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Impractical assumptions, an inherently myopic nature, and the crucial role of the initial design, all together contribute to making theoretical convergence proofs of little value in real-life Bayesian Optimization applications. In this…

Optimization and Control · Mathematics 2026-02-13 Antonio Candelieri , Francesco Archetti

We give a brief overview on the relation between Connes spectral distance in noncommutative geometry and the Wasserstein distance of order 1 in optimal transport. We first recall how these two distances coincide on the space of probability…

Mathematical Physics · Physics 2018-03-28 Pierre Martinetti

Wasserstein distances are widely used in modern data analysis but pose significant computational and statistical challenges in high dimensions. The sliced Wasserstein distance alleviates these challenges by leveraging one-dimensional…

Statistics Theory · Mathematics 2026-05-21 David Rodríguez-Vítores , Eustasio del Barrio , Jean-Michel Loubes

A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…

Machine Learning · Computer Science 2023-12-07 Zhengqi Lin , Andrzej Ruszczynski

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

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

This brief note aims to introduce the recent paradigm of distributional robustness in the field of shape and topology optimization. Acknowledging that the probability law of uncertain physical data is rarely known beyond a rough…

Optimization and Control · Mathematics 2023-01-13 Charles Dapogny , Franck Iutzeler , Andrea Meda , Boris Thibert

Computing the infinity Wasserstein distance and retrieving projections of a probability measure onto a closed subset of probability measures are critical sub-problems in various applied fields. However, the practical applicability of these…

Optimization and Control · Mathematics 2025-08-15 Gennaro Auricchio , Gabriele Loli , Marco Veneroni

The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions…

Statistics Theory · Mathematics 2021-03-11 Qijun Tong , Kei Kobayashi

We study the problem of optimal transport in tropical geometry and define the Wasserstein-$p$ distances in the continuous metric measure space setting of the tropical projective torus. We specify the tropical metric -- a combinatorial…

Optimization and Control · Mathematics 2021-05-18 Wonjun Lee , Wuchen Li , Bo Lin , Anthea Monod

A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…

Methodology · Statistics 2018-12-20 Alexander Petersen , Hans-Georg Müller

Persistence diagrams are a useful tool from topological data analysis which can be used to provide a concise description of a filtered topological space. What makes them even more useful in practice is that they come with a notion of a…

Computational Geometry · Computer Science 2018-11-05 Jesse J. Berwald , Joel M. Gottlieb , Elizabeth Munch

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

We develop a general approach to setting up and studying classes of quantum dynamical systems close to and structurally similar to systems having specified properties, in particular detailed balance. This is done in terms of transport plans…

Quantum Physics · Physics 2025-05-13 Rocco Duvenhage , Samuel Skosana , Machiel Snyman

We define a modified Wasserstein distance for distribution clustering which inherits many of the properties of the Wasserstein distance but which can be estimated easily and computed quickly. The modified distance is the sum of two terms.…

Methodology · Statistics 2018-12-31 Isabella Verdinelli , Larry Wasserman

The Wasserstein distances $W_p$ ($p\geq 1$), defined in terms of solution to the Monge-Kantorovich problem, are known to be a useful tool to investigate transport equations. In particular, the Benamou-Brenier formula characterizes the…

Analysis of PDEs · Mathematics 2014-11-19 Benedetto Piccoli , Francesco Rossi

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

Optimization and Control · Mathematics 2025-02-18 Kaiwen Shi

This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…

Machine Learning · Computer Science 2025-10-31 Maksim Maslov , Alexander Kugaevskikh , Matthew Ivanov

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