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In this paper, a distance between the Gaussian Mixture Models(GMMs) is obtained based on an embedding of the K-component Gaussian Mixture Model into the manifold of the symmetric positive definite matrices. Proof of embedding of K-component…

Differential Geometry · Mathematics 2025-01-14 Amit Vishwakarma , KS Subrahamanian Moosath

Full--waveform inversion (FWI) is a method used to determine properties of the Earth from information on the surface. We use the squared Wasserstein distance (squared $W_2$ distance) as an objective function to invert for the velocity of…

Geophysics · Physics 2021-09-14 Srinath Mahankali

The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common…

Machine Learning · Computer Science 2021-02-16 Jung Hun Oh , Maryam Pouryahya , Aditi Iyer , Aditya P. Apte , Allen Tannenbaum , Joseph O. Deasy

We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…

Machine Learning · Computer Science 2023-02-16 Alexander Cloninger , Keaton Hamm , Varun Khurana , Caroline Moosmüller

We study the Wasserstein (or earthmover) metric on the space $P(X)$ of probability measures on a metric space $X$. We show that, if a finite metric space $X$ embeds stochastically with distortion $D$ in a family of finite metric trees, then…

Metric Geometry · Mathematics 2021-10-06 Maxime Mathey-Prevot , Alain Valette

We propose a new generalization to quantum states of the Wasserstein distance, which is a fundamental distance between probability distributions given by the minimization of a transport cost. Our proposal is the first where the transport…

Mathematical Physics · Physics 2021-09-21 Giacomo De Palma , Dario Trevisan

We introduce the notion of smooth parametric model of normal positive linear functionals on possibly infinite-dimensional W*-algebras generalizing the notions of parametric models used in classical and quantum information geometry. We then…

Mathematical Physics · Physics 2023-04-10 Florio M. Ciaglia , Fabio Di Nocera , Jürgen Jost , Lorenz Schwachhöfer

We show how the Riemannian distance on $\mathbb{S}^n_{++}$, the cone of $n\times n$ real symmetric or complex Hermitian positive definite matrices, may be used to naturally define a distance between two such matrices of different…

Numerical Analysis · Mathematics 2018-06-06 Lek-Heng Lim , Rodolphe Sepulchre , Ke Ye

We consider the fundamental task of optimising a real-valued function defined in a potentially high-dimensional Euclidean space, such as the loss function in many machine-learning tasks or the logarithm of the probability distribution in…

Machine Learning · Statistics 2024-03-20 Marcelo Hartmann , Bernardo Williams , Hanlin Yu , Mark Girolami , Alessandro Barp , Arto Klami

We expound on some known lower bounds of the quadratic Wasserstein distance between random vectors in $\mathbb{R}^n$ with an emphasis on affine transformations that have been used in manifold learning of data in Wasserstein space. In…

Machine Learning · Statistics 2024-02-09 Keaton Hamm , Andrzej Korzeniowski

The 2-Wasserstein distance (or RMS distance) is a useful measure of similarity between probability distributions that has exciting applications in machine learning. For discrete distributions, the problem of computing this distance can be…

Computational Geometry · Computer Science 2020-07-17 Nathaniel Lahn , Sharath Raghvendra

We study the Wasserstein metric $W_p$, a notion of distance between two probability distributions, from the perspective of Fourier Analysis and discuss applications. In particular, we bound the Earth Mover Distance $W_1$ between the…

Classical Analysis and ODEs · Mathematics 2020-09-15 Stefan Steinerberger

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.…

Machine Learning · Computer Science 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti

Gromov-Wasserstein (GW) distance is a powerful tool for comparing and aligning probability distributions supported on different metric spaces. Recently, GW has become the main modeling technique for aligning heterogeneous data for a wide…

Machine Learning · Computer Science 2023-10-31 Lemin Kong , Jiajin Li , Jianheng Tang , Anthony Man-Cho So

Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…

Optimization and Control · Mathematics 2024-05-01 Jean-Bernard Lasserre

This paper is concerned by statistical inference problems from a data set whose elements may be modeled as random probability measures such as multiple histograms or point clouds. We propose to review recent contributions in statistics on…

Statistics Theory · Mathematics 2019-08-27 Jérémie Bigot

The Gromov-Wasserstein (GW) variant of optimal transport, designed to compare probability densities defined over distinct metric spaces, has emerged as an important tool for the analysis of data with complex structure, such as ensembles of…

Machine Learning · Statistics 2025-08-15 Mary Chriselda Antony Oliver , Emmanuel Hartman , Tom Needham

When dealing with electro or magnetoencephalography records, many supervised prediction tasks are solved by working with covariance matrices to summarize the signals. Learning with these matrices requires using Riemanian geometry to account…

Essential characteristics of signal data can be captured by the autocovariance matrix, which, in the stationary scenarios, is Toeplitz Hermitian positive definite (HPD). In this paper, several well-known Riemannian geometric structures of…

Signal Processing · Electrical Eng. & Systems 2024-09-30 Yusuke Ono , Linyu Peng

The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Pierre E. Jacob , Roland Badeau , Umut Şimşekli
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