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This paper is a companion paper to [Lipman and Daubechies 2011]. We provide numerical procedures and algorithms for computing the alignment of and distance between two disk type surfaces. We provide a convergence analysis of the discrete…

Numerical Analysis · Mathematics 2014-02-18 Yaron Lipman , Jesus Puente , Ingrid Daubechies

In this work we test Wasserstein distance in conjunction with persistent homology, as a tool for discriminating large scale structures of simulated universes with different values of $\sigma_8$ cosmological parameter (present…

Cosmology and Nongalactic Astrophysics · Physics 2023-05-11 Maksym Tsizh , Vitalii Tymchyshyn , Franco Vazza

Neural Processes (NPs) are a class of models that learn a mapping from a context set of input-output pairs to a distribution over functions. They are traditionally trained using maximum likelihood with a KL divergence regularization term.…

Machine Learning · Computer Science 2020-01-13 Andrew Carr , Jared Nielsen , David Wingate

This paper develops a unified framework, based on iterated random operator theory, to analyze the convergence of constant stepsize recursive stochastic algorithms (RSAs). RSAs use randomization to efficiently compute expectations, and so…

Machine Learning · Computer Science 2021-01-06 Abhishek Gupta , William B. Haskell

While theoretically appealing, the application of the Wasserstein distance to large-scale machine learning problems has been hampered by its prohibitive computational cost. The sliced Wasserstein distance and its variants improve the…

Machine Learning · Computer Science 2022-03-18 Xiongjie Chen , Yongxin Yang , Yunpeng Li

Persistence diagrams (PD)s play a central role in topological data analysis, and are used in an ever increasing variety of applications. The comparison of PD data requires computing comparison metrics among large sets of PDs, with metrics…

Computational Geometry · Computer Science 2024-02-23 Rolando Kindelan Nuñez , Mircea Petrache , Mauricio Cerda , Nancy Hitschfeld

Despite the significant breakthroughs that the Deep Q-Network (DQN) has brought to reinforcement learning, its theoretical analysis remains limited. In this paper, we construct a stochastic differential delay equation (SDDE) based on the…

Machine Learning · Computer Science 2025-05-02 Jianya Lu , Yingjun Mo

The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…

Optimization and Control · Mathematics 2024-01-11 Gabriel Rioux , Ziv Goldfeld , Kengo Kato

Disentangling polysemantic neurons is at the core of many current approaches to interpretability of large language models. Here we attempt to study how disentanglement can be used to understand performance, particularly under weight…

Machine Learning · Computer Science 2025-02-27 Shashata Sawmya , Linghao Kong , Ilia Markov , Dan Alistarh , Nir Shavit

We study a class of quadratic Wasserstein distances on spaces consisting of generalized dynamical systems on a von Neumann algebra. We emphasize how symmetry of such a Wasserstein distance arises, but also study the asymmetric case. This…

Operator Algebras · Mathematics 2024-11-05 Rocco Duvenhage

Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…

Machine Learning · Computer Science 2021-03-02 Arijit Sehanobish , Neal Ravindra , David van Dijk

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

Optimization and Control · Mathematics 2020-06-15 Julie Delon , Agnes Desolneux

Acyclic digraphs arise in many natural and artificial processes. Among the broader set, dynamic citation networks represent a substantively important form of acyclic digraphs. For example, the study of such networks includes the spread of…

Physics and Society · Physics 2011-07-26 Michael J. Bommarito , Daniel Martin Katz , Jon Zelner , James H. Fowler

Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…

Machine Learning · Computer Science 2024-07-01 Vitaly Feldman , Audra McMillan , Satchit Sivakumar , Kunal Talwar

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

Statistical solutions have recently been introduced as a an alternative solution framework for hyperbolic systems of conservation laws. In this work we derive a novel a posteriori error estimate in the Wasserstein distance between…

Numerical Analysis · Mathematics 2023-03-01 Jan Giesselmann , Fabian Meyer , Christian Rohde

Generative Adversarial Networks (GANs) have been used to model the underlying probability distribution of sample based datasets. GANs are notoriuos for training difficulties and their dependence on arbitrary hyperparameters. One recent…

Machine Learning · Computer Science 2019-10-03 Thomas Pinetz , Daniel Soukup , Thomas Pock

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

Generative Adversarial Networks are a popular method for learning distributions from data by modeling the target distribution as a function of a known distribution. The function, often referred to as the generator, is optimized to minimize…

Machine Learning · Computer Science 2021-11-03 Daria Reshetova , Yikun Bai , Xiugang Wu , Ayfer Ozgur

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…

Optimization and Control · Mathematics 2020-07-03 Arthur Mensch , Gabriel Peyré
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