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We propose a study of a distribution registration model for general deformation functions. In this framework, we provide estimators of the deformations as well as a goodness of fit test of the model. For this, we consider a criterion which…

Statistics Theory · Mathematics 2015-10-02 Eustasio Del Barrio , Hélène Lescornel , Jean-Michel Loubes

The efficiency of a Markov sampler based on the underdamped Langevin diffusion is studied for high dimensional targets with convex and smooth potentials. We consider a classical second-order integrator which requires only one gradient…

Probability · Mathematics 2021-06-21 Pierre Monmarché

Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…

Optimization and Control · Mathematics 2023-01-25 Florian Beier , Johannes von Lindheim , Sebastian Neumayer , Gabriele Steidl

We study the problem of estimating the barycenter of a distribution given i.i.d. data in a geodesic space. Assuming an upper curvature bound in Alexandrov's sense and a support condition ensuring the strong geodesic convexity of the…

Statistics Theory · Mathematics 2025-02-25 Victor-Emmanuel Brunel , Jordan Serres

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…

Machine Learning · Statistics 2022-03-15 Minh Ha Quang

We define barycentric coordinates on a Riemannian manifold using Karcher's center of mass technique applied to point masses for n+1 sufficiently close points, determining an n-dimensional Riemannian simplex defined as a "Karcher simplex."…

Numerical Analysis · Mathematics 2016-10-06 Stefan W. von Deylen , David Glickenstein , Max Wardetzky

Let $K$ be a convex body in $\mathbb{R}^n$ (i.e., a compact convex set with nonempty interior). Given a point $p$ in the interior of $K$, a hyperplane $h$ passing through $p$ is called barycentric if $p$ is the barycenter of $K \cap h$. In…

Combinatorics · Mathematics 2020-03-31 Zuzana Patáková , Martin Tancer , Uli Wagner

This paper concerns the development and application of the multisymplectic Lagrangian and Hamiltonian formalism for nonlinear partial differential equations. In this theory, solutions of a PDE are sections of a fiber bundle $Y$ over a base…

Differential Geometry · Mathematics 2009-10-31 Jerrold E. Marsden , Steve Shkoller

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

Optimization and Control · Mathematics 2020-06-15 Julie Delon , Agnes Desolneux

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…

Probability · Mathematics 2022-03-02 Ziv Goldfeld , Kengo Kato , Sloan Nietert , Gabriel Rioux

We consider the minimization of a continuous function over the intersection of a regular cone with an affine set via a new class of adaptive first- and second-order optimization methods, building on the Hessian-barrier techniques introduced…

Optimization and Control · Mathematics 2022-10-18 Pavel Dvurechensky , Mathias Staudigl

This paper introduces a new nonlinear dictionary learning method for histograms in the probability simplex. The method leverages optimal transport theory, in the sense that our aim is to reconstruct histograms using so-called displacement…

The Wasserstein barycenter has been widely studied in various fields, including natural language processing, and computer vision. However, it requires a high computational cost to solve the Wasserstein barycenter problem because the…

Artificial Intelligence · Computer Science 2022-02-14 Yuki Takezawa , Ryoma Sato , Zornitsa Kozareva , Sujith Ravi , Makoto Yamada

We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…

Operator Algebras · Mathematics 2015-03-13 Francesco D'Andrea , Pierre Martinetti

A randomized version of the recently developed barycenter method for derivative--free optimization has desirable properties of a gradient search. We developed a complex version to avoid evaluations at high--gradient points. The method,…

Optimization and Control · Mathematics 2021-02-23 Felipe M Pait

Multi-marginal Optimal Transport (mOT), a generalization of OT, aims at minimizing the integral of a cost function with respect to a distribution with some prescribed marginals. In this paper, we consider an entropic version of mOT with a…

Machine Learning · Statistics 2023-10-31 Maxence Noble , Valentin De Bortoli , Arnaud Doucet , Alain Durmus

The plug-in estimator of the squared Euclidean 2-Wasserstein distance is conservative, however due to its large positive bias it is often uninformative. We eliminate most of this bias using a simple centering procedure based on linear…

Machine Learning · Statistics 2025-04-30 Tamás P. Papp , Chris Sherlock

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

Optimization and Control · Mathematics 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

This paper is concerned by statistical inference problems from a data set whose elements may be modeled as random probability measures such as multiple histograms or point clouds. We propose to review recent contributions in statistics on…

Statistics Theory · Mathematics 2019-08-27 Jérémie Bigot

Consider the Monge-Kantorovich problem of transporting densities $\rho_0$ to $\rho_1$ on $\mathbb{R}^d$ with a strictly convex cost function. A popular relaxation of the problem is the one-parameter family called the entropic cost problem.…

Probability · Mathematics 2019-10-14 Soumik Pal