Related papers: Two-sample Test using Projected Wasserstein Distan…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.
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,…
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…
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…
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.…
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…
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…
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…
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,…
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…