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Wasserstein distance, which measures the discrepancy between distributions, shows efficacy in various types of natural language processing (NLP) and computer vision (CV) applications. One of the challenges in estimating Wasserstein distance…

Machine Learning · Statistics 2022-06-27 Makoto Yamada , Yuki Takezawa , Ryoma Sato , Han Bao , Zornitsa Kozareva , Sujith Ravi

The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability measures supported on finitely many points, we derive…

Methodology · Statistics 2017-04-27 Max Sommerfeld , Axel Munk

While statistical modeling of distributional data has gained increased attention, the case of multivariate distributions has been somewhat neglected despite its relevance in various applications. This is because the Wasserstein distance,…

Methodology · Statistics 2025-10-21 Han Chen , Yidong Zhou , Hans-Georg Müller

Gradient boosting is a sequential ensemble method that fits a new weaker learner to pseudo residuals at each iteration. We propose Wasserstein gradient boosting, a novel extension of gradient boosting that fits a new weak learner to…

Methodology · Statistics 2024-08-30 Takuo Matsubara

In this work we test Wasserstein distance in conjunction with persistent homology, as a tool for discriminating large scale structures of simulated universes with different values of $\sigma_8$ cosmological parameter (present…

Cosmology and Nongalactic Astrophysics · Physics 2023-05-11 Maksym Tsizh , Vitalii Tymchyshyn , Franco Vazza

The sliced Wasserstein (SW) distances between two probability measures are defined as the expectation of the Wasserstein distance between two one-dimensional projections of the two measures. The randomness comes from a projecting direction…

Machine Learning · Statistics 2024-02-20 Khai Nguyen , Nhat Ho

We develop a robust physics-guided diffusion framework for full-waveform inversion that combines a score-based generative prior with likelihood guidance computed through wave-equation simulations. We adopt a transport-based data-consistency…

Numerical Analysis · Mathematics 2026-03-18 Jishen Peng , Enze Jiang , Zheng Ma , Xiongbin Yan

Model Updating is frequently used in Structural Health Monitoring to determine structures' operating conditions and whether maintenance is required. Data collected by sensors are used to update the values of some initially unknown…

Computation · Statistics 2024-01-23 Felipe Igea , Alice Cicirello

Randomised signature has been proposed as a flexible and easily implementable alternative to the well-established path signature. In this article, we employ randomised signature to introduce a generative model for financial time series data…

Machine Learning · Computer Science 2024-09-09 Francesca Biagini , Lukas Gonon , Niklas Walter

Mesh deformation plays a pivotal role in many 3D vision tasks including dynamic simulations, rendering, and reconstruction. However, defining an efficient discrepancy between predicted and target meshes remains an open problem. A prevalent…

Computer Vision and Pattern Recognition · Computer Science 2024-03-19 Tung Le , Khai Nguyen , Shanlin Sun , Kun Han , Nhat Ho , Xiaohui Xie

The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…

Optimization and Control · Mathematics 2020-10-30 Lenaic Chizat , Pierre Roussillon , Flavien Léger , François-Xavier Vialard , Gabriel Peyré

Spreading processes are often modelled as a stochastic dynamics occurring on top of a given network with edge weights corresponding to the transmission probabilities. Knowledge of veracious transmission probabilities is essential for…

Social and Information Networks · Computer Science 2016-09-01 Andrey Y. Lokhov

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…

Statistics Theory · Mathematics 2022-02-16 Masaaki Imaizumi , Hirofumi Ota , Takuo Hamaguchi

Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…

Statistics Theory · Mathematics 2015-10-14 Aaditya Ramdas , Nicolas Garcia , Marco Cuturi

We propose using the Wasserstein loss for training in inverse problems. In particular, we consider a learned primal-dual reconstruction scheme for ill-posed inverse problems using the Wasserstein distance as loss function in the learning.…

Computer Vision and Pattern Recognition · Computer Science 2017-10-31 Jonas Adler , Axel Ringh , Ozan Öktem , Johan Karlsson

The analysis of samples of random objects that do not lie in a vector space is gaining increasing attention in statistics. An important class of such object data is univariate probability measures defined on the real line. Adopting the…

Methodology · Statistics 2021-07-07 Yaqing Chen , Zhenhua Lin , Hans-Georg Müller

This short note is on a property of the $\mathcal{W}_2$ Wasserstein distance which indicates that independent elliptical distributions minimize their $\mathcal{W}_2$ Wasserstein distance from given independent elliptical distributions with…

Statistics Theory · Mathematics 2020-12-08 Song Fang , Quanyan Zhu

In this paper we consider a random walk of a particle in $\mathbb{R}^d$. Convergence of different transformations of trajectories of random flights with Poisson switching moments has been obtained by Davydov and Konakov, as well as…

Probability · Mathematics 2019-10-10 Alexander Falaleev , Valentin Konakov

Based on the theory of M-matrix and Perron-Frobenius theorem, we provide some criteria to justify the convergence of the regime-switching diffusion processes in Wasserstein distances. The cost function we used to define the Wasserstein…

Probability · Mathematics 2014-03-04 Jinghai Shao

In this paper, we derive an explicit upper bound for the Wasserstein distance between a functional of point processes and a Gaussian distribution. Using Stein's method in conjunction with Malliavin's calculus and the Poisson embedding…

Probability · Mathematics 2025-06-09 Laure Coutin , Benjamin Massat , Anthony Réveillac