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Divergence functions are measures of distance or dissimilarity between probability distributions that serve various purposes in statistics and applications. We propose decompositions of Wasserstein and Cram\'er distances$-$which compare two…

Methodology · Statistics 2025-08-08 Johannes Resin , Daniel Wolffram , Johannes Bracher , Timo Dimitriadis

The sliced Wasserstein (SW) distance has been widely recognized as a statistically effective and computationally efficient metric between two probability measures. A key component of the SW distance is the slicing distribution. There are…

Machine Learning · Statistics 2024-01-02 Khai Nguyen , Nhat Ho

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

Methodology · Statistics 2019-04-10 Victor M. Panaretos , Yoav Zemel

Distance measures between graphs are important primitives for a variety of learning tasks. In this work, we describe an unsupervised, optimal transport based approach to define a distance between graphs. Our idea is to derive…

Computational Engineering, Finance, and Science · Computer Science 2024-04-11 Michael Scholkemper , Damin Kühn , Gerion Nabbefeld , Simon Musall , Björn Kampa , Michael T. Schaub

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

Topological Data Analysis methods can be useful for classification and clustering tasks in many different fields as they can provide two dimensional persistence diagrams that summarize important information about the shape of potentially…

Quantum Physics · Physics 2024-09-02 Bernardo Ameneyro , Rebekah Herrman , George Siopsis , Vasileios Maroulas

Existing approaches to depth or disparity estimation output a distribution over a set of pre-defined discrete values. This leads to inaccurate results when the true depth or disparity does not match any of these values. The fact that this…

Computer Vision and Pattern Recognition · Computer Science 2021-03-30 Divyansh Garg , Yan Wang , Bharath Hariharan , Mark Campbell , Kilian Q. Weinberger , Wei-Lun Chao

We introduce the Wasserstein Transform (WT), a general unsupervised framework for updating distance structures on given data sets with the purpose of enhancing features and denoising. Our framework represents each data point by a…

Machine Learning · Computer Science 2026-04-14 Kun Jin , Facundo Mémoli , Zane Smith , Zhengchao Wan

The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…

Optimization and Control · Mathematics 2025-10-10 Beatrice Acciaio , Songyan Hou , Gudmund Pammer

Despite of its importance for safe machine learning, uncertainty quantification for neural networks is far from being solved. State-of-the-art approaches to estimate neural uncertainties are often hybrid, combining parametric models with…

Machine Learning · Computer Science 2021-12-03 Joachim Sicking , Maram Akila , Maximilian Pintz , Tim Wirtz , Asja Fischer , Stefan Wrobel

Finding meaningful distances between high-dimensional data samples is an important scientific task. To this end, we propose a new tree-Wasserstein distance (TWD) for high-dimensional data with two key aspects. First, our TWD is specifically…

Machine Learning · Computer Science 2025-02-25 Ya-Wei Eileen Lin , Ronald R. Coifman , Gal Mishne , Ronen Talmon

Detecting relevant changes in dynamic time series data in a timely manner is crucially important for many data analysis tasks in real-world settings. Change point detection methods have the ability to discover changes in an unsupervised…

Artificial Intelligence · Computer Science 2022-01-19 Kamil Faber , Roberto Corizzo , Bartlomiej Sniezynski , Michael Baron , Nathalie Japkowicz

This paper studies sampling error bounds for denoising diffusion probabilistic models (DDPMs) in the 2-Wasserstein distance. Our contributions are threefold. (i) Under general Lipschitz-type conditions on the score function and for a broad…

Machine Learning · Statistics 2026-05-19 Yuta Koike

We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…

Machine Learning · Statistics 2021-09-27 J. M. Sanz-Serna , Konstantinos C. Zygalakis

Diffusion-based models on continuous spaces have seen substantial recent progress through the mathematical framework of gradient flows, leveraging the Wasserstein-2 (${W}_2$) metric via the Jordan-Kinderlehrer-Otto (JKO) scheme. Despite the…

Machine Learning · Computer Science 2026-04-14 Dario Rancati , Jan Maas , Francesco Locatello

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2019-04-16 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2019-04-17 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

Markov chains and diffusion processes are indispensable tools in machine learning and statistics that are used for inference, sampling, and modeling. With the growth of large-scale datasets, the computational cost associated with simulating…

Statistics Theory · Mathematics 2017-08-31 Jonathan H. Huggins , James Zou

We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

Optimization and Control · Mathematics 2019-03-01 Jake Bouvrie , Jean-Jacques Slotine

Comparing spherical probability distributions is of great interest in various fields, including geology, medical domains, computer vision, and deep representation learning. The utility of optimal transport-based distances, such as the…

Machine Learning · Computer Science 2024-06-11 Huy Tran , Yikun Bai , Abihith Kothapalli , Ashkan Shahbazi , Xinran Liu , Rocio Diaz Martin , Soheil Kolouri