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Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…

Machine Learning · Computer Science 2026-03-03 Philip Naumann , Jacob Kauffmann , Grégoire Montavon

The Wasserstein metric or earth mover's distance (EMD) is a useful tool in statistics, machine learning and computer science with many applications to biological or medical imaging, among others. Especially in the light of increasingly…

Optimization and Control · Mathematics 2018-01-26 Jörn Schrieber , Dominic Schuhmacher , Carsten Gottschlich

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

Methodology · Statistics 2019-04-10 Victor M. Panaretos , Yoav Zemel

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

We propose a new approach to measuring the agreement between two oscillatory time series, such as seismic waveforms, and demonstrate that it can be employed effectively in inverse problems. Our approach is based on Optimal Transport theory…

Geophysics · Physics 2022-07-01 Malcolm Sambridge , Andrew Jackson , Andrew P. Valentine

We introduce a novel, geometry-aware distance metric for the family of von Mises-Fisher (vMF) distributions, which are fundamental models for directional data on the unit hypersphere. Although the vMF distribution is widely employed in a…

Machine Learning · Statistics 2025-04-22 Kisung You , Dennis Shung , Mauro Giuffrè

The validation of global climate models is crucial to ensure the accuracy and efficacy of model output. We introduce the spherical convolutional Wasserstein distance to more comprehensively measure differences between climate models and…

Applications · Statistics 2024-02-05 Robert C. Garrett , Trevor Harris , Bo Li , Zhuo Wang

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

1. Complex systems of moving and interacting objects are ubiquitous in the natural and social sciences. Predicting their behavior often requires models that mimic these systems with sufficient accuracy, while accounting for their inherent…

Quantitative Methods · Quantitative Biology 2014-12-02 Jonathan R. Potts , Marie Auger-Méthé , Karl Mokross , Mark A. Lewis

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

We study the Wasserstein metric $W_p$, a notion of distance between two probability distributions, from the perspective of Fourier Analysis and discuss applications. In particular, we bound the Earth Mover Distance $W_1$ between the…

Classical Analysis and ODEs · Mathematics 2020-09-15 Stefan Steinerberger

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

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

This paper is concerned by statistical inference problems from a data set whose elements may be modeled as random probability measures such as multiple histograms or point clouds. We propose to review recent contributions in statistics on…

Statistics Theory · Mathematics 2019-08-27 Jérémie Bigot

The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…

Machine Learning · Statistics 2023-03-02 Sloan Nietert , Rachel Cummings , Ziv Goldfeld

In this work we test Wasserstein distance in conjunction with persistent homology, as a tool for discriminating large scale structures of simulated universes with different values of $\sigma_8$ cosmological parameter (present…

Cosmology and Nongalactic Astrophysics · Physics 2023-05-11 Maksym Tsizh , Vitalii Tymchyshyn , Franco Vazza

Optimal transport (OT) and the related Wasserstein metric (W) are powerful and ubiquitous tools for comparing distributions. However, computing pairwise Wasserstein distances rapidly becomes intractable as cohort size grows. An attractive…

Machine Learning · Computer Science 2024-06-05 Doron Haviv , Russell Zhang Kunes , Thomas Dougherty , Cassandra Burdziak , Tal Nawy , Anna Gilbert , Dana Pe'er

This paper focuses on a similarity measure, known as the Wasserstein distance, with which to compare images. The Wasserstein distance results from a partial differential equation (PDE) formulation of Monge's optimal transport problem. We…

Computer Vision and Pattern Recognition · Computer Science 2018-04-10 Michael Snow , Jan Van lent

Issued from Optimal Transport, the Wasserstein distance has gained importance in Machine Learning due to its appealing geometrical properties and the increasing availability of efficient approximations. In this work, we consider the problem…

Machine Learning · Statistics 2022-02-21 Guillaume Staerman , Pierre Laforgue , Pavlo Mozharovskyi , Florence d'Alché-Buc

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
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