Related papers: Normal approximation via non-linear exchangeable p…

We use Stein's method to obtain a bound on the distance between scaled $p$-dimensional random walks and a $p$-dimensional (correlated) Brownian Motion. We consider dependence schemes including those in which the summands in scaled sums are…

We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…

We propose a novel statistical model for sparse networks with overlapping community structure. The model is based on representing the graph as an exchangeable point process, and naturally generalizes existing probabilistic models with…

We introduce a novel framework for graph signal processing (GSP) that models signals as graph distribution-valued signals (GDSs), which are probability distributions in the Wasserstein space. This approach overcomes key limitations of…

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

This paper uses sample data to study the problem of comparing populations on finite-dimensional parallelizable Riemannian manifolds and more general trivial vector bundles. Utilizing triviality, our framework represents populations as…

This article derives quantitative limit theorems for multivariate Poisson and Poisson process approximations. Employing the solution of Stein's equation for Poisson random variables, we obtain an explicit bound for the multivariate Poisson…

The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…

We present a novel framework based on optimal transport for the challenging problem of comparing graphs. Specifically, we exploit the probabilistic distribution of smooth graph signals defined with respect to the graph topology. This allows…

The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent progress in studying the training dynamics of the noisy gradient descent algorithm on two-layer…

This paper gives the Kolmogorov and Wasserstein bounds in normal approximation for the squared-length of total spin in the mean field classical $N$-vector models. The Kolmogorov bound is new while the Wasserstein bound improves a result…

The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that…

In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…

In this paper, we present an ensemble data assimilation paradigm over a Riemannian manifold equipped with the Wasserstein metric. Unlike the Eulerian penalization of error in the Euclidean space, the Wasserstein metric can capture…

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

We prove the claim in the title under mild conditions which are usually satisfied when trying to establish asymptotic normality. We assume strictly stationary and absolutely regular data.

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

While statistical modeling of distributional data has gained increased attention, the case of multivariate distributions has been somewhat neglected despite its relevance in various applications. This is because the Wasserstein distance,…

A Poisson or a binomial process on an abstract state space and a symmetric function $f$ acting on $k$-tuples of its points are considered. They induce a point process on the target space of $f$. The main result is a functional limit theorem…

Motivated by the omnipresence of extreme value distributions in limit theorems involving extremes of random processes, we adapt Stein's method to include these laws as possible target distributions. We do so by using the generator approach…