Related papers: Conditional Wasserstein Distances with Application…

We study the problem of quantifying how far an empirical distribution deviates from Gaussianity under the framework of optimal transport. By exploiting the cone geometry of the relative translation invariant quadratic Wasserstein space, we…

We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…

Generative adversarial nets (GANs) and variational auto-encoders have significantly improved our distribution modeling capabilities, showing promise for dataset augmentation, image-to-image translation and feature learning. However, to…

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…

We use Stein's method to bound the Wasserstein distance of order $2$ between a measure $\nu$ and the Gaussian measure using a stochastic process $(X_t)_{t \geq 0}$ such that $X_t$ is drawn from $\nu$ for any $t > 0$. If the stochastic…

As a natural approach to modeling system safety conditions, chance constraint (CC) seeks to satisfy a set of uncertain inequalities individually or jointly with high probability. Although a joint CC offers stronger reliability certificate,…

Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…

Defining meaningful distances between samples in a dataset is a fundamental problem in machine learning. Optimal Transport (OT) lifts a distance between features (the "ground metric") to a geometrically meaningful distance between samples.…

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…

We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…

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…

Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence…

Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(\d x):=\e^{V(x)}\d x$ is a probability measure, where $\d x$ is the volume measure, and let $L=\Delta+\nabla V$. The exact…

While many Machine Learning methods were developed or transposed on Riemannian manifolds to tackle data with known non Euclidean geometry, Optimal Transport (OT) methods on such spaces have not received much attention. The main OT tool on…

Generative Adversarial Networks (GANs) have been used to model the underlying probability distribution of sample based datasets. GANs are notoriuos for training difficulties and their dependence on arbitrary hyperparameters. One recent…

Word embeddings are high dimensional vector representations of words that capture their semantic similarity in the vector space. There exist several algorithms for learning such embeddings both for a single language as well as for several…

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.…

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…

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…

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…