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The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Pierre E. Jacob , Roland Badeau , Umut Şimşekli

Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…

Machine Learning · Computer Science 2026-03-03 Philip Naumann , Jacob Kauffmann , Grégoire Montavon

Optimal Transport (OT) has attracted significant interest in the machine learning community, not only for its ability to define meaningful distances between probability distributions -- such as the Wasserstein distance -- but also for its…

Machine Learning · Computer Science 2025-11-04 Laetitia Chapel , Romain Tavenard , Samuel Vaiter

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…

Statistics Theory · Mathematics 2022-09-07 Xianliang Xu , Zhongyi Huang

Sliced Optimal Transport (OT) simplifies the OT problem in high-dimensional spaces by projecting supports of input measures onto one-dimensional lines and then exploiting the closed-form expression of the univariate OT to reduce the…

Machine Learning · Computer Science 2025-03-21 Viet-Hoang Tran , Thanh T. Chu , Khoi N. M. Nguyen , Trang Pham , Tam Le , Tan M. Nguyen

We propose a new unsupervised anomaly detection method based on the sliced-Wasserstein distance for training data selection in machine learning approaches. Our filtering technique is interesting for decision-making pipelines deploying…

Machine Learning · Computer Science 2025-04-18 Julien Pallage , Antoine Lesage-Landry

Sliced Wasserstein distances are widely used in practice as a computationally efficient alternative to Wasserstein distances in high dimensions. In this paper, motivated by theoretical foundations of this alternative, we prove quantitative…

Statistics Theory · Mathematics 2025-10-21 Guillaume Carlier , Alessio Figalli , Quentin Mérigot , Yi Wang

The proliferation of large data sets and Bayesian inference techniques motivates demand for better data sparsification. Coresets provide a principled way of summarizing a large dataset via a smaller one that is guaranteed to match the…

Machine Learning · Statistics 2020-03-04 Sebastian Claici , Aude Genevay , Justin Solomon

Comparing spherical probability distributions is of great interest in various fields, including geology, medical domains, computer vision, and deep representation learning. The utility of optimal transport-based distances, such as the…

Machine Learning · Computer Science 2024-06-11 Huy Tran , Yikun Bai , Abihith Kothapalli , Ashkan Shahbazi , Xinran Liu , Rocio Diaz Martin , Soheil Kolouri

The performance of standard stochastic approximation implementations can vary significantly based on the choice of the steplength sequence, and in general, little guidance is provided about good choices. Motivated by this gap, in the first…

Optimization and Control · Mathematics 2015-03-19 Farzad Yousefian , Angelia Nedić , Uday V. Shanbhag

Optimal Transport has sparked vivid interest in recent years, in particular thanks to the Wasserstein distance, which provides a geometrically sensible and intuitive way of comparing probability measures. For computational reasons, the…

Machine Learning · Computer Science 2024-03-19 Eloi Tanguy

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

Self-supervised learning is one of the most promising approaches to acquiring knowledge from limited labeled data. Despite the substantial advancements made in recent years, self-supervised models have posed a challenge to practitioners, as…

Computer Vision and Pattern Recognition · Computer Science 2023-12-01 Franciskus Xaverius Erick , Mina Rezaei , Johanna Paula Müller , Bernhard Kainz

We propose a new approach to measuring the agreement between two oscillatory time series, such as seismic waveforms, and demonstrate that it can be employed effectively in inverse problems. Our approach is based on Optimal Transport theory…

Geophysics · Physics 2022-07-01 Malcolm Sambridge , Andrew Jackson , Andrew P. Valentine

Generative adversarial nets (GANs) and variational auto-encoders have significantly improved our distribution modeling capabilities, showing promise for dataset augmentation, image-to-image translation and feature learning. However, to…

We present a novel multiscale framework for analyzing sequences of probability measures in Wasserstein spaces over Euclidean domains. Exploiting the intrinsic geometry of optimal transport, we construct a multiscale transform applicable to…

Numerical Analysis · Mathematics 2026-04-13 Wael Mattar , Nir Sharon

The theory of optimal transport of probability measures has wide-ranging applications across a number of different fields, including concentration of measure, machine learning, Markov chains, and economics. The generalisation of optimal…

Quantum Physics · Physics 2026-04-21 Emily Beatty

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

We define a modified Wasserstein distance for distribution clustering which inherits many of the properties of the Wasserstein distance but which can be estimated easily and computed quickly. The modified distance is the sum of two terms.…

Methodology · Statistics 2018-12-31 Isabella Verdinelli , Larry Wasserman

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré