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In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…

Probability · Mathematics 2024-11-06 Dominic Schuhmacher , Leoni Carla Wirth

Gaussian distributions are plentiful in applications dealing in uncertainty quantification and diffusivity. They furthermore stand as important special cases for frameworks providing geometries for probability measures, as the resulting…

Machine Learning · Statistics 2020-06-08 Anton Mallasto , Augusto Gerolin , Hà Quang Minh

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…

Methodology · Statistics 2021-10-11 Sagar K. Tamang , Ardeshir Ebtehaj , Peter J. Van Leeuwen , Dongmian Zou , Gilad Lerman

Wasserstein distances define a metric between probability measures on arbitrary metric spaces, including meta-measures (measures over measures). The resulting Wasserstein over Wasserstein (WoW) distance is a powerful, but computationally…

Machine Learning · Computer Science 2026-02-20 Moritz Piening , Robert Beinert

Inspired by recent advancements in large language models (LLMs) for Natural Language Processing (NLP), there has been a surge in research focused on developing foundational models for time series forecasting. One approach involves training…

Machine Learning · Computer Science 2024-11-19 Andrei Chernov

Euclidean embeddings of data are fundamentally limited in their ability to capture latent semantic structures, which need not conform to Euclidean spatial assumptions. Here we consider an alternative, which embeds data as discrete…

Machine Learning · Computer Science 2019-05-10 Charlie Frogner , Farzaneh Mirzazadeh , Justin Solomon

This paper presents a new approach to the classical problem of quantifying posterior contraction rates (PCRs) in Bayesian statistics. Our approach relies on Wasserstein distance, and it leads to two main contributions which improve on the…

Statistics Theory · Mathematics 2022-05-03 Emanuele Dolera , Stefano Favaro , Edoardo Mainini

Comparing probability distributions is at the crux of many machine learning algorithms. Maximum Mean Discrepancies (MMD) and Wasserstein distances are two classes of distances between probability distributions that have attracted abundant…

Machine Learning · Statistics 2023-06-01 Titouan Vayer , Rémi Gribonval

We investigate properties of some extensions of a class of Fourier-based probability metrics, originally introduced to study convergence to equilibrium for the solution to the spatially homogeneous Boltzmann equation. At difference with the…

Optimization and Control · Mathematics 2020-05-15 Gennaro Auricchio , Andrea Codegoni , Stefano Gualandi , Giuseppe Toscani , Marco Veneroni

This article is dedicated to the estimation of Wasserstein distances and Wasserstein costs between two distinct continuous distributions $F$ and $G$ on $\mathbb R$. The estimator is based on the order statistics of (possibly dependent)…

Statistics Theory · Mathematics 2017-10-31 Philippe Berthet , Jean-Claude Fort , Thierry Klein

Many variants of the Wasserstein distance have been introduced to reduce its original computational burden. In particular the Sliced-Wasserstein distance (SW), which leverages one-dimensional projections for which a closed-form solution of…

Machine Learning · Statistics 2023-01-31 Clément Bonet , Paul Berg , Nicolas Courty , François Septier , Lucas Drumetz , Minh-Tan Pham

We derive geometrical bounds on the irreversibility in both quantum and classical Markovian open systems that satisfy the detailed balance condition. Using information geometry, we prove that irreversible entropy production is bounded from…

Statistical Mechanics · Physics 2021-01-05 Tan Van Vu , Yoshihiko Hasegawa

We advocate the use of a notion of entropy that reflects the relative abundances of the symbols in an alphabet, as well as the similarities between them. This concept was originally introduced in theoretical ecology to study the diversity…

Machine Learning · Computer Science 2022-07-12 Jose Gallego-Posada , Ankit Vani , Max Schwarzer , Simon Lacoste-Julien

Data represented by probability measures arise as empirical distributions, posterior distributions, and feature-based representations of complex objects. We study heterogeneity in a population of probability measures through the expected…

Methodology · Statistics 2026-03-17 Kisung You

Generalized sliced Wasserstein distance is a variant of sliced Wasserstein distance that exploits the power of non-linear projection through a given defining function to better capture the complex structures of the probability…

Machine Learning · Statistics 2022-10-20 Dung Le , Huy Nguyen , Khai Nguyen , Trang Nguyen , Nhat Ho

Since the celebrated works of Russo and Zou (2016,2019) and Xu and Raginsky (2017), it has been well known that the generalization error of supervised learning algorithms can be bounded in terms of the mutual information between their input…

Machine Learning · Statistics 2022-07-20 Gábor Lugosi , Gergely Neu

The Wasserstein distance provides a notion of dissimilarities between probability measures, which has recent applications in learning of structured data with varying size such as images and text documents. In this work, we study the…

Machine Learning · Statistics 2022-06-28 Donlapark Ponnoprat

We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…

Statistics Theory · Mathematics 2011-02-28 Neal Madras , Deniz Sezer

This paper considers the fusion of multiple estimates of a spatially extended object, where the object extent is modeled as an ellipse parameterized by the orientation and semiaxes lengths. For this purpose, we propose a novel systematic…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Kolja Thormann , Marcus Baum

Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…

Statistics Theory · Mathematics 2022-06-08 Julien Reygner , Adrien Touboul
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