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The traditional Minkowski distances are induced by the corresponding Minkowski norms in real-valued vector spaces. In this work, we propose novel statistical symmetric distances based on the Minkowski's inequality for probability densities…

Probability · Mathematics 2019-01-18 Frank Nielsen

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

Wasserstein geometry and information geometry are two important structures to be introduced in a manifold of probability distributions. Wasserstein geometry is defined by using the transportation cost between two distributions, so it…

Statistics Theory · Mathematics 2021-01-01 Shun-ichi Amari , Takeru Matsuda

A dispersive medium becomes entangled with zero-point fluctuations in the vacuum. We consider an arbitrary array of material bodies weakly interacting with a quantum field and compute the quantum mutual information between them. It is shown…

Quantum Physics · Physics 2015-06-08 Mohammad F. Maghrebi , Homer Reid

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

In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…

Classical Analysis and ODEs · Mathematics 2019-11-15 Amir Sagiv

Information theory is an outstanding framework to measure uncertainty, dependence and relevance in data and systems. It has several desirable properties for real world applications: it naturally deals with multivariate data, it can handle…

Machine Learning · Statistics 2024-10-30 Valero Laparra , J. Emmanuel Johnson , Gustau Camps-Valls , Raul Santos-Rodríguez , Jesus Malo

This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a…

Machine Learning · Statistics 2019-05-14 Titouan Vayer , Laetitia Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

We consider problems of estimation of structured covariance matrices, and in particular of matrices with a Toeplitz structure. We follow a geometric viewpoint that is based on some suitable notion of distance. To this end, we overview and…

Optimization and Control · Mathematics 2011-10-18 Lipeng Ning , Xianhua Jiang , Tryphon Georgiou

Wasserstein geometry and information geometry are two important structures introduced in a manifold of probability distributions. The former is defined by using the transportation cost between two distributions, so it reflects the metric…

Statistics Theory · Mathematics 2020-03-13 Shun-ichi Amari

We investigate the stability of the Wasserstein distance, a metric structure on the space of probability measures arising from the theory of optimal transport, under metric ultralimits. We first show that if $(X_{i},d_{i})_{i\in\mathbb{N}}$…

Metric Geometry · Mathematics 2023-03-09 Andrew Warren

Many applications of computer vision rely on the alignment of similar but non-identical images. We present a fast algorithm for aligning heterogeneous images based on optimal transport. Our approach combines the speed of fast Fourier…

Computer Vision and Pattern Recognition · Computer Science 2025-09-05 Yunpeng Shi , Amit Singer , Eric J. Verbeke

In his classical argument, Rao derives the Riemannian distance corresponding to the Fisher metric using a mapping between the space of positive measures and Euclidean space. He obtains the Hellinger distance on the full space of measures…

Statistics Theory · Mathematics 2022-09-27 Jesse van Oostrum

This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…

Analysis of PDEs · Mathematics 2022-05-02 Matthias Erbar , Dominik Forkert , Jan Maas , Delio Mugnolo

We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous…

Machine Learning · Statistics 2025-05-26 Linus Bleistein , Aurélien Bellet , Julie Josse

Recent years have witnessed a tremendous growth using topological summaries, especially the persistence diagrams (encoding the so-called persistent homology) for analyzing complex shapes. Intuitively, persistent homology maps a potentially…

Computational Geometry · Computer Science 2021-04-19 Samantha Chen , Yusu Wang

The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability measures supported on finitely many points, we derive…

Methodology · Statistics 2017-04-27 Max Sommerfeld , Axel Munk

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

Systems and Control · Electrical Eng. & Systems 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

This work characterizes, analytically and numerically, two major effects of the quadratic Wasserstein ($W_2$) distance as the measure of data discrepancy in computational solutions of inverse problems. First, we show, in the…

Numerical Analysis · Mathematics 2020-06-24 Bjorn Engquist , Kui Ren , Yunan Yang

We obtain hydrodynamic descriptions of a broad class of conserved-mass transport processes on a ring. These processes are governed by chipping, diffusion and coalescence of masses, where microscopic probability weights in their…

Statistical Mechanics · Physics 2017-07-06 Arghya Das , Anupam Kundu , Punyabrata Pradhan