Related papers: Centered plug-in estimation of Wasserstein distanc…
For $\ell\colon \mathbb{R}^d \to [0,\infty)$ we consider the sequence of probability measures $\left(\mu_n\right)_{n \in \mathbb{N}}$, where $\mu_n$ is determined by a density that is proportional to $\exp(-n\ell)$. We allow for infinitely…
The adapted Wasserstein ($AW$) distance refines the classical Wasserstein ($W$) distance by incorporating the temporal structure of stochastic processes. This makes the $AW$-distance well-suited as a robust distance for many dynamic…
A new estimator for three-center two-particle Coulomb integrals is presented. Our estimator is exact for some classes of integrals and is much more efficient than the standard Schwartz counterpart due to the proper account of distance…
Wasserstein barycenter, built on the theory of optimal transport, provides a powerful framework to aggregate probability distributions, and it has increasingly attracted great attention within the machine learning community. However, it…
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…
Generalized sliced Wasserstein distance is a variant of sliced Wasserstein distance that exploits the power of non-linear projection through a given defining function to better capture the complex structures of the probability…
We study the problem of differentially private clustering under input-stability assumptions. Despite the ever-growing volume of works on differential privacy in general and differentially private clustering in particular, only three works…
We introduce a modified Benamou-Brenier type approach leading to a Wasserstein type distance that allows global invariance, specifically, isometries, and we show that the problem can be summarized to orthogonal transformations. This…
Many variants of the Wasserstein distance have been introduced to reduce its original computational burden. In particular the Sliced-Wasserstein distance (SW), which leverages one-dimensional projections for which a closed-form solution of…
We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…
Given two rational univariate polynomials, the Wasserstein distance of their associated measures is an algebraic number. We determine the algebraic degree of the squared Wasserstein distance, serving as a measure of algebraic complexity of…
The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…
The Wasserstein probability metric has received much attention from the machine learning community. Unlike the Kullback-Leibler divergence, which strictly measures change in probability, the Wasserstein metric reflects the underlying…
The Sliced-Wasserstein (SW) distance between probability measures is defined as the average of the Wasserstein distances resulting for the associated one-dimensional projections. As a consequence, the SW distance can be written as an…
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…
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…
We propose a new unsupervised anomaly detection method based on the sliced-Wasserstein distance for training data selection in machine learning approaches. Our filtering technique is interesting for decision-making pipelines deploying…
This paper studies inference for quadratic forms of linear regression coefficients with clustered data and many covariates. Our framework covers three important special cases: instrumental variables regression with many instruments and…
We establish upper bounds for the expected $p$-th power of the Gaussian-smoothed $p$-Wasserstein distance between a probability measure $\mu$ and the corresponding empirical measure $\mu_N$, whenever $\mu$ has finite $q$-th moment for some…
We present the Fourier Sliced-Wasserstein (FSW) embedding - a novel method to embed multisets and measures over R^d into Euclidean space. Our proposed embedding approximately preserves the sliced Wasserstein distance on distributions,…