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We study the Wasserstein metric $W_p$, a notion of distance between two probability distributions, from the perspective of Fourier Analysis and discuss applications. In particular, we bound the Earth Mover Distance $W_1$ between the…

Classical Analysis and ODEs · Mathematics 2020-09-15 Stefan Steinerberger

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…

Machine Learning · Statistics 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe

The transportation $\mathrm{L}^p$ distance, denoted $\mathrm{TL}^p$, has been proposed as a generalisation of Wasserstein $\mathrm{W}^p$ distances motivated by the property that it can be applied directly to colour or multi-channelled…

Computer Vision and Pattern Recognition · Computer Science 2020-09-24 Oliver M. Crook , Mihai Cucuringu , Tim Hurst , Carola-Bibiane Schönlieb , Matthew Thorpe , Konstantinos C. Zygalakis

We present a toolkit of directed distances between quantile functions. By employing this, we solve some new optimal transport (OT) problems which e.g. considerably flexibilize some prominent OTs expressed through Wasserstein distances.

Information Theory · Computer Science 2021-07-02 Wolfgang Stummer

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

Random probabilities are a key component to many nonparametric methods in Statistics and Machine Learning. To quantify comparisons between different laws of random probabilities several works are starting to use the elegant Wasserstein over…

Statistics Theory · Mathematics 2024-05-27 Marta Catalano , Hugo Lavenant

This article provides an overview on the statistical modeling of complex data as increasingly encountered in modern data analysis. It is argued that such data can often be described as elements of a metric space that satisfies certain…

Methodology · Statistics 2024-02-28 Paromita Dubey , Yaqing Chen , Hans-Georg Müller

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…

Analysis of PDEs · Mathematics 2022-09-01 Simone Di Marino , Lorenzo Portinale , Emanuela Radici

This paper presents a novel distribution-agnostic Wasserstein distance-based estimation framework. The goal is to determine an optimal map combining prior estimate with measurement likelihood such that posterior estimation error optimally…

Systems and Control · Electrical Eng. & Systems 2024-03-22 Himanshu Prabhat , Raktim Bhattacharya

The Wasserstein metric or earth mover's distance (EMD) is a useful tool in statistics, machine learning and computer science with many applications to biological or medical imaging, among others. Especially in the light of increasingly…

Optimization and Control · Mathematics 2018-01-26 Jörn Schrieber , Dominic Schuhmacher , Carsten Gottschlich

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…

Probability · Mathematics 2008-09-09 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

Measurement uncertainty relations are lower bounds on the errors of any approximate joint measurement of two or more quantum observables. The aim of this paper is to provide methods to compute optimal bounds of this type. The basic method…

Quantum Physics · Physics 2016-06-08 René Schwonnek , David Reeb , Reinhard F. Werner

We seek an analog for the quantum permutation group $S_n^+$ of the normalized Hamming distance for permutations. We define three distances on the tracial state space of $C(S_n^+)$ that generalize the $L^1$-Wasserstein distance of…

Operator Algebras · Mathematics 2025-09-04 Anshu , David Jekel , Therese Basa Landry

Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…

Optimization and Control · Mathematics 2026-05-28 Tam Le

Many data clustering applications must handle objects that cannot be represented as vectors. In this context, the bag-of-vectors representation describes complex objects through discrete distributions, for which the Wasserstein distance…

Machine Learning · Computer Science 2025-10-15 Alfredo Oneto , Blazhe Gjorgiev , Giovanni Sansavini

We consider random walks $X,Y$ on a finite graph $G$ with respective lazinesses $\alpha, \beta \in [0,1]$. Let $\mu_k$ and $\nu_k$ be the $k$-step transition probability measures of $X$ and $Y$. In this paper, we study the Wasserstein…

Combinatorics · Mathematics 2021-10-22 Sophia Benjamin , Arushi Mantri , Quinn Perian

Information is an inherent component of stochastic processes and to measure the distance between different stochastic processes it is not sufficient to consider the distance between their laws. Instead, the information which accumulates…

Optimization and Control · Mathematics 2018-02-06 Julio Backhoff Veraguas , Mathias Beiglböck , Manu Eder , Alois Pichler

Given a family of probability measures in P(X), the space of probability measures on a Hilbert space X, our goal in this paper is to highlight one ore more curves in P(X) that summarize efficiently that family. We propose to study this…

Machine Learning · Statistics 2015-11-24 Vivien Seguy , Marco Cuturi