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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…
Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…
Change point detection for time series analysis is a difficult and important problem in applied statistics, for which a variety of approaches have been developed in the past several decades. Here, the Wasserstein metric is employed as a…
In the density estimation model, we investigate the problem of constructing adaptive honest confidence sets with radius measured in Wasserstein distance $W_p$, $p\geq1$, and for densities with unknown regularity measured on a Besov scale.…
Wasserstein distributionally robust optimization (DRO) aims to find robust and generalizable solutions by hedging against data perturbations in Wasserstein distance. Despite its recent empirical success in operations research and machine…
This paper presents a unified approach based on Wasserstein distance to derive concentration bounds for empirical estimates for two broad classes of risk measures defined in the paper. The classes of risk measures introduced include as…
Irregularly sampled time series (ISTS), characterized by non-uniform time intervals with natural missingness, are prevalent in real-world applications. Existing approaches for ISTS modeling primarily rely on observed values to impute…
In this paper, we use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. Our first goal is to provide sufficient conditions for posterior consistency. In addition to the well-known Schwartz's…
In this study, a density-on-density regression model is introduced, where the association between densities is elucidated via a warping function. The proposed model has the advantage of a being straightforward demonstration of how one…
Optimal transport and Wasserstein distances are flourishing in many scientific fields as a means for comparing and connecting random structures. Here we pioneer the use of an optimal transport distance between L\'{e}vy measures to solve a…
Personalized recommender systems are playing an increasingly important role as more content and services become available and users struggle to identify what might interest them. Although matrix factorization and deep learning based methods…
We study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, we consider the associated class of Wasserstein barycenters…
Wasserstein barycenters provide a principled approach for aggregating probability measures, while preserving the geometry of their ambient space. Existing discrete methods are not scalable as they assume access to the complete set of…
Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…
We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…
We provide statistical theory for conditional and unconditional Wasserstein generative adversarial networks (WGANs) in the framework of dependent observations. We prove upper bounds for the excess Bayes risk of the WGAN estimators with…
A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…
The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…
This work presents several expected generalization error bounds based on the Wasserstein distance. More specifically, it introduces full-dataset, single-letter, and random-subset bounds, and their analogues in the randomized subsample…
We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…