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We propose a methodology for intercomparing climate models and evaluating their performance against benchmarks based on the use of the Wasserstein distance (WD). This distance provides a rigorous way to measure quantitatively the difference…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Gabriele Vissio , Valerio Lembo , Valerio Lucarini , Michael Ghil

This paper studies the estimation of high-dimensional, discrete, possibly sparse, mixture models in topic models. The data consists of observed multinomial counts of $p$ words across $n$ independent documents. In topic models, the $p\times…

Statistics Theory · Mathematics 2022-06-28 Xin Bing , Florentina Bunea , Seth Strimas-Mackey , Marten Wegkamp

Fairness testing evaluates whether a model satisfies a specified fairness criterion across different groups, yet most research has focused on classification models, leaving regression models underexplored. This paper introduces a framework…

Machine Learning · Computer Science 2026-02-11 Wanxin Li , Yongjin P. Park , Khanh Dao Duc

Distance measures between graphs are important primitives for a variety of learning tasks. In this work, we describe an unsupervised, optimal transport based approach to define a distance between graphs. Our idea is to derive…

Computational Engineering, Finance, and Science · Computer Science 2024-04-11 Michael Scholkemper , Damin Kühn , Gerion Nabbefeld , Simon Musall , Björn Kampa , Michael T. Schaub

Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…

Machine Learning · Computer Science 2026-03-03 Philip Naumann , Jacob Kauffmann , Grégoire Montavon

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability measures supported on finitely many points, we derive…

Methodology · Statistics 2017-04-27 Max Sommerfeld , Axel Munk

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 propose a novel Wasserstein method with a distillation mechanism, yielding joint learning of word embeddings and topics. The proposed method is based on the fact that the Euclidean distance between word embeddings may be employed as the…

Machine Learning · Computer Science 2018-09-14 Hongteng Xu , Wenlin Wang , Wei Liu , Lawrence Carin

This paper uses sample data to study the problem of comparing populations on finite-dimensional parallelizable Riemannian manifolds and more general trivial vector bundles. Utilizing triviality, our framework represents populations as…

Methodology · Statistics 2023-11-29 Michael Wilson , Tom Needham , Chiwoo Park , Suprateek Kundu , Anuj Srivastava

We propose a new statistical model, the spiked transport model, which formalizes the assumption that two probability distributions differ only on a low-dimensional subspace. We study the minimax rate of estimation for the Wasserstein…

Statistics Theory · Mathematics 2019-09-18 Jonathan Niles-Weed , Philippe Rigollet

In this paper, we address the classification of instances each characterized not by a singular point, but by a distribution on a vector space. We employ the Wasserstein metric to measure distances between distributions, which are then used…

Machine Learning · Statistics 2024-05-27 Jia Li , Lin Lin

We revisit the classical problem of deriving convergence rates for the maximum likelihood estimator (MLE) in finite mixture models. The Wasserstein distance has become a standard loss function for the analysis of parameter estimation in…

Statistics Theory · Mathematics 2022-06-22 Tudor Manole , Nhat Ho

When a population exhibits heterogeneity, we often model it via a finite mixture: decompose it into several different but homogeneous subpopulations. Contemporary practice favors learning the mixtures by maximizing the likelihood for…

Machine Learning · Statistics 2021-07-06 Qiong Zhang , Jiahua Chen

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

Motivated by the statistical and computational challenges of computing Wasserstein distances in high-dimensional contexts, machine learning researchers have defined modified Wasserstein distances based on computing distances between…

Probability · Mathematics 2022-06-02 Jiaqi Xi , Jonathan Niles-Weed

In this paper we propose tight upper and lower bounds for the Wasserstein distance between any two {{univariate continuous distributions}} with probability densities $p_1$ and $p_2$ having nested supports. These explicit bounds are…

Probability · Mathematics 2015-10-21 Christophe Ley , Gesine Reinert , Yvik Swan

The Wasserstein distance has been an attractive tool in many fields. But due to its high computational complexity and the phenomenon of the curse of dimensionality in empirical estimation, various extensions of the Wasserstein distance have…

Statistics Theory · Mathematics 2022-09-07 Xianliang Xu , Zhongyi Huang

Comparing probability distributions is at the crux of many machine learning algorithms. Maximum Mean Discrepancies (MMD) and Wasserstein distances are two classes of distances between probability distributions that have attracted abundant…

Machine Learning · Statistics 2023-06-01 Titouan Vayer , Rémi Gribonval

In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…

Classical Analysis and ODEs · Mathematics 2019-11-15 Amir Sagiv