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Clustering task of mixed data is a challenging problem. In a probabilistic framework, the main difficulty is due to a shortage of conventional distributions for such data. In this paper, we propose to achieve the mixed data clustering with…

Methodology · Statistics 2015-10-01 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle

Clustering mixed data presents numerous challenges inherent to the very heterogeneous nature of the variables. A clustering algorithm should be able, despite of this heterogeneity, to extract discriminant pieces of information from the…

Machine Learning · Computer Science 2022-05-10 Robin Fuchs , Denys Pommeret , Cinzia Viroli

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…

Machine Learning · Statistics 2019-08-23 Leon Bottou , Martin Arjovsky , David Lopez-Paz , Maxime Oquab

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

In this article, we generalize the Wasserstein distance to measures with different masses. We study the properties of such distance. In particular, we show that it metrizes weak convergence for tight sequences. We use this generalized…

Analysis of PDEs · Mathematics 2015-06-05 Benedetto Piccoli , Francesco Rossi

We study a class of quadratic Wasserstein distances on spaces consisting of generalized dynamical systems on a von Neumann algebra. We emphasize how symmetry of such a Wasserstein distance arises, but also study the asymmetric case. This…

Operator Algebras · Mathematics 2024-11-05 Rocco Duvenhage

We derive central limit theorems for the Wasserstein distance between the empirical distributions of Gaussian samples. The cases are distinguished whether the underlying laws are the same or different. Results are based on the (quadratic)…

Statistics Theory · Mathematics 2016-02-22 Thomas Rippl , Axel Munk , Anja Sturm

Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…

Machine Learning · Computer Science 2024-07-01 Vitaly Feldman , Audra McMillan , Satchit Sivakumar , Kunal Talwar

Scientific datasets often have hierarchical structure: for example, in surveys, individual participants (samples) might be grouped at a higher level (units) such as their geographical region. In these settings, the interest is often in…

Machine Learning · Computer Science 2024-06-06 Fynn Bachmann , Philipp Hennig , Dmitry Kobak

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

A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…

Methodology · Statistics 2019-05-10 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

Markov chains and diffusion processes are indispensable tools in machine learning and statistics that are used for inference, sampling, and modeling. With the growth of large-scale datasets, the computational cost associated with simulating…

Statistics Theory · Mathematics 2017-08-31 Jonathan H. Huggins , James Zou

Gaussian mixture models are universal approximators in the sense that any smooth density can be approximated arbitrarily well with a Gaussian mixture model with enough components. Due to their broad expressive power, Gaussian mixture models…

Computation · Statistics 2025-02-12 Haley Colgate Kottler , Julia Lindberg , Jose Israel Rodriguez

We consider the problem of Gaussian mixture clustering in the high-dimensional limit where the data consists of $m$ points in $n$ dimensions, $n,m \rightarrow \infty$ and $\alpha = m/n$ stays finite. Using exact but non-rigorous methods…

Machine Learning · Statistics 2017-03-24 Thibault Lesieur , Caterina De Bacco , Jess Banks , Florent Krzakala , Cris Moore , Lenka Zdeborová

We introduce a distortion measure for images, Wasserstein distortion, that simultaneously generalizes pixel-level fidelity on the one hand and realism or perceptual quality on the other. We show how Wasserstein distortion reduces to a pure…

Information Theory · Computer Science 2024-04-01 Yang Qiu , Aaron B. Wagner , Johannes Ballé , Lucas Theis

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

The mixture models have become widely used in clustering, given its probabilistic framework in which its based, however, for modern databases that are characterized by their large size, these models behave disappointingly in setting out the…

Machine Learning · Statistics 2017-02-01 Abdelghafour Talibi , Boujemâa Achchab , Rafik Lasri

Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…

Machine Learning · Computer Science 2021-03-02 Arijit Sehanobish , Neal Ravindra , David van Dijk

The proliferation of large data sets and Bayesian inference techniques motivates demand for better data sparsification. Coresets provide a principled way of summarizing a large dataset via a smaller one that is guaranteed to match the…

Machine Learning · Statistics 2020-03-04 Sebastian Claici , Aude Genevay , Justin Solomon

Nowadays stochastic computer simulations with both numeral and distribution inputs are widely used to mimic complex systems which contain a great deal of uncertainty. This paper studies the design and analysis issues of such computer…

Methodology · Statistics 2022-04-26 Chunya Li , Xiaojun Cui , Shifeng Xiong
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