between the distribution of the multi-parameter MLE and the multivariate normal distribution. Our general bounds are given for possibly high-dimensional, independent and identically…
We study the possibility of defining a distance on the whole space of measures, with the property that the distance between two measures having the same mass is the Wasserstein distance, up to a scaling factor. We prove that, under very…