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The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…

Optimization and Control · Mathematics 2020-10-30 Lenaic Chizat , Pierre Roussillon , Flavien Léger , François-Xavier Vialard , Gabriel Peyré

Conditional distribution is a fundamental quantity for describing the relationship between a response and a predictor. We propose a Wasserstein generative approach to learning a conditional distribution. The proposed approach uses a…

Machine Learning · Computer Science 2021-12-21 Shiao Liu , Xingyu Zhou , Yuling Jiao , Jian Huang

We study the interaction between entropy and Wasserstein distance in free probability theory. In particular, we give lower bounds for several versions of free entropy dimension along Wasserstein geodesics, as well as study their topological…

Operator Algebras · Mathematics 2025-07-08 David Jekel

We study the minimax optimal rate for estimating the Wasserstein-$1$ metric between two unknown probability measures based on $n$ i.i.d. empirical samples from them. We show that estimating the Wasserstein metric itself between probability…

Statistics Theory · Mathematics 2019-08-28 Tengyuan Liang

This paper deals with the estimation of a probability measure on the real line from data observed with an additive noise. We are interested in rates of convergence for the Wasserstein metric of order $p\geq 1$. The distribution of the…

Statistics Theory · Mathematics 2015-03-05 Jérôme Dedecker , Aurélie Fischer , Bertrand Michel

We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…

Optimization and Control · Mathematics 2020-01-15 T. Ö. Çelik , A. Jamneshan , G. Montúfar , B. Sturmfels , L. Venturello

The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…

Machine Learning · Statistics 2023-03-02 Sloan Nietert , Rachel Cummings , Ziv Goldfeld

We study the problem of estimating a sequence of evolving probability distributions from historical data, where the underlying distribution changes over time in a nonstationary and nonparametric manner. To capture gradual changes, we…

Optimization and Control · Mathematics 2025-12-16 Edward J. Anderson , Dominic S. T. Keehan

Word embeddings are high dimensional vector representations of words that capture their semantic similarity in the vector space. There exist several algorithms for learning such embeddings both for a single language as well as for several…

Computation and Language · Computer Science 2019-11-12 Georgios Balikas , Ioannis Partalas

Distributed consensus in the Wasserstein metric space of probability measures on the real line is introduced in this work. Convergence of each agent's measure to a common measure is proven under a weak network connectivity condition. The…

Optimization and Control · Mathematics 2021-10-04 Adrian N. Bishop , Arnaud Doucet

We provide a short proof that the Wasserstein distance between the empirical measure of a n-sample and the estimated measure is of order n^-(1/d), if the measure has a lower and upper bounded density on the d-dimensional flat torus.

Statistics Theory · Mathematics 2021-01-21 Vincent Divol

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

Optimization and Control · Mathematics 2024-06-18 Nicolas Lanzetti , Antonio Terpin , Florian Dörfler

Diffusion models accomplish remarkable success in data generation tasks across various domains. However, the iterative sampling process is computationally expensive. Consistency models are proposed to learn consistency functions to map from…

Machine Learning · Computer Science 2025-05-07 Yiding Chen , Yiyi Zhang , Owen Oertell , Wen Sun

In this paper we propose tight upper and lower bounds for the Wasserstein distance between any two {{univariate continuous distributions}} with probability densities $p_1$ and $p_2$ having nested supports. These explicit bounds are…

Probability · Mathematics 2015-10-21 Christophe Ley , Gesine Reinert , Yvik Swan

Motivated by the growing popularity of variants of the Wasserstein distance in statistics and machine learning, we study statistical inference for the Sliced Wasserstein distance--an easily computable variant of the Wasserstein distance.…

Statistics Theory · Mathematics 2022-04-05 Tudor Manole , Sivaraman Balakrishnan , Larry Wasserman

Existing approaches to depth or disparity estimation output a distribution over a set of pre-defined discrete values. This leads to inaccurate results when the true depth or disparity does not match any of these values. The fact that this…

Computer Vision and Pattern Recognition · Computer Science 2021-03-30 Divyansh Garg , Yan Wang , Bharath Hariharan , Mark Campbell , Kilian Q. Weinberger , Wei-Lun Chao

We extend the celebrated Stone's theorem to the framework of distributional regression. More precisely, we prove that weighted empirical distribution with local probability weights satisfying the conditions of Stone's theorem provide…

Statistics Theory · Mathematics 2023-02-03 Clément Dombry , Thibault Modeste , Romain Pic

Discrepancy measures between probability distributions, often termed statistical distances, are ubiquitous in probability theory, statistics and machine learning. To combat the curse of dimensionality when estimating these distances from…

Statistics Theory · Mathematics 2021-12-21 Sloan Nietert , Ziv Goldfeld , Kengo Kato

In this note, we propose an extension of the Wasserstein 1-metric ($W_1$) for matrix probability densities, matrix-valued density measures, and an unbalanced interpretation of mass transport. The key is using duality theory, in particular,…

Functional Analysis · Mathematics 2017-03-07 Yongxin Chen , Tryphon T. Georgiou , Lipeng Ning , Allen Tannenbaum

Wasserstein distance, which measures the discrepancy between distributions, shows efficacy in various types of natural language processing (NLP) and computer vision (CV) applications. One of the challenges in estimating Wasserstein distance…

Machine Learning · Statistics 2022-06-27 Makoto Yamada , Yuki Takezawa , Ryoma Sato , Han Bao , Zornitsa Kozareva , Sujith Ravi