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Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for instance, the case in finance and sociology due to…

Optimization and Control · Mathematics 2020-10-01 Iman Shames , Farhad Farokhi

Classical regression models do not cover non-Euclidean data that reside in a general metric space, while the current literature on non-Euclidean regression by and large has focused on scenarios where either predictors or responses are…

Methodology · Statistics 2023-12-27 Changbo Zhu , Hans-Georg Müller

We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…

Computation · Statistics 2019-08-06 Jialin Liu , Wotao Yin , Wuchen Li , Yat Tin Chow

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

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

Statistics Theory · Mathematics 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao

We develop a novel clustering method for distributional data, where each data point is regarded as a probability distribution on the real line. For distributional data, it has been challenging to develop a clustering method that utilizes…

Methodology · Statistics 2025-06-24 Ryo Okano , Masaaki Imaizumi

Discriminating between distributions is an important problem in a number of scientific fields. This motivated the introduction of Linear Optimal Transportation (LOT), which embeds the space of distributions into an $L^2$-space. The…

Machine Learning · Statistics 2021-05-27 Caroline Moosmüller , Alexander Cloninger

Gromov--Wasserstein (GW) distances compare graphs, shapes, and point clouds through internal distances, without requiring a common coordinate system. This invariance is powerful, but discrete GW is a nonconvex quadratic optimal transport…

Machine Learning · Computer Science 2026-05-15 Ao Xu , Tieru Wu

This paper addresses a new active learning strategy for regression problems. The presented Wasserstein active regression model is based on the principles of distribution-matching to measure the representativeness of the labeled dataset. The…

Machine Learning · Computer Science 2024-03-25 Benjamin Bobbia , Matthias Picard

Embedding complex objects as vectors in low dimensional spaces is a longstanding problem in machine learning. We propose in this work an extension of that approach, which consists in embedding objects as elliptical probability…

Machine Learning · Statistics 2019-02-19 Boris Muzellec , Marco Cuturi

The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common…

Machine Learning · Computer Science 2021-02-16 Jung Hun Oh , Maryam Pouryahya , Aditi Iyer , Aditya P. Apte , Allen Tannenbaum , Joseph O. Deasy

The optimal transport and Wasserstein barycenter of Gaussian distributions have been solved. In literature, the closed form formulas of the Monge map, the Wasserstein distance and the Wasserstein barycenter have been given. Moreover, when…

Optimization and Control · Mathematics 2025-04-22 Keyu Chen , Yunxin Zhang

We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our…

Machine Learning · Statistics 2017-06-14 Nhat Ho , XuanLong Nguyen , Mikhail Yurochkin , Hung Hai Bui , Viet Huynh , Dinh Phung

The Bregman-Wasserstein divergence is the optimal transport cost when the underlying cost function is given by a Bregman divergence, and arises naturally in fields such as statistics and machine learning. We establish fundamental properties…

Probability · Mathematics 2025-04-14 Amanjit Singh Kainth , Cale Rankin , Ting-Kam Leonard Wong

In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a…

Applications · Statistics 2023-07-11 Chen Cheng , Linjie Wen , Jinglai Li

This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…

Optimization and Control · Mathematics 2022-04-28 Ferran Arqué , César A. Uribe , Carlos Ocampo-Martinez

How should researchers select experimental sites when the deployment population differs from observed data? I formulate the problem of experimental site selection as an optimal transport problem, developing methods to minimize downstream…

Methodology · Statistics 2025-11-07 Adam Bouyamourn

It has been shown beneficial for many types of data which present an underlying hierarchical structure to be embedded in hyperbolic spaces. Consequently, many tools of machine learning were extended to such spaces, but only few…

Machine Learning · Computer Science 2023-06-27 Clément Bonet , Laetitia Chapel , Lucas Drumetz , Nicolas Courty

This paper deals with the 3/4-discrete 2-Wasserstein optimal transport between two measures, where one is supported by a set of segment and the other one is supported by a set of Dirac masses. We select the most suitable optimization…

Numerical Analysis · Mathematics 2018-06-26 Frédéric de Gournay , Jonas Kahn , Léo Lebrat

We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…

Optimization and Control · Mathematics 2020-01-15 T. Ö. Çelik , A. Jamneshan , G. Montúfar , B. Sturmfels , L. Venturello