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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

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

Distribution matching is central to many vision and graphics tasks, where the widely used Wasserstein distance is too costly to compute for high dimensional distributions. The Sliced Wasserstein Distance (SWD) offers a scalable alternative,…

Graphics · Computer Science 2025-10-02 Mark Boss , Andreas Engelhardt , Simon Donné , Varun Jampani

The Wasserstein metric is an important measure of distance between probability distributions, with applications in machine learning, statistics, probability theory, and data analysis. This paper provides upper and lower bounds on…

Statistics Theory · Mathematics 2019-11-11 Shashank Singh , Barnabás Póczos

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

Comparing probability distributions is a fundamental problem in data sciences. Simple norms and divergences such as the total variation and the relative entropy only compare densities in a point-wise manner and fail to capture the geometric…

Measuring the distance between ontological elements is fundamental for ontology matching. String-based distance metrics are notorious for shallow syntactic matching. In this exploratory study, we investigate Wasserstein distance targeting…

Artificial Intelligence · Computer Science 2022-09-22 Yuan An , Alex Kalinowski , Jane Greenberg

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

Sliced-Wasserstein distance (SW) and its variant, Max Sliced-Wasserstein distance (Max-SW), have been used widely in the recent years due to their fast computation and scalability even when the probability measures lie in a very high…

Machine Learning · Statistics 2020-10-06 Khai Nguyen , Nhat Ho , Tung Pham , Hung Bui

The sliced Wasserstein (SW) distances between two probability measures are defined as the expectation of the Wasserstein distance between two one-dimensional projections of the two measures. The randomness comes from a projecting direction…

Machine Learning · Statistics 2024-02-20 Khai Nguyen , Nhat Ho

Sliced Optimal Transport (OT) simplifies the OT problem in high-dimensional spaces by projecting supports of input measures onto one-dimensional lines and then exploiting the closed-form expression of the univariate OT to reduce the…

Machine Learning · Computer Science 2025-03-21 Viet-Hoang Tran , Thanh T. Chu , Khoi N. M. Nguyen , Trang Pham , Tam Le , Tan M. Nguyen

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…

Machine Learning · Statistics 2024-11-05 Daniel Kuhn , Peyman Mohajerin Esfahani , Viet Anh Nguyen , Soroosh Shafieezadeh-Abadeh

Deep neural networks achieve superior performance in semantic segmentation, but are limited to a predefined set of classes, which leads to failures when they encounter unknown objects in open-world scenarios. Recognizing and segmenting…

Computer Vision and Pattern Recognition · Computer Science 2025-12-15 Arnold Brosch , Abdelrahman Eldesokey , Michael Felsberg , Kira Maag

Wasserstein Discriminant Analysis (WDA) is a new supervised method that can improve classification of high-dimensional data by computing a suitable linear map onto a lower dimensional subspace. Following the blueprint of classical Linear…

Machine Learning · Statistics 2018-09-21 Rémi Flamary , Marco Cuturi , Nicolas Courty , Alain Rakotomamonjy

Understanding proper distance measures between distributions is at the core of several learning tasks such as generative models, domain adaptation, clustering, etc. In this work, we focus on mixture distributions that arise naturally in…

Machine Learning · Computer Science 2019-10-30 Yogesh Balaji , Rama Chellappa , Soheil Feizi

With the increasing availability of data objects in the form of probability distributions, there is a growing need for statistical methods tailored to distributional data. Distance measures, especially the pairwise distance matrix between…

Methodology · Statistics 2026-03-03 Edward Shao , Junyoung Park , Naresh Punjabi , Hui Jiang , Irina Gaynanova

Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…

Optimization and Control · Mathematics 2022-05-03 Rui Gao , Anton J. Kleywegt

In this paper, we investigate the properties of the Sliced Wasserstein Distance (SW) when employed as an objective functional. The SW metric has gained significant interest in the optimal transport and machine learning literature, due to…

Machine Learning · Statistics 2025-08-21 Christophe Vauthier , Anna Korba , Quentin Mérigot

The Quasi Manhattan Wasserstein Distance (QMWD) is a metric designed to quantify the dissimilarity between two matrices by combining elements of the Wasserstein Distance with specific transformations. It offers improved time and space…

Machine Learning · Computer Science 2023-10-20 Evan Unit Lim

We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…

Machine Learning · Computer Science 2023-02-16 Alexander Cloninger , Keaton Hamm , Varun Khurana , Caroline Moosmüller
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