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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…

This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…

We study Markov chains with non-negative sectional curvature on finite metric spaces. Neither reversibility, nor the restriction to a particular combinatorial distance are imposed. In this level of generality, we prove that a 1-step…

A number of researchers have independently introduced topologies on the set of laws of stochastic processes that extend the usual weak topology. Depending on the respective scientific background this was motivated by applications and…

We establish quantitative convergence rates for stochastic particle approximation based on Nanbu-type Monte Carlo schemes applied to a broad class of collisional kinetic models. Using coupling techniques and stability estimates in the…

As a natural approach to modeling system safety conditions, chance constraint (CC) seeks to satisfy a set of uncertain inequalities individually or jointly with high probability. Although a joint CC offers stronger reliability certificate,…

Comparing probability distributions is at the crux of many machine learning algorithms. Maximum Mean Discrepancies (MMD) and Wasserstein distances are two classes of distances between probability distributions that have attracted abundant…

By a delicate analysis for the Stein's equation associated to the $\alpha$-stable law approximation with $\alpha \in (0,2)$, we prove a quantitative stable central limit theorem in Wasserstein type distance, which generalizes the results in…

Suppose that $\{X_t,\,t\ge0\}$ is a non-stationary Markov process, taking values in a Polish metric space $E$. We prove the law of large numbers and central limit theorem for an additive functional of the form $\int_0^T\psi(X_s)ds$,…

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…

The Wasserstein distance is a metric on a space of probability measures that has seen a surge of applications in statistics, machine learning, and applied mathematics. However, statistical aspects of Wasserstein distances are bottlenecked…

We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metrics. Our key insight is that the time derivative of the…

We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…

We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov's theorem) or…

Consider an empirical measure $\mathbb{P}_n$ induced by $n$ iid samples from a $d$-dimensional $K$-subgaussian distribution $\mathbb{P}$ and let $\gamma = N(0,\sigma^2 I_d)$ be the isotropic Gaussian measure. We study the speed of…

We establish subgeometric bounds on convergence rate of general Markov processes in the Wasserstein metric. In the discrete time setting we prove that the Lyapunov drift condition and the existence of a "good" $d$-small set imply…

In this paper, we establish the evolution variational inequality for the weighted Wasserstein distance, without assuming convexity of domains. Thanks to this evolution variational inequality, we can carry out some arguments with weighted…

We establish inequalities for assessing the distance between the distribution of a (possibly multidimensional) functional of a Poisson random measure and that of a Gaussian element. Our bounds only involve add-one cost operators at the…

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

We provide the first quantitative estimates for the rate of convergence in the free multiplicative central limit theorem (CLT), in terms of the Kolmogorov and $r$-Wasserstein distances for $r \geq 1$. While the free additive CLT has been…