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Wasserstein distances define a metric between probability measures on arbitrary metric spaces, including meta-measures (measures over measures). The resulting Wasserstein over Wasserstein (WoW) distance is a powerful, but computationally…

Machine Learning · Computer Science 2026-02-20 Moritz Piening , Robert Beinert

Let $\varUpsilon$ be the configuration space over a complete and separable metric base space, endowed with the Poisson measure $\pi$. We study the geometry of $\varUpsilon$ from the point of view of optimal transport and Ricci-lower bounds.…

Probability · Mathematics 2025-01-22 Lorenzo Dello Schiavo , Ronan Herry , Kohei Suzuki

Wasserstein balls, which contain all probability measures within a pre-specified Wasserstein distance to a reference measure, have recently enjoyed wide popularity in the distributionally robust optimization and machine learning communities…

Optimization and Control · Mathematics 2021-06-08 Man-Chung Yue , Daniel Kuhn , Wolfram Wiesemann

In this paper we investigate properties of metric projections onto specific closed and geodesically convex proper subsets of Wasserstein spaces $(\mathcal{P}_p(\mathbf{R}^d),W_p).$ When $d=1$, as $(\mathcal{P}_2(\mathbf{R}),W_2)$ is…

Functional Analysis · Mathematics 2025-09-03 Anshul Adve , Alpár Mészáros

The asymptotic behaviour of empirical measures has been studied extensively. In this paper, we consider empirical measures of given subordinated processes on complete (not necessarily compact) and connected Riemannian manifolds with…

Probability · Mathematics 2022-08-17 Huaiqian Li , Bingyao Wu

We consider empirical measures of $\R^{d}$-valued stochastic process in finite discrete-time. We show that the adapted empirical measure introduced in the recent work \cite{backhoff2022estimating} by Backhoff et al. in compact spaces can be…

Probability · Mathematics 2023-10-25 Beatrice Acciaio , Songyan Hou

The aim of this short paper is to offer a complete characterization of all (not necessarily surjective) isometric embeddings of the Wasserstein space $\mathcal{W}_p(\mathcal{X})$, where $\mathcal{X}$ is a countable discrete metric space and…

Functional Analysis · Mathematics 2019-08-23 György Pál Gehér , Tamás Titkos , Dániel Virosztek

Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…

Machine Learning · Statistics 2026-05-20 Peter Matthew Jacobs , Jeff M. Phillips

We develop a general theoretical and algorithmic framework for sparse approximation and structured prediction in $\mathcal{P}_2(\Omega)$ with Wasserstein barycenters. The barycenters are sparse in the sense that they are computed from an…

Numerical Analysis · Mathematics 2023-02-13 Minh-Hieu Do , Jean Feydy , Olga Mula

Consider a set of points sampled independently near a smooth compact submanifold of Euclidean space. We provide mathematically rigorous bounds on the number of sample points required to estimate both the dimension and the tangent spaces of…

Statistics Theory · Mathematics 2023-09-26 Uzu Lim , Harald Oberhauser , Vidit Nanda

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…

Probability · Mathematics 2023-12-11 Mareike Hasenpflug , Daniel Rudolf , Björn Sprungk

We present an algebraic account of the Wasserstein distances $W_p$ on complete metric spaces, for $p \geq 1$. This is part of a program of a quantitative algebraic theory of effects in programming languages. In particular, we give axioms,…

Logic in Computer Science · Computer Science 2023-06-22 Radu Mardare , Prakash Panangaden , Gordon D. Plotkin

The Wasserstein distance $\mathcal{W}_p$ is an important instance of an optimal transport cost. Its numerous mathematical properties as well as applications to various fields such as mathematical finance and statistics have been well…

Probability · Mathematics 2025-07-09 Jose Blanchet , Martin Larsson , Jonghwa Park , Johannes Wiesel

We propose a variational approach to approximate measures with measures uniformly distributed over a 1 dimentional set. The problem consists in minimizing a Wasserstein distance as a data term with a regularization given by the length of…

Analysis of PDEs · Mathematics 2024-10-17 Antonin Chambolle , Vincent Duval , Joao Miguel Machado

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)…

Machine Learning · Statistics 2022-10-18 Sloan Nietert , Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

We prove various theorems on approximation using polynomials with integer coefficients in the Bernstein basis of any given order. In the extreme, we draw the coefficients from $\{ \pm 1\}$ only. A basic case of our results states that for…

Information Theory · Computer Science 2022-12-08 C. Sinan Güntürk , Weilin Li

For $p\in (1,\infty)$ let $\mathscr{P}_p(\mathbb{R}^3)$ denote the metric space of all $p$-integrable Borel probability measures on $\mathbb{R}^3$, equipped with the Wasserstein $p$ metric $\mathsf{W}_p$. We prove that for every…

Metric Geometry · Mathematics 2015-09-30 Alexandr Andoni , Assaf Naor , Ofer Neiman

The Kantorovich-Rubinshtein metric is an $L^1$-like metric on spaces of probability distributions that enjoys several serendipitous properties. It is complete separable if the underlying metric space of points is complete separable, and in…

General Topology · Mathematics 2022-12-23 Jean Goubault-Larrecq

\v{C}ech Persistence diagrams (PDs) are topological descriptors routinely used to capture the geometry of complex datasets. They are commonly compared using the Wasserstein distances $OT_{p}$; however, the extent to which PDs are stable…

Computational Geometry · Computer Science 2024-07-15 Charles Arnal , David Cohen-Steiner , Vincent Divol

We consider a class of piecewise hyperbolic maps from the unit square to itself preserving a contracting foliation and inducing a piecewise expanding quotient map, with infinite derivative (like the first return maps of Lorenz like flows).…

Dynamical Systems · Mathematics 2017-10-05 Stefano Galatolo , Isaia Nisoli