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While statistical modeling of distributional data has gained increased attention, the case of multivariate distributions has been somewhat neglected despite its relevance in various applications. This is because the Wasserstein distance,…

Methodology · Statistics 2025-10-21 Han Chen , Yidong Zhou , Hans-Georg Müller

The Sliced-Wasserstein (SW) distance between probability measures is defined as the average of the Wasserstein distances resulting for the associated one-dimensional projections. As a consequence, the SW distance can be written as an…

Machine Learning · Statistics 2024-05-16 Rémi Leluc , Aymeric Dieuleveut , François Portier , Johan Segers , Aigerim Zhuman

It has been shown beneficial for many types of data which present an underlying hierarchical structure to be embedded in hyperbolic spaces. Consequently, many tools of machine learning were extended to such spaces, but only few…

Machine Learning · Computer Science 2023-06-27 Clément Bonet , Laetitia Chapel , Lucas Drumetz , Nicolas Courty

We establish quantitative comparisons between classical distances for probability distributions belonging to the class of convex probability measures. Distances include total variation distance, Wasserstein distance, Kullback-Leibler…

Probability · Mathematics 2021-12-17 Arnaud Marsiglietti , Puja Pandey

The Sliced Wasserstein (SW) distance has become a popular alternative to the Wasserstein distance for comparing probability measures. Widespread applications include image processing, domain adaptation and generative modelling, where it is…

Machine Learning · Statistics 2025-05-15 Eloi Tanguy , Rémi Flamary , Julie Delon

Consider the empirical measure, $\hat{\mathbb{P}}_N$, associated to $N$ i.i.d. samples of a given probability distribution $\mathbb{P}$ on the unit interval. For fixed $\mathbb{P}$ the Wasserstein distance between $\hat{\mathbb{P}}_N$ and…

Probability · Mathematics 2019-07-04 Samuel N. Cohen , Martin N. A. Tegnér , Johannes Wiesel

Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…

Machine Learning · Computer Science 2021-03-02 Arijit Sehanobish , Neal Ravindra , David van Dijk

We provide a simple $C^{1,1}$ approximation of the squared Wasserstein distance on R^d when one of the two measures is fixed. This approximation converges locally uniformly. More importantly, at points where the differential of the squared…

Analysis of PDEs · Mathematics 2024-09-19 Charles Bertucci , Pierre Louis Lions

Let $\mu_N$ be the empirical measure associated to a $N$-sample of a given probability distribution $\mu$ on $\mathbb{R}^d$. We are interested in the rate of convergence of $\mu_N$ to $\mu$, when measured in the Wasserstein distance of…

Probability · Mathematics 2013-12-10 Nicolas Fournier , Arnaud Guillin

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

Quantum Wasserstein divergences are modified versions of quantum Wasserstein distances defined by channels, and they are conjectured to be genuine metrics on quantum state spaces by De Palma and Trevisan. We prove triangle inequality for…

Mathematical Physics · Physics 2025-04-03 Gergely Bunth , József Pitrik , Tamás Titkos , Dániel Virosztek

We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…

Statistics Theory · Mathematics 2022-02-16 Masaaki Imaizumi , Hirofumi Ota , Takuo Hamaguchi

Given two rational univariate polynomials, the Wasserstein distance of their associated measures is an algebraic number. We determine the algebraic degree of the squared Wasserstein distance, serving as a measure of algebraic complexity of…

Algebraic Geometry · Mathematics 2024-01-24 Chiara Meroni , Bernhard Reinke , Kexin Wang

Let $\pi\in \Pi(\mu,\nu)$ be a coupling between two probability measures $\mu$ and $\nu$ on a Polish space. In this article we propose and study a class of nonparametric measures of association between $\mu$ and $\nu$, which we call…

Statistics Theory · Mathematics 2021-11-05 Johannes Wiesel

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

Data represented by probability measures arise as empirical distributions, posterior distributions, and feature-based representations of complex objects. We study heterogeneity in a population of probability measures through the expected…

Methodology · Statistics 2026-03-17 Kisung You

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

We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establish a new rate of convergence of the $\infty-$Wasserstein…

Probability · Mathematics 2018-08-03 Anning Liu , Jian-Guo Liu , Yulong Lu

The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability measures supported on finitely many points, we derive…

Methodology · Statistics 2017-04-27 Max Sommerfeld , Axel Munk

We define the quantum Wasserstein distance such that the optimization of the coupling is carried out over bipartite separable states rather than bipartite quantum states in general, and examine its properties. Surprisingly, we find that the…

Quantum Physics · Physics 2023-10-17 Géza Tóth , József Pitrik