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We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

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

Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a robust variant of the Wasserstein distance. Recent work suggests that this quantity is more robust than the standard Wasserstein distance, in…

Machine Learning · Computer Science 2023-01-03 Tianyi Lin , Chenyou Fan , Nhat Ho , Marco Cuturi , Michael I. Jordan

We investigate a stochastic program with expected value constraints, addressing the problem in a general context through Distributionally Robust Optimization (DRO) approach using Wasserstein distances, where the ambiguity set depends on the…

Optimization and Control · Mathematics 2023-04-18 Diego Fonseca , Mauricio Junca

We obtain essentially matching upper and lower bounds for the expected max-sliced 1-Wasserstein distance between a probability measure on a separable Hilbert space and its empirical distribution from $n$ samples. By proving a Banach space…

Probability · Mathematics 2024-11-27 March T. Boedihardjo

We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…

Optimization and Control · Mathematics 2025-03-03 Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler

Wasserstein distance induces a natural Riemannian structure for the probabilities on the Euclidean space. This insight of classical transport theory is fundamental for tremendous applications in various fields of pure and applied…

Probability · Mathematics 2023-08-14 Daniel Bartl , Mathias Beiglböck , Gudmund Pammer

The quadratic Wasserstein metric has shown its power in measuring the difference between probability densities, which benefits optimization objective function with better convexity and is insensitive to data noise. Nevertheless, it is…

Numerical Analysis · Mathematics 2022-01-28 Zhengyang Li , Yijia Tang , Jing Chen , Hao Wu

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

The sliced Wasserstein distance $SW_2(\mu,\nu)$ compares high-dimensional probability measures by averaging one-dimensional optimal transport distances over linear projections. Although sliced Wasserstein distances are now standard…

Metric Geometry · Mathematics 2026-05-26 Bang-Xian Han

While the existing stochastic control theory is well equipped to handle dynamical systems with stochastic uncertainties, a paradigm shift using distance measure based decision making is required for the effective further exploration of the…

Optimization and Control · Mathematics 2025-12-02 Venkatraman Renganathan , Sei Zhen Khong

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

Motivated by the 2D class averaging problem in single-particle cryo-electron microscopy (cryo-EM), we present a k-means algorithm based on a rotationally-invariant Wasserstein metric for images. Unlike existing methods that are based on…

Computer Vision and Pattern Recognition · Computer Science 2021-05-31 Rohan Rao , Amit Moscovich , Amit Singer

The Wasserstein barycenter has been widely studied in various fields, including natural language processing, and computer vision. However, it requires a high computational cost to solve the Wasserstein barycenter problem because the…

Artificial Intelligence · Computer Science 2022-02-14 Yuki Takezawa , Ryoma Sato , Zornitsa Kozareva , Sujith Ravi , Makoto Yamada

Personalized recommender systems are playing an increasingly important role as more content and services become available and users struggle to identify what might interest them. Although matrix factorization and deep learning based methods…

Information Retrieval · Computer Science 2021-01-14 Chen Ma , Liheng Ma , Yingxue Zhang , Ruiming Tang , Xue Liu , Mark Coates

Many data clustering applications must handle objects that cannot be represented as vectors. In this context, the bag-of-vectors representation describes complex objects through discrete distributions, for which the Wasserstein distance…

Machine Learning · Computer Science 2025-10-15 Alfredo Oneto , Blazhe Gjorgiev , Giovanni Sansavini

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

Distances have a ubiquitous role in persistent homology, from the direct comparison of homological representations of data to the definition and optimization of invariants. In this article we introduce a family of parametrized pseudometrics…

Algebraic Topology · Mathematics 2024-08-23 Jens Agerberg , Andrea Guidolin , Isaac Ren , Martina Scolamiero

Wasserstein distance, especially among symmetric positive-definite matrices, has broad and deep influences on development of artificial intelligence (AI) and other branches of computer science. A natural idea is to describe the geometry of…

Differential Geometry · Mathematics 2021-05-12 Yihao Luo , Shiqiang Zhang , Yueqi Cao , Huafei Sun

Dimension reduction techniques typically seek an embedding of a high-dimensional point cloud into a low-dimensional Euclidean space which optimally preserves the geometry of the input data. Based on expert knowledge, one may instead wish to…

Optimization and Control · Mathematics 2025-02-28 Ranthony A. Clark , Tom Needham , Thomas Weighill