Related papers: Hierarchical Sliced Wasserstein Distance
The sliced-Wasserstein flow is an evolution equation where a probability density evolves in time, advected by a velocity field computed as the average among directions in the unit sphere of the optimal transport displacements from its 1D…
We study a new class of distances between Radon measures similar to those studied in a recent paper of Dolbeault-Nazaret-Savar\'e [DNS]. These distances (more correctly pseudo-distances because can assume the value $+\infty$) are defined…
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…
Deep convolutional neural networks (CNNs) are broadly considered to be state-of-the-art generic end-to-end image classification systems. However, they are known to underperform when training data are limited and thus require data…
Optimal transport has been very successful for various machine learning tasks; however, it is known to suffer from the curse of dimensionality. Hence, dimensionality reduction is desirable when applied to high-dimensional data with…
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…
Gradient flows of the Kullback--Leibler (KL) divergence, such as the Fokker--Planck equation and Stein Variational Gradient Descent, evolve a distribution toward a target density known only up to a normalizing constant. We introduce new…
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…
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…
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…
The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…
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…
The Quasi Manhattan Wasserstein Distance (QMWD) is a metric designed to quantify the dissimilarity between two matrices by combining elements of the Wasserstein Distance with specific transformations. It offers improved time and space…
Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…
The Wasserstein distance, also known as the Earth mover distance or optimal transport distance, is a widely used measure of similarity between probability distributions. This paper presents an linear programming based implementation of the…
We propose a projected Wasserstein gradient descent method (pWGD) for high-dimensional Bayesian inference problems. The underlying density function of a particle system of WGD is approximated by kernel density estimation (KDE), which faces…
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…
The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…
In this work, we present a method to compute the Kantorovich-Wasserstein distance of order one between a pair of two-dimensional histograms. Recent works in Computer Vision and Machine Learning have shown the benefits of measuring…
This paper focuses on the Wasserstein distributionally robust mean-lower semi-absolute deviation (DR-MLSAD) model, where the ambiguity set is a Wasserstein ball centered on the empirical distribution of the training sample. This model can…