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We propose a new generalization to quantum states of the Wasserstein distance, which is a fundamental distance between probability distributions given by the minimization of a transport cost. Our proposal is the first where the transport…

Mathematical Physics · Physics 2021-09-21 Giacomo De Palma , Dario Trevisan

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the behavior of minimum Wasserstein estimators is poorly…

Statistics Theory · Mathematics 2021-07-20 Tianyi Lin , Zeyu Zheng , Elynn Y. Chen , Marco Cuturi , Michael I. Jordan

Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…

Statistics Theory · Mathematics 2026-05-21 Riccardo Passeggeri , Rohan M. Shenoy , Pengcheng Ye

This paper presents a new distance metric to compare two continuous probability density functions. The main advantage of this metric is that, unlike other statistical measurements, it can provide an analytic, closed-form expression for a…

Machine Learning · Computer Science 2023-06-14 Ahmad Sajedi , Yuri A. Lawryshyn , Konstantinos N. Plataniotis

We introduce a novel, geometry-aware distance metric for the family of von Mises-Fisher (vMF) distributions, which are fundamental models for directional data on the unit hypersphere. Although the vMF distribution is widely employed in a…

Machine Learning · Statistics 2025-04-22 Kisung You , Dennis Shung , Mauro Giuffrè

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

Numerical Analysis · Mathematics 2022-10-31 Gang Bao , Yixuan Zhang

We use Stein's method to bound the Wasserstein distance of order $2$ between a measure $\nu$ and the Gaussian measure using a stochastic process $(X_t)_{t \geq 0}$ such that $X_t$ is drawn from $\nu$ for any $t > 0$. If the stochastic…

Probability · Mathematics 2020-05-12 Thomas Bonis

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

Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…

Optimization and Control · Mathematics 2021-02-17 Junqi Wang , Pei Wang , Patrick Shafto

We introduce the Gaussian transform (GT), an optimal transport inspired iterative method for denoising and enhancing latent structures in datasets. Under the hood, GT generates a new distance function (GT distance) on a given dataset by…

Machine Learning · Computer Science 2020-06-23 Kun Jin , Facundo Mémoli , Zhengchao Wan

The quantum Wasserstein distance (W-distance) is a fundamental metric for quantifying the distinguishability of quantum operations, with critical applications in quantum error correction. However, computing the W-distance remains…

Quantum Physics · Physics 2025-11-18 Changchun Feng , Xinyu Qiu , Laifa Tao , Lin Chen

We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions. By applying the method of Lagrange multipliers to the dynamic formulation of the optimal…

Machine Learning · Computer Science 2021-06-08 Shu Liu , Shaojun Ma , Yongxin Chen , Hongyuan Zha , Haomin Zhou

Many variants of Optimal Transport (OT) have been developed to address its heavy computation. Among them, notably, Sliced Wasserstein (SW) is widely used for application domains by projecting the OT problem onto one-dimensional lines, and…

Machine Learning · Computer Science 2025-06-10 Viet-Hoang Tran , Trang Pham , Tho Tran , Minh Khoi Nguyen Nhat , Thanh Chu , Tam Le , Tan M. Nguyen

In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…

Machine Learning · Statistics 2019-11-05 John Lee , Max Dabagia , Eva L. Dyer , Christopher J. Rozell

The Expectation-Maximisation (EM) algorithm is a central tool in statistics and machine learning, widely used for latent-variable models such as Gaussian Mixture Models (GMMs). Despite its ubiquity, EM is typically treated as a…

Machine Learning · Computer Science 2025-09-30 Samuel Boïté , Eloi Tanguy , Julie Delon , Agnès Desolneux , Rémi Flamary

This paper uses sample data to study the problem of comparing populations on finite-dimensional parallelizable Riemannian manifolds and more general trivial vector bundles. Utilizing triviality, our framework represents populations as…

Methodology · Statistics 2023-11-29 Michael Wilson , Tom Needham , Chiwoo Park , Suprateek Kundu , Anuj Srivastava

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

Machine Learning · Statistics 2026-02-05 Ferdinand Genans , Olivier Wintenberger

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

Statistics Theory · Mathematics 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

Comparing probability distributions is at the crux of many machine learning algorithms. Maximum Mean Discrepancies (MMD) and Wasserstein distances are two classes of distances between probability distributions that have attracted abundant…

Machine Learning · Statistics 2023-06-01 Titouan Vayer , Rémi Gribonval
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