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Dimension reduction (DR) methods provide systematic approaches for analyzing high-dimensional data. A key requirement for DR is to incorporate global dependencies among original and embedded samples while preserving clusters in the…

Machine Learning · Statistics 2023-03-10 Antoine Collas , Titouan Vayer , Rémi Flamary , Arnaud Breloy

Recent years have witnessed a tremendous growth using topological summaries, especially the persistence diagrams (encoding the so-called persistent homology) for analyzing complex shapes. Intuitively, persistent homology maps a potentially…

Computational Geometry · Computer Science 2021-04-19 Samantha Chen , Yusu Wang

Learning under a Wasserstein loss, a.k.a. Wasserstein loss minimization (WLM), is an emerging research topic for gaining insights from a large set of structured objects. Despite being conceptually simple, WLM problems are computationally…

Computation · Statistics 2017-06-07 Jianbo Ye , James Z. Wang , Jia Li

Topological Data Analysis methods can be useful for classification and clustering tasks in many different fields as they can provide two dimensional persistence diagrams that summarize important information about the shape of potentially…

Quantum Physics · Physics 2024-09-02 Bernardo Ameneyro , Rebekah Herrman , George Siopsis , Vasileios Maroulas

Sliced Wasserstein (SW) distances offer an efficient method for comparing high-dimensional probability measures by projecting them onto multiple 1-dimensional probability distributions. However, identifying informative slicing directions…

Machine Learning · Computer Science 2025-06-04 Navid NaderiAlizadeh , Darian Salehi , Xinran Liu , Soheil Kolouri

The Wasserstein metric is broadly used in optimal transport for comparing two probabilistic distributions, with successful applications in various fields such as machine learning, signal processing, seismic inversion, etc. Nevertheless, the…

Optimization and Control · Mathematics 2022-02-22 Qichen Liao , Jing Chen , Zihao Wang , Bo Bai , Shi Jin , Hao Wu

We introduce Deep Set Linearized Optimal Transport, an algorithm designed for the efficient simultaneous embedding of point clouds into an $L^2-$space. This embedding preserves specific low-dimensional structures within the Wasserstein…

Machine Learning · Computer Science 2024-01-04 Scott Mahan , Caroline Moosmüller , Alexander Cloninger

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…

Machine Learning · Statistics 2022-09-26 Khai Nguyen , Nhat Ho

A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…

Machine Learning · Computer Science 2023-12-07 Zhengqi Lin , Andrzej Ruszczynski

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…

Statistics Theory · Mathematics 2020-04-30 Jonathan Niles-Weed , Quentin Berthet

Random probabilities are a key component to many nonparametric methods in Statistics and Machine Learning. To quantify comparisons between different laws of random probabilities several works are starting to use the elegant Wasserstein over…

Statistics Theory · Mathematics 2024-05-27 Marta Catalano , Hugo Lavenant

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

Probability · Mathematics 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space,…

Machine Learning · Statistics 2022-05-05 Quentin Mérigot , Alex Delalande , Frédéric Chazal

In [Q. Liao et al., Commun. Math. Sci., 20(2022)], a linear-time Sinkhorn algorithm is developed based on dynamic programming, which significantly reduces the computational complexity involved in solving optimal transport problems. However,…

Optimization and Control · Mathematics 2025-03-25 Ziyuan Lyu , Zihao Wang , Hao Wu , Shuai Yang

Computing the Wasserstein barycenter of a set of probability measures under the optimal transport metric can quickly become prohibitive for traditional second-order algorithms, such as interior-point methods, as the support size of the…

Optimization and Control · Mathematics 2020-01-22 Dongdong Ge , Haoyue Wang , Zikai Xiong , Yinyu Ye

The Wasserstein metric has become increasingly important in many machine learning applications such as generative modeling, image retrieval and domain adaptation. Despite its appeal, it is often too costly to compute. This has motivated…

Machine Learning · Computer Science 2025-06-04 Jonathan Bobrutsky , Amit Moscovich

The Wasserstein barycenter is a geometric construct which captures the notion of centrality among probability distributions, and which has found many applications in machine learning. However, most algorithms for finding even an approximate…

Data Structures and Algorithms · Computer Science 2021-10-20 Zachary Izzo , Sandeep Silwal , Samson Zhou

Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $\mu$ and $\nu$, which is useful in many applications. Available algorithms for computing these maps do not appear to…

Optimization and Control · Mathematics 2022-11-03 Tristan Milne , Étienne Bilocq , Adrian Nachman

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…

Optimization and Control · Mathematics 2020-10-30 Lenaic Chizat , Pierre Roussillon , Flavien Léger , François-Xavier Vialard , Gabriel Peyré

Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a robust variant of the Wasserstein distance. Recent work suggests that this quantity is more robust than the standard Wasserstein distance, in…

Machine Learning · Computer Science 2023-01-03 Tianyi Lin , Chenyou Fan , Nhat Ho , Marco Cuturi , Michael I. Jordan