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We consider the population Wasserstein barycenter problem for random probability measures supported on a finite set of points and generated by an online stream of data. This leads to a complicated stochastic optimization problem where the…
Markov chains and diffusion processes are indispensable tools in machine learning and statistics that are used for inference, sampling, and modeling. With the growth of large-scale datasets, the computational cost associated with simulating…
In this paper numerical methods of computing distances between two Radon measures on R are discussed. Efficient algorithms for Wasserstein-type metrics are provided. In particular, we propose a novel algorithm to compute the flat metric…
Distances have a ubiquitous role in persistent homology, from the direct comparison of homological representations of data to the definition and optimization of invariants. In this article we introduce a family of parametrized pseudometrics…
Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…
In this note, we provide a unified framework for the mean square stability of stochastic jump linear systems via optimal transport. The Wasserstein metric known as an optimal transport, that assesses the distance between probability density…
Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…
This paper is a companion paper to [Lipman and Daubechies 2011]. We provide numerical procedures and algorithms for computing the alignment of and distance between two disk type surfaces. We provide a convergence analysis of the discrete…
This work studies the entropic regularization formulation of the 2-Wasserstein distance on an infinite-dimensional Hilbert space, in particular for the Gaussian setting. We first present the Minimum Mutual Information property, namely the…
Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…
We introduce in this paper a novel strategy for efficiently approximating the Sinkhorn distance between two discrete measures. After identifying neglectable components of the dual solution of the regularized Sinkhorn problem, we propose to…
The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…
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…
Statistical models often include thousands of parameters. However, large models decrease the investigator's ability to interpret and communicate the estimated parameters. Reducing the dimensionality of the parameter space in the estimation…
The Wasserstein distance is a metric on a space of probability measures that has seen a surge of applications in statistics, machine learning, and applied mathematics. However, statistical aspects of Wasserstein distances are bottlenecked…
Multiple marginal matching problem aims at learning mappings to match a source domain to multiple target domains and it has attracted great attention in many applications, such as multi-domain image translation. However, addressing this…
A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…
We introduce a principled way of computing the Wasserstein distance between two distributions in a federated manner. Namely, we show how to estimate the Wasserstein distance between two samples stored and kept on different devices/clients…
Clustering is an important exploratory data analysis technique to group objects based on their similarity. The widely used $K$-means clustering method relies on some notion of distance to partition data into a fewer number of groups. In the…
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…