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This work is motivated by the study of local protein structure, which is defined by two variable dihedral angles that take values from probability distributions on the flat torus. Our goal is to provide the space…

Methodology · Statistics 2023-09-12 Javier González-Delgado , Alberto González-Sanz , Juan Cortés , Pierre Neuvial

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…

Metric Geometry · Mathematics 2026-05-12 Edivaldo Lopes dos Santos , Leandro Vicente Mauri , Washington Mio , Tom Needham

We use a suitable version of the so-called "kernel trick" to devise two-sample (homogeneity) tests, especially focussed on high-dimensional and functional data. Our proposal entails a simplification related to the important practical…

Statistics Theory · Mathematics 2024-04-24 Javier Cárcamo , Antonio Cuevas , Luis-Alberto Rodríguez

The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…

Machine Learning · Computer Science 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti

We define a modified Wasserstein distance for distribution clustering which inherits many of the properties of the Wasserstein distance but which can be estimated easily and computed quickly. The modified distance is the sum of two terms.…

Methodology · Statistics 2018-12-31 Isabella Verdinelli , Larry Wasserman

We provide an implementation to compute the flat metric in any dimension. The flat metric, also called dual bounded Lipschitz distance, generalizes the well-known Wasserstein distance $W_1$ to the case that the distributions are of unequal…

Machine Learning · Computer Science 2025-06-17 Henri Schmidt , Christian Düll

This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…

Machine Learning · Computer Science 2025-10-31 Maksim Maslov , Alexander Kugaevskikh , Matthew Ivanov

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

Probability · Mathematics 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

The Wasserstein distance from optimal mass transport (OMT) is a powerful mathematical tool with numerous applications that provides a natural measure of the distance between two probability distributions. Several methods to incorporate OMT…

Machine Learning · Computer Science 2023-10-31 Jung Hun Oh , Rena Elkin , Anish Kumar Simhal , Jiening Zhu , Joseph O Deasy , Allen Tannenbaum

We introduce a new approach to nonlinear sufficient dimension reduction in cases where both the predictor and the response are distributional data, modeled as members of a metric space. Our key step is to build universal kernels…

Methodology · Statistics 2023-04-26 Qi Zhang , Bing Li , Lingzhou Xue

The paper proposes a new approach to model risk measurement based on the Wasserstein distance between two probability measures. It formulates the theoretical motivation resulting from the interpretation of fictitious adversary of robust…

Mathematical Finance · Quantitative Finance 2019-03-05 Yu Feng , Erik Schlögl

The Wasserstein distance has been an attractive tool in many fields. But due to its high computational complexity and the phenomenon of the curse of dimensionality in empirical estimation, various extensions of the Wasserstein distance have…

Statistics Theory · Mathematics 2022-09-07 Xianliang Xu , Zhongyi Huang

We analyze the Wasserstein distance ($W$-distance) between two probability distributions associated with two multidimensional jump-diffusion processes. Specifically, we analyze a temporally decoupled squared $W_2$-distance, which provides…

Machine Learning · Statistics 2024-06-05 Mingtao Xia , Xiangting Li , Qijing Shen , Tom Chou

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

The emergence of time-series foundation model research elevates the growing need to measure the (dis)similarity of time-series datasets. A time-series dataset similarity measure aids research in multiple ways, including model selection,…

Machine Learning · Computer Science 2025-07-31 Hongjie Chen , Akshay Mehra , Josh Kimball , Ryan A. Rossi

Evaluating whether data streams are drawn from the same distribution is at the heart of various machine learning problems. This is particularly relevant for data generated by dynamical systems since such systems are essential for many…

In the statistical literature, as well as in artificial intelligence and machine learning, measures of discrepancy between two probability distributions are largely used to develop measures of goodness-of-fit. We concentrate on quadratic…

Methodology · Statistics 2025-10-01 Marianthi Markatou , Giovanni Saraceno

We study the estimation problem of distribution-on-distribution regression, where both predictors and responses are probability measures. Existing approaches typically rely on a global optimal transport map or tangent-space linearization,…

Machine Learning · Statistics 2025-11-17 Inga Girshfeld , Xiaohui Chen

We study the Wasserstein metric to measure distances between molecules represented by the atom index dependent adjacency "Coulomb" matrix, used in kernel ridge regression based supervised learning. Resulting quantum machine learning models…

Chemical Physics · Physics 2025-04-01 Onur Çaylak , O. Anatole von Lilienfeld , Björn Baumeier

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…

Machine Learning · Statistics 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe