Related papers: Measure estimation on manifolds: an optimal transp…
We consider the problem of recovering a $d-$dimensional manifold $\mathcal{M} \subset \mathbb{R}^n$ when provided with noiseless samples from $\mathcal{M}$. There are many algorithms (e.g., Isomap) that are used in practice to fit manifolds…
We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…
In this paper, for $\mu$ and $\nu$ two probability measures on $\mathbb{R}^d$ with finite moments of order $\rho\ge 1$, we define the respective projections for the $W_\rho$-Wasserstein distance of $\mu$ and $\nu$ on the sets of probability…
We propose to align distributional data from the perspective of Wasserstein means. We raise the problem of regularizing Wasserstein means and propose several terms tailored to tackle different problems. Our formulation is based on the…
Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…
Issued from Optimal Transport, the Wasserstein distance has gained importance in Machine Learning due to its appealing geometrical properties and the increasing availability of efficient approximations. In this work, we consider the problem…
Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…
Sinkhorn divergence is a measure of dissimilarity between two probability measures. It is obtained through adding an entropic regularization term to Kantorovich's optimal transport problem and can hence be viewed as an entropically…
Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…
Statistical models often include thousands of parameters. However, large models decrease the investigator's ability to interpret and communicate the estimated parameters. Reducing the dimensionality of the parameter space in the estimation…
Wasserstein barycenters provide a geometric notion of the weighted average of probability measures based on optimal transport. In this paper, we present a scalable algorithm to compute Wasserstein-2 barycenters given sample access to the…
Many decision problems in science, engineering and economics are affected by uncertain parameters whose distribution is only indirectly observable through samples. The goal of data-driven decision-making is to learn a decision from finitely…
We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…
The lower the distortion of an estimator, the more the distribution of its outputs generally deviates from the distribution of the signals it attempts to estimate. This phenomenon, known as the perception-distortion tradeoff, has captured…
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…
When a population exhibits heterogeneity, we often model it via a finite mixture: decompose it into several different but homogeneous subpopulations. Contemporary practice favors learning the mixtures by maximizing the likelihood for…
We propose a variational approach to approximate measures with measures uniformly distributed over a 1 dimentional set. The problem consists in minimizing a Wasserstein distance as a data term with a regularization given by the length of…
It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…
In this paper, we apply the framework of optimal transport to the formulation of optimal design problems. By considering the Wasserstein space as a set of design variables, we associate each probability measure with a shape configuration of…
We consider learning in an adversarial environment, where an $\varepsilon$-fraction of samples from a distribution $P$ are arbitrarily modified (global corruptions) and the remaining perturbations have average magnitude bounded by $\rho$…