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Wasserstein distances are increasingly used in a wide variety of applications in machine learning. Sliced Wasserstein distances form an important subclass which may be estimated efficiently through one-dimensional sorting operations. In…

Machine Learning · Statistics 2019-04-08 Mark Rowland , Jiri Hron , Yunhao Tang , Krzysztof Choromanski , Tamas Sarlos , Adrian Weller

While many Machine Learning methods were developed or transposed on Riemannian manifolds to tackle data with known non Euclidean geometry, Optimal Transport (OT) methods on such spaces have not received much attention. The main OT tool on…

Machine Learning · Computer Science 2024-03-12 Clément Bonet , Lucas Drumetz , Nicolas Courty

In this paper, we provide sufficient conditions for the existence of the invariant distribution and for subgeometric rates of convergence in Wasserstein distance for general state-space Markov chains which are (possibly) not irreducible.…

Probability · Mathematics 2015-07-15 Alain Durmus , Gersende Fort , Eric Moulines

In this note we determine the first two derivatives of the classical Boltzmann-Shannon entropy of the conjugate heat equation on general evolving manifolds. Based on the second derivative of the Boltzmann-Shannon entropy, we construct…

Differential Geometry · Mathematics 2014-08-21 Hongxin Guo , Robert Philipowski , Anton Thalmaier

We propose a new minimum-distance estimator for linear random coefficient models. This estimator integrates the recently advanced sliced Wasserstein distance with the nearest neighbor methods, both of which enhance computational efficiency.…

Statistics Theory · Mathematics 2025-04-25 Keunwoo Lim , Ting Ye , Fang Han

Michor and Mumford showed that the mean curvature flow is a gradient flow on a Riemannian structure with a degenerate geodesic distance. It is also known to destroy the uniform density of gridpoints on the evolving surfaces. We introduce a…

Analysis of PDEs · Mathematics 2018-09-18 Wenhui Shi , Dmitry Vorotnikov

Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…

Probability · Mathematics 2011-05-20 Karl-Theodor Sturm

We derive a relation between the dissipation in a stochastic dynamics and the Wasserstein distance. We show that the minimal amount of dissipation required to transform an initial state to a final state during a diffusion process is given…

Statistical Mechanics · Physics 2019-12-19 Andreas Dechant , Yohei Sakurai

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

Numerical Analysis · Mathematics 2016-09-29 Jonathan Zinsl , Daniel Matthes

Covariate shift arises when covariate distributions differ between source and target populations while the conditional distribution of the response remains invariant, and it underlies problems in missing data and causal inference. We…

Methodology · Statistics 2026-01-13 Junjun Lang , Qiong Zhang , Yukun Liu

Let $\varUpsilon$ be the configuration space over a complete and separable metric base space, endowed with the Poisson measure $\pi$. We study the geometry of $\varUpsilon$ from the point of view of optimal transport and Ricci-lower bounds.…

Probability · Mathematics 2025-01-22 Lorenzo Dello Schiavo , Ronan Herry , Kohei Suzuki

In this survey paper, we give an overview of our recent works on the study of the $W$-entropy for the heat equation associated with the Witten Laplacian on super-Ricci flows and the Langevin deformation on Wasserstein space over Riemannian…

Differential Geometry · Mathematics 2017-10-17 Songzi Li , Xiang-Dong Li

For a class of (non-symmetric) diffusion processes on a length space, which in particular include the (reflecting) diffusion processes on a connected compact Riemannian manifold, the exact convergence rate is derived for $({\mathbb E}…

Probability · Mathematics 2024-08-20 Feng-Yu Wang , Bingyao Wu , Jie-Xiang Zhu

Motivated by the statistical and computational challenges of computing Wasserstein distances in high-dimensional contexts, machine learning researchers have defined modified Wasserstein distances based on computing distances between…

Probability · Mathematics 2022-06-02 Jiaqi Xi , Jonathan Niles-Weed

In this paper, we prove a general maximum principle for the time dependent Lichnerowicz heat equation on symmetric tensors coupled with the Ricci flow on complete Riemannian manifolds. As an application we construct complete manifolds with…

Differential Geometry · Mathematics 2007-05-23 Lei Ni

In this paper, we consider the convergence rate with respect to Wasserstein distance in the invariance principle for deterministic nonuniformly hyperbolic systems, where both discrete time systems and flows are included. Our results apply…

Dynamical Systems · Mathematics 2023-01-04 Zhenxin Liu , Zhe Wang

Many studies have been conducted on flows of probability measures, often in terms of gradient flows. We utilize a generalized notion of derivatives with respect to time to model the instantaneous evolution of empirically observed…

Methodology · Statistics 2021-09-16 Yaqing Chen , Hans-Georg Müller

Measure contraction properties are generalizations of the notion of Ricci curvature lower bounds in Riemannian geometry to more general metric measure spaces. In this paper, we give sufficient conditions for a Sasakian manifold equipped…

Differential Geometry · Mathematics 2014-11-11 Paul W. Y. Lee , Chengbo Li , Igor Zelenko

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…

Optimization and Control · Mathematics 2020-10-30 Lenaic Chizat , Pierre Roussillon , Flavien Léger , François-Xavier Vialard , Gabriel Peyré

We study existence and long-time behavior of weak solutions to a thin-film equation with a confinement potential and a second-order degenerate diffusion term. It is known that in absence of second order effects, solutions for general…

Analysis of PDEs · Mathematics 2025-05-14 Christian Parsch
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