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The problem of comparing probability distributions is at the heart of many tasks in statistics and machine learning. Established comparison methods treat the standard setting that the distributions are supported in the same space. Recently,…

Metric Geometry · Mathematics 2024-10-01 Roan Talbut , Daniele Tramontano , Yueqi Cao , Mathias Drton , Anthea Monod

The graph edit distance is used for comparing graphs in various domains. Due to its high computational complexity it is primarily approximated. Widely-used heuristics search for an optimal assignment of vertices based on the distance…

Data Structures and Algorithms · Computer Science 2023-12-08 Franka Bause , Christian Permann , Nils M. Kriege

A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…

Machine Learning · Computer Science 2023-12-07 Zhengqi Lin , Andrzej Ruszczynski

We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…

Statistics Theory · Mathematics 2026-02-04 Suhan Liu , Mo Liu

Topological Data Analysis methods can be useful for classification and clustering tasks in many different fields as they can provide two dimensional persistence diagrams that summarize important information about the shape of potentially…

Quantum Physics · Physics 2024-09-02 Bernardo Ameneyro , Rebekah Herrman , George Siopsis , Vasileios Maroulas

We use Stein's method to bound the Wasserstein distance of order $2$ between a measure $\nu$ and the Gaussian measure using a stochastic process $(X_t)_{t \geq 0}$ such that $X_t$ is drawn from $\nu$ for any $t > 0$. If the stochastic…

Probability · Mathematics 2020-05-12 Thomas Bonis

Gradient boosting is a sequential ensemble method that fits a new weaker learner to pseudo residuals at each iteration. We propose Wasserstein gradient boosting, a novel extension of gradient boosting that fits a new weak learner to…

Methodology · Statistics 2024-08-30 Takuo Matsubara

We propose a methodology for intercomparing climate models and evaluating their performance against benchmarks based on the use of the Wasserstein distance (WD). This distance provides a rigorous way to measure quantitatively the difference…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Gabriele Vissio , Valerio Lembo , Valerio Lucarini , Michael Ghil

Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…

Optimization and Control · Mathematics 2023-03-24 Waïss Azizian , Franck Iutzeler , Jérôme Malick

Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the behavior of minimum Wasserstein estimators is poorly…

Statistics Theory · Mathematics 2021-07-20 Tianyi Lin , Zeyu Zheng , Elynn Y. Chen , Marco Cuturi , Michael I. Jordan

We consider the classical tree edit distance between ordered labeled trees, which is defined as the minimum-cost sequence of node edit operations that transform one tree into another. The state-of-the-art solutions for the tree edit…

Databases · Computer Science 2012-01-04 Mateusz Pawlik , Nikolaus Augsten

Persistence diagrams (PD)s play a central role in topological data analysis. This analysis requires computing distances among such diagrams such as the $1$-Wasserstein distance. Accurate computation of these PD distances for large data sets…

Computational Geometry · Computer Science 2025-05-13 Tamal K. Dey , Simon Zhang

Similarity search, the task of identifying objects most similar to a given query object under a specific metric, has gathered significant attention due to its practical applications. However, the absence of coordinate information to…

Databases · Computer Science 2024-05-14 Yifan Zhu , Ruiyao Ma , Baihua Zheng , Xiangyu Ke , Lu Chen , Yunjun Gao

Optimal transport theory has recently found many applications in machine learning thanks to its capacity for comparing various machine learning objects considered as distributions. The Kantorovitch formulation, leading to the Wasserstein…

Machine Learning · Statistics 2018-11-08 Titouan Vayer , Laetita Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

The Gromov-Wasserstein (GW) framework adapts ideas from optimal transport to allow for the comparison of probability distributions defined on different metric spaces. Scalable computation of GW distances and associated matchings on graphs…

Machine Learning · Computer Science 2021-05-05 Samir Chowdhury , David Miller , Tom Needham

Many natural language processing (NLP) applications require the computation of similarities between pairs of syntactic or semantic trees. Many researchers have used tree edit distance for this task, but this technique suffers from the…

Computation and Language · Computer Science 2014-02-05 Maytham Alabbas , Allan Ramsay

Comparing images to recommend items from an image-inventory is a subject of continued interest. Added with the scalability of deep-learning architectures the once `manual' job of hand-crafting features have been largely alleviated, and…

Information Retrieval · Computer Science 2017-11-15 Y Qian , E Vazquez , B Sengupta

We propose the Wasserstein-Fourier (WF) distance to measure the (dis)similarity between time series by quantifying the displacement of their energy across frequencies. The WF distance operates by calculating the Wasserstein distance between…

Machine Learning · Statistics 2020-12-14 Elsa Cazelles , Arnaud Robert , Felipe Tobar

The prior distribution is a crucial building block in Bayesian analysis, and its choice will impact the subsequent inference. It is therefore important to have a convenient way to quantify this impact, as such a measure of prior impact will…

Methodology · Statistics 2020-10-26 Fatemeh Ghaderinezhad , Christophe Ley , Ben Serrien

Recently, a Wasserstein-type distance for Gaussian mixture models has been proposed. However, that framework can only be generalized to identifiable mixtures of general elliptically contoured distributions whose components come from the…

Optimization and Control · Mathematics 2025-03-19 Keyu Chen , Zetian Wang , Yunxin Zhang
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