Related papers: Wasserstein distance and metric trees
For a metric space $X$, we study the space $D^{\infty}(X)$ of bounded functions on $X$ whose infinitesimal Lipschitz constant is uniformly bounded. $D^{\infty}(X)$ is compared with the space $\LIP^{\infty}(X)$ of bounded Lipschitz functions…
In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…
The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…
In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…
We provide an implementation to compute the flat metric in any dimension. The flat metric, also called dual bounded Lipschitz distance, generalizes the well-known Wasserstein distance $W_1$ to the case that the distributions are of unequal…
Optimal transport enables one to construct a metric on the set of (sufficiently small at infinity) probability measures on any (not too wild) metric space X, called its Wasserstein space W(X). In this paper we investigate the geometry of…
This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space,…
Assume that an agent models a financial asset through a measure Q with the goal to price / hedge some derivative or optimize some expected utility. Even if the model Q is chosen in the most skilful and sophisticated way, she is left with…
We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…
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…
The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…
Given a complete Riemannian manifold $M$ with a lower Ricci curvature bound, we consider barycenters in the Wasserstein space $\mathcal{W}_2(M)$ of probability measures on $M$. We refer to them as Wasserstein barycenters, which by…
This paper addresses the basic question of how well can a tree approximate distances of a metric space or a graph. Given a graph, the problem of constructing a spanning tree in a graph which strongly preserves distances in the graph is a…
Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…
We present an algebraic account of the Wasserstein distances $W_p$ on complete metric spaces, for $p \geq 1$. This is part of a program of a quantitative algebraic theory of effects in programming languages. In particular, we give axioms,…
We introduce a weak notion of barycenter of a probability measure $\mu$ on a metric measure space $(X, d, {\bf m})$, with the metric $d$ and reference measure ${\bf m}$. Under the assumption that optimal transport plans are given by…
A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…
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…
The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…
Euclidean embeddings of data are fundamentally limited in their ability to capture latent semantic structures, which need not conform to Euclidean spatial assumptions. Here we consider an alternative, which embeds data as discrete…