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We propose a methodology for intercomparing climate models and evaluating their performance against benchmarks based on the use of the Wasserstein distance (WD). This distance provides a rigorous way to measure quantitatively the difference…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Gabriele Vissio , Valerio Lembo , Valerio Lucarini , Michael Ghil

In this work we test Wasserstein distance in conjunction with persistent homology, as a tool for discriminating large scale structures of simulated universes with different values of $\sigma_8$ cosmological parameter (present…

Cosmology and Nongalactic Astrophysics · Physics 2023-05-11 Maksym Tsizh , Vitalii Tymchyshyn , Franco Vazza

Projections of future climate change rely heavily on climate models, and combining climate models through a multi-model ensemble is both more accurate than a single climate model and valuable for uncertainty quantification. However,…

Applications · Statistics 2020-02-27 Huang Huang , Dorit Hammerling , Bo Li , Richard Smith

Climate model evaluation plays a crucial role in ensuring the accuracy of climatological predictions. However, existing statistical evaluation methods often overlook time misalignment of events in a system's evolution, which can lead to a…

Methodology · Statistics 2025-04-29 Robert C. Garrett , Trevor Harris , Zhuo Wang , Bo Li

Verification of global high-resolution precipitation forecasts is challenging. Spatial verification techniques address some shortcomings of traditional verification. However most existing methods do not account for the non-planar geometry…

Atmospheric and Oceanic Physics · Physics 2025-05-28 Gregor Skok , Llorenç Lledó

Remote sensing observations from satellites and global biogeochemical models have combined to revolutionize the study of ocean biogeochemical cycling, but comparing the two data streams to each other and across time remains challenging due…

Motivated by the statistical and computational challenges of computing Wasserstein distances in high-dimensional contexts, machine learning researchers have defined modified Wasserstein distances based on computing distances between…

Probability · Mathematics 2022-06-02 Jiaqi Xi , Jonathan Niles-Weed

Many variants of the Wasserstein distance have been introduced to reduce its original computational burden. In particular the Sliced-Wasserstein distance (SW), which leverages one-dimensional projections for which a closed-form solution of…

Machine Learning · Statistics 2023-01-31 Clément Bonet , Paul Berg , Nicolas Courty , François Septier , Lucas Drumetz , Minh-Tan Pham

The emergence of time-series foundation model research elevates the growing need to measure the (dis)similarity of time-series datasets. A time-series dataset similarity measure aids research in multiple ways, including model selection,…

Machine Learning · Computer Science 2025-07-31 Hongjie Chen , Akshay Mehra , Josh Kimball , Ryan A. Rossi

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…

Methodology · Statistics 2022-05-16 Eric Dunipace , Lorenzo Trippa

Comparing spherical probability distributions is of great interest in various fields, including geology, medical domains, computer vision, and deep representation learning. The utility of optimal transport-based distances, such as the…

Machine Learning · Computer Science 2024-06-11 Huy Tran , Yikun Bai , Abihith Kothapalli , Ashkan Shahbazi , Xinran Liu , Rocio Diaz Martin , Soheil Kolouri

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2019-04-16 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2019-04-17 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

The evaluation of climate models is a crucial step in climate studies. It consists of quantifying the resemblance of model outputs to reference data to identify models with superior capacity to replicate specific climate variables. Clearly,…

Atmospheric and Oceanic Physics · Physics 2023-07-11 Mario J. Gómez , Luis A. Barboza , Hugo G. Hidalgo , Eric J. Alfaro

1. Complex systems of moving and interacting objects are ubiquitous in the natural and social sciences. Predicting their behavior often requires models that mimic these systems with sufficient accuracy, while accounting for their inherent…

Quantitative Methods · Quantitative Biology 2014-12-02 Jonathan R. Potts , Marie Auger-Méthé , Karl Mokross , Mark A. Lewis

The Wasserstein metric is introduced as a probabilistic method to enable quantitative evaluations of LES combustion models. The Wasserstein metric can directly be evaluated from scatter data or statistical results using probabilistic…

Data Analysis, Statistics and Probability · Physics 2017-06-06 Ross Johnson , Hao Wu , Matthias Ihme

The adapted Wasserstein distance controls the calibration errors of optimal values in various stochastic optimization problems, pricing and hedging problems, optimal stopping problems, etc. However, statistical aspects of the adapted…

Probability · Mathematics 2025-09-16 Songyan Hou

In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a…

Applications · Statistics 2023-07-11 Chen Cheng , Linjie Wen , Jinglai Li

This work characterizes, analytically and numerically, two major effects of the quadratic Wasserstein ($W_2$) distance as the measure of data discrepancy in computational solutions of inverse problems. First, we show, in the…

Numerical Analysis · Mathematics 2020-06-24 Bjorn Engquist , Kui Ren , Yunan Yang

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
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