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The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common…

Machine Learning · Computer Science 2021-02-16 Jung Hun Oh , Maryam Pouryahya , Aditi Iyer , Aditya P. Apte , Allen Tannenbaum , Joseph O. Deasy

It is perhaps not widely recognized that certain common notions of distance between probability measures have an alternative dual interpretation which compares corresponding functionals against suitable families of test functions. This dual…

Systems and Control · Computer Science 2014-09-16 Lipeng Ning , Tryphon T. Georgiou

We investigate properties of some extensions of a class of Fourier-based probability metrics, originally introduced to study convergence to equilibrium for the solution to the spatially homogeneous Boltzmann equation. At difference with the…

Optimization and Control · Mathematics 2020-05-15 Gennaro Auricchio , Andrea Codegoni , Stefano Gualandi , Giuseppe Toscani , Marco Veneroni

Learning an effective representation of 3D point clouds requires a good metric to measure the discrepancy between two 3D point sets, which is non-trivial due to their irregularity. Most of the previous works resort to using the Chamfer…

Computer Vision and Pattern Recognition · Computer Science 2021-09-15 Trung Nguyen , Quang-Hieu Pham , Tam Le , Tung Pham , Nhat Ho , Binh-Son Hua

In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…

Classical Analysis and ODEs · Mathematics 2019-11-15 Amir Sagiv

Quantifying how far the output of a learning algorithm is from its target is an essential task in machine learning. However, in quantum settings, the loss landscapes of commonly used distance metrics often produce undesirable outcomes such…

Quantum Physics · Physics 2022-07-07 Bobak Toussi Kiani , Giacomo De Palma , Milad Marvian , Zi-Wen Liu , Seth Lloyd

The quadratic Wasserstein metric has shown its power in measuring the difference between probability densities, which benefits optimization objective function with better convexity and is insensitive to data noise. Nevertheless, it is…

Numerical Analysis · Mathematics 2022-01-28 Zhengyang Li , Yijia Tang , Jing Chen , Hao Wu

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

Wasserstein metrics are increasingly being used as similarity scores for images treated as discrete measures on a grid, yet their behavior under noise remains poorly understood. In this work, we consider the sensitivity of the signed…

Statistics Theory · Mathematics 2026-05-19 Erik Lager , Gilles Mordant , Amit Moscovich

Over the last 25 years, techniques based on drift and minorization (d&m) have been mainstays in the convergence analysis of MCMC algorithms. However, results presented herein suggest that d&m may be less useful in the emerging area of…

Statistics Theory · Mathematics 2020-10-15 Qian Qin , James P. Hobert

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

Machine Learning · Statistics 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

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

We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…

Machine Learning · Statistics 2019-12-04 Michael Arbel , Anna Korba , Adil Salim , Arthur Gretton

While many Machine Learning methods were developed or transposed on Riemannian manifolds to tackle data with known non Euclidean geometry, Optimal Transport (OT) methods on such spaces have not received much attention. The main OT tool on…

Machine Learning · Computer Science 2024-03-12 Clément Bonet , Lucas Drumetz , Nicolas Courty

This paper proposes a new method for determining similarity and anomalies between time series, most practically effective in large collections of (likely related) time series, by measuring distances between structural breaks within such a…

Machine Learning · Computer Science 2020-12-01 Nick James , Max Menzies , Lamiae Azizi , Jennifer Chan

This paper presents a generalization of the Wasserstein distance for both persistence diagrams and merge trees [20], [66] that takes advantage of the regions of their topological features in the input domain. Specifically, we redefine the…

Graphics · Computer Science 2025-10-21 Mathieu Pont , Christoph Garth

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

This paper considers the fusion of multiple estimates of a spatially extended object, where the object extent is modeled as an ellipse parameterized by the orientation and semiaxes lengths. For this purpose, we propose a novel systematic…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Kolja Thormann , Marcus Baum

Sliced Wasserstein (SW) distance has been widely used in different application scenarios since it can be scaled to a large number of supports without suffering from the curse of dimensionality. The value of sliced Wasserstein distance is…

Machine Learning · Statistics 2023-02-07 Khai Nguyen , Tongzheng Ren , Huy Nguyen , Litu Rout , Tan Nguyen , Nhat Ho

The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…

Probability · Mathematics 2017-07-04 Jonathan Weed , Francis Bach
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