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In this paper, we propose a modification to the density approach to Stein's method for intervals for the unit circle $\mathbb{S}^1$ which is motivated by the differing geometry of $\mathbb{S}^1$ to Euclidean space. We provide an upper bound…

Probability · Mathematics 2021-05-28 Alexander Lewis

Wasserstein dictionary learning is an unsupervised approach to learning a collection of probability distributions that generate observed distributions as Wasserstein barycentric combinations. Existing methods for Wasserstein dictionary…

Machine Learning · Computer Science 2022-10-24 Marshall Mueller , Shuchin Aeron , James M. Murphy , Abiy Tasissa

Gaussian mixture models find their place as a powerful tool, mostly in the clustering problem, but with proper preparation also in feature extraction, pattern recognition, image segmentation and in general machine learning. When faced with…

Machine Learning · Computer Science 2022-04-01 Mateusz Przyborowski , Mateusz Pabiś , Andrzej Janusz , Dominik Ślęzak

We prove an extension of McDiarmid's inequality for metric spaces with unbounded diameter. To this end, we introduce the notion of the {\em subgaussian diameter}, which is a distribution-dependent refinement of the metric diameter. Our…

Probability · Mathematics 2013-09-12 Aryeh Kontorovich

The $2$-Wasserstein distance is sensitive to minor geometric differences between distributions, making it a very powerful dissimilarity metric. However, due to this sensitivity, a small outlier mass can also cause a significant increase in…

Machine Learning · Computer Science 2024-06-04 Sharath Raghvendra , Pouyan Shirzadian , Kaiyi Zhang

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

We investigate contraction of the Wasserstein distances on $\mathbb{R}^d$ under Gaussian smoothing. It is well known that the heat semigroup is exponentially contractive with respect to the Wasserstein distances on manifolds of positive…

Probability · Mathematics 2020-12-15 Hong-Bin Chen , Jonathan Niles-Weed

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

Machine Learning · Computer Science 2018-11-15 Marco Cuturi , Gabriel Peyré

We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…

Statistics Theory · Mathematics 2022-02-16 Masaaki Imaizumi , Hirofumi Ota , Takuo Hamaguchi

Using entropic inequalities from information theory, we provide new bounds on the total variation and 2-Wasserstein distances between a conditionally Gaussian law and a Gaussian law with invertible covariance matrix. We apply our results to…

Probability · Mathematics 2025-06-04 Lucia Celli , Giovanni Peccati

Two geometrical structures have been extensively studied for a manifold of probability distributions. One is based on the Fisher information metric, which is invariant under reversible transformations of random variables, while the other is…

Optimization and Control · Mathematics 2017-10-02 Shun-ichi Amari , Ryo Karakida , Masafumi Oizumi

Let $\bf{x}$ be a random variable with density $\rho(x)$ taking values in ${\mathbb R}^d$. We are interested in finding a representation for the shape of $\rho(x)$, i.e. for the orbit $\{ \rho(g\cdot x) | g\in E(d) \}$ of $\rho$ under the…

Probability · Mathematics 2021-11-23 Mireille Boutin , Kindyl King , Uli Walther

The Gromov-Wasserstein (GW) distance is frequently used in machine learning to compare distributions across distinct metric spaces. Despite its utility, it remains computationally intensive, especially for large-scale problems. Recently, a…

Machine Learning · Statistics 2024-10-01 Antoine Salmona , Julie Delon , Agnès Desolneux

We present new exact solutions for two-dimensional geometries generated by continuous distributions of topological defects within a conformal metric framework. By reformulating Einstein's equations in two dimensions as a Poisson equation…

General Relativity and Quantum Cosmology · Physics 2025-07-09 A. M. de M. Carvalho , G. Q. Garcia , C. Furtado

Durable interest in developing a framework for the detailed structure of glassy materials has produced numerous structural descriptors that trade off between general applicability and interpretability. However, none approach the combination…

Disordered Systems and Neural Networks · Physics 2022-11-16 Thomas J. Hardin , Michael Chandross , Rahul Meena , Spencer Fajardo , Dimitris Giovanis , Ioannis G. Kevrekidis , Michael Falk , Michael Shields

The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Hanns L. Harney

We introduce a new version of the KL-divergence for Gaussian distributions which is based on Wasserstein geometry and referred to as WKL-divergence. We show that this version is consistent with the geometry of the sample space ${\Bbb R}^n$.…

Statistics Theory · Mathematics 2026-05-29 Adwait Datar , Nihat Ay

In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…

Classical Analysis and ODEs · Mathematics 2019-11-15 Amir Sagiv

This paper studies the optimal rate of estimation in a finite Gaussian location mixture model in high dimensions without separation conditions. We assume that the number of components $k$ is bounded and that the centers lie in a ball of…

Statistics Theory · Mathematics 2021-07-27 Natalie Doss , Yihong Wu , Pengkun Yang , Harrison H. Zhou

We study the statistical behaviour of quantum entanglement in bipartite systems over fermionic Gaussian states as measured by von Neumann entropy. The formulas of average von Neumann entropy with and without particle number constrains have…

Mathematical Physics · Physics 2023-10-31 Youyi Huang , Lu Wei
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