Related papers: An efficient Wasserstein-distance approach for rec…
Many variants of the Wasserstein distance have been introduced to reduce its original computational burden. In particular the Sliced-Wasserstein distance (SW), which leverages one-dimensional projections for which a closed-form solution of…
We study the estimation problem of distribution-on-distribution regression, where both predictors and responses are probability measures. Existing approaches typically rely on a global optimal transport map or tangent-space linearization,…
We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…
A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…
In this paper, we study the problem of sampling from a distribution under the constraint of differential privacy (DP). Prior works measure the utility of DP sampling with density ratio-based measures such as KL divergence. However, such…
Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…
In this work we analyse a number of variants of the Wasserstein distance which allow to focus the classification on the prescribed parts (fragments) of classified 2D curves. These variants are based on the use of a number of discrete…
Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance…
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…
We consider elliptic diffusion processes on $\mathbb R^d$. Assuming that the drift contracts distances outside a compact set, we prove that, at a sufficiently high temperature, the Markov semi-group associated to the process is a…
The smooth 1-Wasserstein distance (SWD) $W_1^\sigma$ was recently proposed as a means to mitigate the curse of dimensionality in empirical approximation while preserving the Wasserstein structure. Indeed, SWD exhibits parametric convergence…
We design efficient distance approximation algorithms for several classes of structured high-dimensional distributions. Specifically, we show algorithms for the following problems: - Given sample access to two Bayesian networks $P_1$ and…
We consider multiperiod stochastic control problems with non-parametric uncertainty on the underlying probabilistic model. We derive a new metric on the space of probability measures, called the adapted $(p, \infty)$--Wasserstein distance…
Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…
We study the problem of nonparametric two-sample testing using the sliced Wasserstein (SW) distance. While prior theoretical and empirical work indicates that the SW distance offers a promising balance between strong statistical guarantees…
Estimating a $d$-dimensional distribution $\mu$ by the empirical measure $\hat{\mu}_n$ of its samples is an important task in probability theory, statistics and machine learning. It is well known that $\mathbb{E}[\mathcal{W}_p(\hat{\mu}_n,…
Computing pairwise Wasserstein distances is a fundamental bottleneck in data analysis pipelines. Motivated by the classical Kuratowski embedding theorem, we propose two neural architectures for learning to approximate the Wasserstein-2…
We study a nonlinear, degenerate cross-diffusion model which involves two densities with two different drift velocities. A general framework is introduced based on its gradient flow structure in Wasserstein space to derive a notion of…
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…
In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…