Related papers: Sliced Wasserstein Variational Inference
We present a novel approach to approximate Gaussian and mixture-of-Gaussians filtering. Our method relies on a variational approximation via a gradient-flow representation. The gradient flow is derived from a Kullback--Leibler discrepancy…
Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this…
Collections of probability distributions arise in a variety of applications ranging from user activity pattern analysis to brain connectomics. In practice these distributions can be defined over diverse domain types including finite…
Clustering is an important exploratory data analysis technique to group objects based on their similarity. The widely used $K$-means clustering method relies on some notion of distance to partition data into a fewer number of groups. In the…
We study the problem of characterizing the stability of Kullback-Leibler (KL) divergence under Gaussian perturbations beyond Gaussian families. Existing relaxed triangle inequalities for KL divergence critically rely on the assumption that…
Optimal transport with quadratic cost provides a geometric framework for steering an ensemble, modeled by a probability law, with minimal effort. Yet ambient-space formulations become unwieldy in high dimensions, and sensing or actuation in…
Seeking informative projecting directions has been an important task in utilizing sliced Wasserstein distance in applications. However, finding these directions usually requires an iterative optimization procedure over the space of…
In this paper, we study the statistical and geometrical properties of the Kullback-Leibler divergence with kernel covariance operators (KKL) introduced by Bach [2022]. Unlike the classical Kullback-Leibler (KL) divergence that involves…
Variational inference is a technique that approximates a target distribution by optimizing within the parameter space of variational families. On the other hand, Wasserstein gradient flows describe optimization within the space of…
We address the estimation problem for general finite mixture models, with a particular focus on the elliptical mixture models (EMMs). Compared to the widely adopted Kullback-Leibler divergence, we show that the Wasserstein distance provides…
The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…
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…
Gromov--Wasserstein (GW) distances compare graphs, shapes, and point clouds through internal distances, without requiring a common coordinate system. This invariance is powerful, but discrete GW is a nonconvex quadratic optimal transport…
Given an intractable distribution $p$, the problem of variational inference (VI) is to find the best approximation from some more tractable family $Q$. Commonly, one chooses $Q$ to be a family of factorized distributions (i.e., the…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
Variational inference often minimizes the "reverse" Kullbeck-Leibler (KL) KL(q||p) from the approximate distribution q to the posterior p. Recent work studies the "forward" KL KL(p||q), which unlike reverse KL does not lead to variational…
Given an intractable target density $p$, variational inference (VI) attempts to find the best approximation $q$ from a tractable family $Q$. This is typically done by minimizing the exclusive Kullback-Leibler divergence, $\text{KL}(q||p)$.…
To achieve scalable and accurate inference for latent Gaussian processes, we propose a variational approximation based on a family of Gaussian distributions whose covariance matrices have sparse inverse Cholesky (SIC) factors. We combine…
Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…
The sliced Wasserstein metric compares probability measures on $\mathbb{R}^d$ by taking averages of the Wasserstein distances between projections of the measures to lines. The distance has found a range of applications in statistics and…