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We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…

Statistics Theory · Mathematics 2022-05-10 Jie Wang , Rui Gao , Yao Xie

Classical optimal transport problem seeks a transportation map that preserves the total mass betwenn two probability distributions, requiring their mass to be the same. This may be too restrictive in certain applications such as color or…

Machine Learning · Statistics 2020-06-15 Laetitia Chapel , Mokhtar Z. Alaya , Gilles Gasso

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

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

Optimization and Control · Mathematics 2020-06-15 Julie Delon , Agnes Desolneux

Measuring dependence between random variables is a fundamental problem in Statistics, with applications across diverse fields. While classical measures such as Pearson's correlation have been widely used for over a century, they have…

Statistics Theory · Mathematics 2025-10-08 Marta Catalano , Hugo Lavenant

The challenge of describing model drift is an open question in unsupervised learning. It can be difficult to evaluate at what point an unsupervised model has deviated beyond what would be expected from a different sample from the same…

Computational Geometry · Computer Science 2018-12-18 Michael McCabe

Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…

Machine Learning · Statistics 2026-05-20 Peter Matthew Jacobs , Jeff M. Phillips

Seismology has been an active science for a long time. It changed character about 50 years ago when the earth's vibrations could be measured on the surface more accurately and more frequently in space and time. The full wave field could be…

Numerical Analysis · Mathematics 2018-08-15 Björn Engquist , Yunan Yang

Flow matching has recently emerged as a flexible and efficient framework for generative modelling by learning deterministic transport dynamics between probability measures. In this work, we extend flow matching to the space of probability…

Machine Learning · Computer Science 2026-05-12 Moritz Piening , Richard Duong , Gabriele Steidl

A common way to quantify the ,,distance'' between measures is via their discrepancy, also known as maximum mean discrepancy (MMD). Discrepancies are related to Sinkhorn divergences $S_\varepsilon$ with appropriate cost functions as…

Optimization and Control · Mathematics 2020-08-25 Sebastian Neumayer , Gabriele Steidl

Topological Data Analysis methods can be useful for classification and clustering tasks in many different fields as they can provide two dimensional persistence diagrams that summarize important information about the shape of potentially…

Quantum Physics · Physics 2024-09-02 Bernardo Ameneyro , Rebekah Herrman , George Siopsis , Vasileios Maroulas

In transportation network analysis, various types of road network data can be used even when focusing on the same region. Since different road network datasets can make different performance in analyses, it is necessary to compare them and…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Hengyi Zhong , Toru Seo

The Wasserstein distance from optimal mass transport (OMT) is a powerful mathematical tool with numerous applications that provides a natural measure of the distance between two probability distributions. Several methods to incorporate OMT…

Machine Learning · Computer Science 2023-10-31 Jung Hun Oh , Rena Elkin , Anish Kumar Simhal , Jiening Zhu , Joseph O Deasy , Allen Tannenbaum

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…

Methodology · Statistics 2022-02-14 Ryo Okano , Masaaki Imaizumi

This paper serves as a user's guide to sampling strategies for sliced optimal transport. We provide reminders and additional regularity results on the Sliced Wasserstein distance. We detail the construction methods, generation time…

Machine Learning · Computer Science 2025-06-13 Keanu Sisouk , Julie Delon , Julien Tierny

Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…

Machine Learning · Computer Science 2020-02-21 Marin Ballu , Quentin Berthet , Francis Bach

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

Machine Learning · Computer Science 2019-09-04 François-Pierre Paty , Marco Cuturi

We define the quantum Wasserstein distance such that the optimization of the coupling is carried out over bipartite separable states rather than bipartite quantum states in general, and examine its properties. Surprisingly, we find that the…

Quantum Physics · Physics 2023-10-17 Géza Tóth , József Pitrik

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

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 2021-05-26 Viet Huynh , Nhat Ho , Nhan Dam , XuanLong Nguyen , Mikhail Yurochkin , Hung Bui , and Dinh Phung
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