Related papers: A New Robust Partial $p$-Wasserstein-Based Metric …
Sliced Wasserstein distances are widely used in practice as a computationally efficient alternative to Wasserstein distances in high dimensions. In this paper, motivated by theoretical foundations of this alternative, we prove quantitative…
We estimate contrasts $\int_0 ^1 \rho(F^{-1}(u)-G^{-1}(u))du$ between two continuous distributions $F$ and $G$ on $\mathbb R$ such that the set $\{F=G\}$ is a finite union of intervals, possibly empty or $\mathbb{R}$. The non-negative…
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…
We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…
Dirichlet Process mixture models (DPMM) in combination with Gaussian kernels have been an important modeling tool for numerous data domains arising from biological, physical, and social sciences. However, this versatility in applications…
This paper presents a new approach to the classical problem of quantifying posterior contraction rates (PCRs) in Bayesian statistics. Our approach relies on Wasserstein distance, and it leads to two main contributions which improve on the…
We propose a family of near-metrics based on local graph diffusion to capture similarity for a wide class of data sets. These quasi-metametrics, as their names suggest, dispense with one or two standard axioms of metric spaces, specifically…
Comparing probability distributions is at the crux of many machine learning algorithms. Maximum Mean Discrepancies (MMD) and Wasserstein distances are two classes of distances between probability distributions that have attracted abundant…
Motivated by the 2D class averaging problem in single-particle cryo-electron microscopy (cryo-EM), we present a k-means algorithm based on a rotationally-invariant Wasserstein metric for images. Unlike existing methods that are based on…
In this paper we investigate the sensitivity of the LWR model on network to its parameters and to the network itself. The quantification of sensitivity is obtained by measuring the Wasserstein distance between two LWR solutions…
We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…
The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…
With the increasing availability of data objects in the form of probability distributions, there is a growing need for statistical methods tailored to distributional data. Distance measures, especially the pairwise distance matrix between…
Most metrics between finite point measures currently used in the literature have the flaw that they do not treat differing total masses in an adequate manner for applications. This paper introduces a new metric $\bar{d}_1$ that combines…
We introduce a distortion measure for images, Wasserstein distortion, that simultaneously generalizes pixel-level fidelity on the one hand and realism or perceptual quality on the other. We show how Wasserstein distortion reduces to a pure…
A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…
Convergence rate to the stationary distribution for continuous-time Markov processes can be studied using Lyapunov functions. Recent work by the author provided explicit rates of convergence in special case of a reflected jump-diffusion on…
We revisit Markowitz's mean-variance portfolio selection model by considering a distributionally robust version, where the region of distributional uncertainty is around the empirical measure and the discrepancy between probability measures…
The Wasserstein probability metric has received much attention from the machine learning community. Unlike the Kullback-Leibler divergence, which strictly measures change in probability, the Wasserstein metric reflects the underlying…
Minimum distance estimation (MDE) gained recent attention as a formulation of (implicit) generative modeling. It considers minimizing, over model parameters, a statistical distance between the empirical data distribution and the model. This…