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We develop a notion of projections between sets of probability measures using the geometric properties of the 2-Wasserstein space. It is designed for general multivariate probability measures, is computationally efficient to implement, and…

Machine Learning · Statistics 2022-08-04 Florian Gunsilius , Meng Hsuan Hsieh , Myung Jin Lee

A number of researchers have independently introduced topologies on the set of laws of stochastic processes that extend the usual weak topology. Depending on the respective scientific background this was motivated by applications and…

Probability · Mathematics 2021-05-18 Julio Backhoff , Daniel Bartl , Mathias Beiglböck , Johannes Wiesel

This paper studies how to find compact state embeddings from high-dimensional Markov state trajectories, where the transition kernel has a small intrinsic rank. In the spirit of diffusion map, we propose an efficient method for learning a…

Machine Learning · Computer Science 2019-10-29 Yifan Sun , Yaqi Duan , Hao Gong , Mengdi Wang

Optimal transport distances, otherwise known as Wasserstein distances, have recently drawn ample attention in computer vision and machine learning as a powerful discrepancy measure for probability distributions. The recent developments on…

Machine Learning · Computer Science 2015-11-11 Soheil Kolouri , Yang Zou , Gustavo K. Rohde

We define predictive states and predictive complexity for quantum systems composed of distinct subsystems. This complexity is a generalization of entanglement entropy. It is inspired by the statistical or forecasting complexity of…

Quantum Physics · Physics 2024-10-22 Curtis T. Asplund , Elisa Panciu

Distinguishing quantum states with minimal sampling overhead is of fundamental importance to teach quantum data to an algorithm. Recently, the quantum Wasserstein distance emerged from the theory of quantum optimal transport as a promising…

Quantum Physics · Physics 2025-12-02 Gonzalo Camacho , Benedikt Fauseweh

We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…

Machine Learning · Statistics 2021-09-27 J. M. Sanz-Serna , Konstantinos C. Zygalakis

Embedding complex objects as vectors in low dimensional spaces is a longstanding problem in machine learning. We propose in this work an extension of that approach, which consists in embedding objects as elliptical probability…

Machine Learning · Statistics 2019-02-19 Boris Muzellec , Marco Cuturi

We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…

Machine Learning · Computer Science 2025-11-14 Eliot Beyler , Francis Bach

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

Optimization and Control · Mathematics 2024-06-18 Nicolas Lanzetti , Antonio Terpin , Florian Dörfler

We introduce stochastic and quantum finite-state transducers as computation-theoretic models of classical stochastic and quantum finitary processes. Formal process languages, representing the distribution over a process's behaviors, are…

Quantum Physics · Physics 2008-04-29 Karoline Wiesner , James P. Crutchfield

Generative models and in particular Generative Adversarial Networks (GANs) have become very popular and powerful data generation tool. In recent years, major progress has been made in extending this concept into the quantum realm. However,…

Quantum Physics · Physics 2023-09-19 Wiktor Jurasz , Christian B. Mendl

Distributional ambiguity sets provide quantifiable ways to characterize the uncertainty about the true probability distribution of random variables of interest. This makes them a key element in data-driven robust optimization by exploiting…

Optimization and Control · Mathematics 2019-09-26 Dimitris Boskos , Jorge Cortés , Sonia Martínez

Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

Machine Learning · Computer Science 2022-12-05 Antonio Candelieri , Andrea Ponti , Francesco Archetti

We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

Optimization and Control · Mathematics 2019-03-01 Jake Bouvrie , Jean-Jacques Slotine

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

This work presents several expected generalization error bounds based on the Wasserstein distance. More specifically, it introduces full-dataset, single-letter, and random-subset bounds, and their analogues in the randomized subsample…

Machine Learning · Statistics 2022-03-29 Borja Rodríguez-Gálvez , Germán Bassi , Ragnar Thobaben , Mikael Skoglund

The convergence rate in Wasserstein distance is estimated for the empirical measures of symmetric semilinear SPDEs. Unlike in the finite-dimensional case that the convergence is of algebraic order in time, in the present situation the…

Probability · Mathematics 2021-02-02 Feng-Yu Wang

The problem of estimating the probability distribution of labels has been widely studied as a label distribution learning (LDL) problem, whose applications include age estimation, emotion analysis, and semantic segmentation. We propose a…

Machine Learning · Computer Science 2021-03-02 Ayato Toyokuni , Sho Yokoi , Hisashi Kashima , Makoto Yamada

In this paper, we study statistical inference for the Wasserstein distance, which has attracted much attention and has been applied to various machine learning tasks. Several studies have been proposed in the literature, but almost all of…

Machine Learning · Statistics 2022-01-21 Vo Nguyen Le Duy , Ichiro Takeuchi
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