Related papers: Estimation and inference for the Wasserstein dista…
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…
Gaussian mixture models find their place as a powerful tool, mostly in the clustering problem, but with proper preparation also in feature extraction, pattern recognition, image segmentation and in general machine learning. When faced with…
Understanding proper distance measures between distributions is at the core of several learning tasks such as generative models, domain adaptation, clustering, etc. In this work, we focus on mixture distributions that arise naturally in…
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…
Recently, a Wasserstein-type distance for Gaussian mixture models has been proposed. However, that framework can only be generalized to identifiable mixtures of general elliptically contoured distributions whose components come from the…
This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distances on the space of…
Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…
In this article, we study Wasserstein-type metrics and corresponding barycenters for mixtures of a chosen subset of probability measures called atoms hereafter. In particular, this works extends what was proposed by Delon and Desolneux [A…
In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…
Finite mixture models have long been used across a variety of fields in engineering and sciences. Recently there has been a great deal of interest in quantifying the convergence behavior of the \emph{mixing measure}, a fundamental object…
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…
Motivated by the growing popularity of variants of the Wasserstein distance in statistics and machine learning, we study statistical inference for the Sliced Wasserstein distance--an easily computable variant of the Wasserstein distance.…
We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…
We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…
We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…
The paper proposes a new approach to model risk measurement based on the Wasserstein distance between two probability measures. It formulates the theoretical motivation resulting from the interpretation of fictitious adversary of robust…
Statistical models often include thousands of parameters. However, large models decrease the investigator's ability to interpret and communicate the estimated parameters. Reducing the dimensionality of the parameter space in the estimation…
Statistical inference can be performed by minimizing, over the parameter space, the Wasserstein distance between model distributions and the empirical distribution of the data. We study asymptotic properties of such minimum Wasserstein…
Existing methods to summarize posterior inference for mixture models focus on identifying a point estimate of the implied random partition for clustering, with density estimation as a secondary goal (Wade and Ghahramani, 2018; Dahl et al.,…
The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…