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Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

The paper deals with the problem of nonparametric estimating the $L_p$--norm, $p\in (1,\infty)$, of a probability density on $R^d$, $d\geq 1$ from independent observations. The unknown density %to be estimated is assumed to belong to a ball…

Statistics Theory · Mathematics 2020-08-26 Alexander Goldenshluger , Oleg Lepski

We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…

Optimization and Control · Mathematics 2021-10-20 Yu Mei , Jia Liu , Zhiping Chen

We study the estimation of the reach, an ubiquitous regularity parameter in manifold estimation and geometric data analysis. Given an i.i.d. sample over an unknown $d$-dimensional $\mathcal{C}^k$-smooth submanifold of $\mathbb{R}^D$, we…

Statistics Theory · Mathematics 2022-07-14 Eddie Aamari , Clément Berenfeld , Clément Levrard

Existing approaches to depth or disparity estimation output a distribution over a set of pre-defined discrete values. This leads to inaccurate results when the true depth or disparity does not match any of these values. The fact that this…

Computer Vision and Pattern Recognition · Computer Science 2021-03-30 Divyansh Garg , Yan Wang , Bharath Hariharan , Mark Campbell , Kilian Q. Weinberger , Wei-Lun Chao

We consider the problem of estimating the mean of a distribution supported by the $k$-dimensional probability simplex in the setting where an $\varepsilon$ fraction of observations are subject to adversarial corruption. A simple particular…

Statistics Theory · Mathematics 2020-02-04 Amir-Hossein Bateni , Arnak S. Dalalyan

Distributed consensus in the Wasserstein metric space of probability measures on the real line is introduced in this work. Convergence of each agent's measure to a common measure is proven under a weak network connectivity condition. The…

Optimization and Control · Mathematics 2021-10-04 Adrian N. Bishop , Arnaud Doucet

The maximum mean discrepancy and Wasserstein distance are popular distance measures between distributions and play important roles in many machine learning problems such as metric learning, generative modeling, domain adaption, and…

Machine Learning · Computer Science 2025-01-22 Dong Qiao , Jicong Fan

For statistical models on circles, we investigate performance of estimators defined as the projections of the empirical distribution with respect to the Wasserstein distance. We develop algorithms for computing the Wasserstein projection…

Statistics Theory · Mathematics 2025-10-22 Naoki Otani , Takeru Matsuda

While classical data analysis has addressed observations that are real numbers or elements of a real vector space, at present many statistical problems of high interest in the sciences address the analysis of data that consist of more…

Statistics Theory · Mathematics 2023-08-15 Zhigang Yao , Jiaji Su , Bingjie Li , Shing-Tung Yau

For data living in a manifold $M\subseteq \mathbb{R}^m$ and a point $p\in M$ we consider a statistic $U_{k,n}$ which estimates the variance of the angle between pairs of vectors $X_i-p$ and $X_j-p$, for data points $X_i$, $X_j$, near $p$,…

Statistics Theory · Mathematics 2018-05-07 Mateo Díaz , Adolfo J. Quiroz , Mauricio Velasco

We study the problem of quantifying how far an empirical distribution deviates from Gaussianity under the framework of optimal transport. By exploiting the cone geometry of the relative translation invariant quadratic Wasserstein space, we…

Machine Learning · Computer Science 2026-02-02 Binshuai Wang , Peng Wei

We consider decision-making problems involving the optimization of linear objective functions with uncertain coefficients. The probability distribution of the coefficients--which are assumed to be stochastic in nature--is unknown to the…

Optimization and Control · Mathematics 2024-12-23 Eilyan Bitar

We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…

Optimization and Control · Mathematics 2025-03-03 Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler

Motivated by the growing popularity of variants of the Wasserstein distance in statistics and machine learning, we study statistical inference for the Sliced Wasserstein distance--an easily computable variant of the Wasserstein distance.…

Statistics Theory · Mathematics 2022-04-05 Tudor Manole , Sivaraman Balakrishnan , Larry Wasserman

Mesh deformation plays a pivotal role in many 3D vision tasks including dynamic simulations, rendering, and reconstruction. However, defining an efficient discrepancy between predicted and target meshes remains an open problem. A prevalent…

Computer Vision and Pattern Recognition · Computer Science 2024-03-19 Tung Le , Khai Nguyen , Shanlin Sun , Kun Han , Nhat Ho , Xiaohui Xie

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

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

Machine Learning · Computer Science 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

We propose conditional flows of the maximum mean discrepancy (MMD) with the negative distance kernel for posterior sampling and conditional generative modeling. This MMD, which is also known as energy distance, has several advantageous…

Two geometrical structures have been extensively studied for a manifold of probability distributions. One is based on the Fisher information metric, which is invariant under reversible transformations of random variables, while the other is…

Optimization and Control · Mathematics 2017-10-02 Shun-ichi Amari , Ryo Karakida , Masafumi Oizumi
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