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The study of the closest point(s) on a statistical model from a given distribution in the probability simplex with respect to a fixed Wasserstein metric gives rise to a polyhedral norm distance optimization problem. There are two components…

Algebraic Geometry · Mathematics 2025-01-20 Greg DePaul , Serkan Hoşten , Nilava Metya , Ikenna Nometa

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

This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes…

This paper presents a new approach to the classical problem of quantifying posterior contraction rates (PCRs) in Bayesian statistics. Our approach relies on Wasserstein distance, and it leads to two main contributions which improve on the…

Statistics Theory · Mathematics 2022-05-03 Emanuele Dolera , Stefano Favaro , Edoardo Mainini

We consider two statistical problems at the intersection of functional and non-Euclidean data analysis: the determination of a Fr\'echet mean in the Wasserstein space of multivariate distributions; and the optimal registration of deformed…

Statistics Theory · Mathematics 2020-12-17 Yoav Zemel , Victor M. Panaretos

We consider the block coordinate descent methods of Gauss-Seidel type with proximal regularization (BCD-PR), which is a classical method of minimizing general nonconvex objectives under constraints that has a wide range of practical…

Machine Learning · Computer Science 2023-06-06 Dohyun Kwon , Hanbaek Lyu

In this paper, based on the Fr{\'e}chet mean, we define a notion of barycenter corresponding to a usual notion of statistical mean. We prove the existence of Wasserstein barycenters of random distributions defined on a geodesic space (E,…

Statistics Theory · Mathematics 2016-02-15 Thibaut Le Gouic , Jean-Michel Loubes

We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…

Optimization and Control · Mathematics 2020-09-11 Nazarii Tupitsa , Pavel Dvurechensky , Alexander Gasnikov , César A. Uribe

The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent progress in studying the training dynamics of the noisy gradient descent algorithm on two-layer…

Optimization and Control · Mathematics 2026-05-19 Shuailong Zhu , Xiaohui Chen

As the problem of minimizing functionals on the Wasserstein space encompasses many applications in machine learning, different optimization algorithms on $\mathbb{R}^d$ have received their counterpart analog on the Wasserstein space. We…

Optimization and Control · Mathematics 2024-11-20 Clément Bonet , Théo Uscidda , Adam David , Pierre-Cyril Aubin-Frankowski , Anna Korba

Wasserstein Barycenter (WB) is one of the most fundamental optimization problems in optimal transportation. Given a set of distributions, the goal of WB is to find a new distribution that minimizes the average Wasserstein distance to them.…

Machine Learning · Computer Science 2024-04-23 Qingyuan Yang , Hu Ding

In the standard use case of Algorithmic Fairness, the goal is to eliminate the relationship between a sensitive variable and a corresponding score. Throughout recent years, the scientific community has developed a host of definitions and…

Machine Learning · Statistics 2024-03-28 François Hu , Philipp Ratz , Arthur Charpentier

We perform a mathematical and statistical analysis of the Wasserstein least squares problem, a regression method for vector-valued covariates and distribution-valued responses. Our proposal contrasts with other distributional regression…

Statistics Theory · Mathematics 2026-05-29 Uriel Martínez León , Jonathan Niles-Weed

Algorithmic Fairness is an established field in machine learning that aims to reduce biases in data. Recent advances have proposed various methods to ensure fairness in a univariate environment, where the goal is to de-bias a single task.…

Machine Learning · Statistics 2024-01-17 François Hu , Philipp Ratz , Arthur Charpentier

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

Statistics Theory · Mathematics 2019-11-05 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

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

We consider machine learning, particularly regression, using locally-differentially private datasets. The Wasserstein distance is used to define an ambiguity set centered at the empirical distribution of the dataset corrupted by local…

Machine Learning · Computer Science 2020-06-25 Farhad Farokhi

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 nascent field of Rate-Distortion-Perception (RDP) theory is seeing a surge of research interest due to the application of machine learning techniques in the area of lossy compression. The information RDP function characterizes the…

Information Theory · Computer Science 2023-05-01 Chunhui Chen , Xueyan Niu , Wenhao Ye , Shitong Wu , Bo Bai , Weichao Chen , Sian-Jheng Lin

The Wasserstein metric has become increasingly important in many machine learning applications such as generative modeling, image retrieval and domain adaptation. Despite its appeal, it is often too costly to compute. This has motivated…

Machine Learning · Computer Science 2025-06-04 Jonathan Bobrutsky , Amit Moscovich