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It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…

Machine Learning · Statistics 2021-12-30 Boris Muzellec , Adrien Vacher , Francis Bach , François-Xavier Vialard , Alessandro Rudi

Wasserstein distributionally robust optimization offers a framework for model fitting in machine learning under potential shifts in the data distribution. We study a regularized variant of this problem in which entropic smoothing produces a…

Optimization and Control · Mathematics 2026-05-28 Tam Le

Score-based diffusion models are a highly effective method for generating samples from a distribution of images. We consider scenarios where the training data comes from a noisy version of the target distribution, and present an efficiently…

Machine Learning · Statistics 2025-09-30 Dennis Elbrächter , Giovanni S. Alberti , Matteo Santacesaria

Optimal transport distances, otherwise known as Wasserstein distances, have recently drawn ample attention in computer vision and machine learning as a powerful discrepancy measure for probability distributions. The recent developments on…

Machine Learning · Computer Science 2015-11-11 Soheil Kolouri , Yang Zou , Gustavo K. Rohde

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…

Machine Learning · Statistics 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe

We study quantum neural networks where the generated function is the expectation value of the sum of single-qubit observables across all qubits. In [Girardi \emph{et al.}, arXiv:2402.08726], it is proven that the probability distributions…

In the field of modern high-energy physics research, there is a growing emphasis on utilizing deep learning techniques to optimize event simulation, thereby expanding the statistical sample size for more accurate physical analysis.…

Computational Physics · Physics 2025-06-16 Chu-Cheng Pan , Xiang Dong , Yu-Chang Sun , Ao-Yan Cheng , Ao-Bo Wang , Yu-Xuan Hu , Hao Cai

This short note is on a property of the $\mathcal{W}_2$ Wasserstein distance which indicates that independent elliptical distributions minimize their $\mathcal{W}_2$ Wasserstein distance from given independent elliptical distributions with…

Statistics Theory · Mathematics 2020-12-08 Song Fang , Quanyan Zhu

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…

Methodology · Statistics 2019-04-10 Victor M. Panaretos , Yoav Zemel

Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…

Optimization and Control · Mathematics 2025-01-28 Tam Le , Jérôme Malick

Score-based methods have recently seen increasing popularity in modeling and generation. Methods have been constructed to perform hypothesis testing and change-point detection with score functions, but these methods are in general not as…

Machine Learning · Statistics 2025-06-23 Sean Moushegian , Taposh Banerjee , Vahid Tarokh

We study the regularity of the score function in score-based generative models and show that it naturally adapts to the smoothness of the data distribution. Under minimal assumptions, we establish Lipschitz estimates that directly support…

Statistics Theory · Mathematics 2025-06-25 Arthur Stéphanovitch

We build a new class of generative algorithms capable of efficiently learning an arbitrary target distribution from possibly scarce, high-dimensional data and subsequently generate new samples. These generative algorithms are particle-based…

Machine Learning · Statistics 2024-08-29 Hyemin Gu , Panagiota Birmpa , Yannis Pantazis , Luc Rey-Bellet , Markos A. Katsoulakis

The Wasserstein distance and its variations, e.g., the sliced-Wasserstein (SW) distance, have recently drawn attention from the machine learning community. The SW distance, specifically, was shown to have similar properties to the…

Machine Learning · Computer Science 2019-02-04 Soheil Kolouri , Kimia Nadjahi , Umut Simsekli , Roland Badeau , Gustavo K. Rohde

In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths equipped with the supremum norm between the laws of a uniformly elliptic one-dimensional diffusion process and its Euler discretization…

Probability · Mathematics 2014-04-29 A. Alfonsi , B. Jourdain , A. Kohatsu-Higa

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…

Machine Learning · Statistics 2021-10-14 Kilian Fatras , Younes Zine , Rémi Flamary , Rémi Gribonval , Nicolas Courty

We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…

Statistics Theory · Mathematics 2026-02-04 Suhan Liu , Mo Liu

The Boltzmann machine provides a useful framework to learn highly complex, multimodal and multiscale data distributions that occur in the real world. The default method to learn its parameters consists of minimizing the Kullback-Leibler…

Machine Learning · Statistics 2015-07-09 Grégoire Montavon , Klaus-Robert Müller , Marco Cuturi

We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…

Machine Learning · Statistics 2026-03-04 Khai Nguyen , Hai Nguyen , Nhat Ho

The Wasserstein distance is a metric on a space of probability measures that has seen a surge of applications in statistics, machine learning, and applied mathematics. However, statistical aspects of Wasserstein distances are bottlenecked…

Probability · Mathematics 2022-03-02 Ziv Goldfeld , Kengo Kato , Sloan Nietert , Gabriel Rioux
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