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In this paper, we study statistical inference for the Wasserstein distance, which has attracted much attention and has been applied to various machine learning tasks. Several studies have been proposed in the literature, but almost all of…

Machine Learning · Statistics 2022-01-21 Vo Nguyen Le Duy , Ichiro Takeuchi

We propose a methodology for intercomparing climate models and evaluating their performance against benchmarks based on the use of the Wasserstein distance (WD). This distance provides a rigorous way to measure quantitatively the difference…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Gabriele Vissio , Valerio Lembo , Valerio Lucarini , Michael Ghil

Devising indicative evaluation metrics for the image generation task remains an open problem. The most widely used metric for measuring the similarity between real and generated images has been the Fr\'echet Inception Distance (FID) score.…

Computer Vision and Pattern Recognition · Computer Science 2020-06-30 Muhammad Ferjad Naeem , Seong Joon Oh , Youngjung Uh , Yunjey Choi , Jaejun Yoo

Conditional distribution is a fundamental quantity for describing the relationship between a response and a predictor. We propose a Wasserstein generative approach to learning a conditional distribution. The proposed approach uses a…

Machine Learning · Computer Science 2021-12-21 Shiao Liu , Xingyu Zhou , Yuling Jiao , Jian Huang

We study the estimation and concentration on its expectation of the probability to observe data further than a specified distance from a given iid sample in a metric space. The problem extends the classical problem of estimation of the…

Statistics Theory · Mathematics 2022-11-23 Andreas Maurer

In inverse problems, many conditional generative models approximate the posterior measure by minimizing a distance between the joint measure and its learned approximation. While this approach also controls the distance between the posterior…

Machine Learning · Computer Science 2025-08-28 Jannis Chemseddine , Paul Hagemann , Gabriele Steidl , Christian Wald

Quantifying degrees of fusion and separability between data groups in representation space is a fundamental problem in representation learning, particularly under domain shift. A meaningful metric should capture fusion-altering factors like…

Machine Learning · Computer Science 2026-01-30 Xiaolong Zhang , Jianwei Zhang , Xubo Song

We formulate factorial difference-in-differences (FDID), a research design that extends canonical difference-in-differences (DID) to settings in which an event affects all units. In many panel data applications, researchers exploit…

Methodology · Statistics 2026-02-04 Yiqing Xu , Anqi Zhao , Peng Ding

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…

Machine Learning · Statistics 2019-08-23 Leon Bottou , Martin Arjovsky , David Lopez-Paz , Maxime Oquab

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

Generative models are designed to address the data scarcity problem. Even with the exploding amount of data, due to computational advancements, some applications (e.g., health care, weather forecast, fault detection) still suffer from data…

Machine Learning · Computer Science 2024-05-07 Alireza Koochali , Maria Walch , Sankrutyayan Thota , Peter Schichtel , Andreas Dengel , Sheraz Ahmed

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

Learning and generating various types of data based on conditional diffusion models has been a research hotspot in recent years. Although conditional diffusion models have made considerable progress in improving acceleration algorithms and…

Machine Learning · Statistics 2025-08-18 Mengze Li

We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…

Statistics Theory · Mathematics 2026-02-04 Suhan Liu , Mo Liu

This paper focuses on Bayesian inference in a federated learning context (FL). While several distributed MCMC algorithms have been proposed, few consider the specific limitations of FL such as communication bottlenecks and statistical…

Machine Learning · Statistics 2022-11-02 Vincent Plassier , Alain Durmus , Eric Moulines

Variational inference, such as the mean-field (MF) approximation, requires certain conjugacy structures for efficient computation. These can impose unnecessary restrictions on the viable prior distribution family and further constraints on…

Statistics Theory · Mathematics 2023-09-11 Rentian Yao , Yun Yang

We present new insights into causal inference in the context of Heterogeneous Treatment Effects by proposing natural variants of Random Forests to estimate the key conditional distributions. To achieve this, we recast Breiman's original…

Machine Learning · Statistics 2021-02-16 Qiming Du , Gérard Biau , François Petit , Raphaël Porcher

We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…

Statistics Theory · Mathematics 2022-02-16 Masaaki Imaizumi , Hirofumi Ota , Takuo Hamaguchi

A conditional expectation function (CEF) can at best be partially identified when the conditioning variable is interval censored. When the number of bins is small, existing methods often yield minimally informative bounds. We propose three…

Econometrics · Economics 2018-03-01 Sam Asher , Paul Novosad , Charlie Rafkin

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