Related papers: Wasserstein medians: robustness, PDE characterizat…
For $\ell\colon \mathbb{R}^d \to [0,\infty)$ we consider the sequence of probability measures $\left(\mu_n\right)_{n \in \mathbb{N}}$, where $\mu_n$ is determined by a density that is proportional to $\exp(-n\ell)$. We allow for infinitely…
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…
The Wasserstein metric is an important measure of distance between probability distributions, with applications in machine learning, statistics, probability theory, and data analysis. This paper provides upper and lower bounds on…
As the least squares mean for the Riemannian trace metric on the cone of positive definite matrices, the Riemannian mean with its computational and theoretical approaches has been widely studied. Recently the new metric and the least…
We consider a family of fractional porous media equations, recently studied by Caffarelli and V\'azquez. We show the construction of a weak solution as Wasserstein gradient flow of a square fractional Sobolev norm. Energy dissipation…
This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…
We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…
We consider stochastic programs where the distribution of the uncertain parameters is only observable through a finite training dataset. Using the Wasserstein metric, we construct a ball in the space of (multivariate and non-discrete)…
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…
We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…
Wasserstein barycenters have become popular due to their ability to represent the average of probability measures in a geometrically meaningful way. In this paper, we present an algorithm to approximate the Wasserstein-2 barycenters of…
Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…
Change point detection for time series analysis is a difficult and important problem in applied statistics, for which a variety of approaches have been developed in the past several decades. Here, the Wasserstein metric is employed as a…
We revisit Markowitz's mean-variance portfolio selection model by considering a distributionally robust version, where the region of distributional uncertainty is around the empirical measure and the discrepancy between probability measures…
We study families of porous medium equation with nonlocal pressure. We construct their weak solutions via JKO schemes for modified Wasserstein distances. We also establish the regularization effect and decay estimates for the $L^p$ norms.
We obtain explicit $p$-Wasserstein distance error bounds between the distribution of the multi-parameter MLE and the multivariate normal distribution. Our general bounds are given for possibly high-dimensional, independent and identically…
Wasserstein distributionally robust optimization estimators are obtained as solutions of min-max problems in which the statistician selects a parameter minimizing the worst-case loss among all probability models within a certain distance…
Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…
Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…
A robust clustering method for probabilities in Wasserstein space is introduced. This new "trimmed $k$-barycenters" approach relies on recent results on barycenters in Wasserstein space that allow intensive computation, as required by…