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We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…

Machine Learning · Computer Science 2020-11-03 Frank Nielsen , Ke Sun

Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…

Statistics Theory · Mathematics 2022-06-08 Julien Reygner , Adrien Touboul

In his classical argument, Rao derives the Riemannian distance corresponding to the Fisher metric using a mapping between the space of positive measures and Euclidean space. He obtains the Hellinger distance on the full space of measures…

Statistics Theory · Mathematics 2022-09-27 Jesse van Oostrum

This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…

Machine Learning · Computer Science 2025-10-31 Maksim Maslov , Alexander Kugaevskikh , Matthew Ivanov

The Wasserstein metric is broadly used in optimal transport for comparing two probabilistic distributions, with successful applications in various fields such as machine learning, signal processing, seismic inversion, etc. Nevertheless, the…

Optimization and Control · Mathematics 2022-02-22 Qichen Liao , Jing Chen , Zihao Wang , Bo Bai , Shi Jin , Hao Wu

This work studies the entropic regularization formulation of the 2-Wasserstein distance on an infinite-dimensional Hilbert space, in particular for the Gaussian setting. We first present the Minimum Mutual Information property, namely the…

Machine Learning · Statistics 2022-03-15 Minh Ha Quang

Inverse multiobjective optimization provides a general framework for the unsupervised learning task of inferring parameters of a multiobjective decision making problem (DMP), based on a set of observed decisions from the human expert.…

Optimization and Control · Mathematics 2020-10-01 Chaosheng Dong , Bo Zeng

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

We are interested in the Wasserstein distance between two probability measures on $\R^n$ sharing the same copula $C$. The image of the probability measure $dC$ by the vectors of pseudo-inverses of marginal distributions is a natural…

Probability · Mathematics 2013-07-17 Aurélien Alfonsi , Benjamin Jourdain

Neural Processes (NPs) are a class of models that learn a mapping from a context set of input-output pairs to a distribution over functions. They are traditionally trained using maximum likelihood with a KL divergence regularization term.…

Machine Learning · Computer Science 2020-01-13 Andrew Carr , Jared Nielsen , David Wingate

We study the problem of robust distribution estimation under the Wasserstein distance, a popular discrepancy measure between probability distributions rooted in optimal transport (OT) theory. Given $n$ samples from an unknown distribution…

Machine Learning · Statistics 2024-09-25 Sloan Nietert , Rachel Cummings , Ziv Goldfeld

Learning to predict multi-label outputs is challenging, but in many problems there is a natural metric on the outputs that can be used to improve predictions. In this paper we develop a loss function for multi-label learning, based on the…

Machine Learning · Computer Science 2015-12-31 Charlie Frogner , Chiyuan Zhang , Hossein Mobahi , Mauricio Araya-Polo , Tomaso Poggio

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

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…

Methodology · Statistics 2026-03-03 Edward Shao , Junyoung Park , Naresh Punjabi , Hui Jiang , Irina Gaynanova

Collections of probability distributions arise in a variety of applications ranging from user activity pattern analysis to brain connectomics. In practice these distributions can be defined over diverse domain types including finite…

Methodology · Statistics 2023-06-16 Raif Rustamov , Subhabrata Majumdar

We introduce a novel optimal transport framework for probabilistic circuits (PCs). While it has been shown recently that divergences between distributions represented as certain classes of PCs can be computed tractably, to the best of our…

Artificial Intelligence · Computer Science 2025-10-16 Adrian Ciotinga , YooJung Choi

The Weisfeiler-Lehman (WL) test is a widely used algorithm in graph machine learning, including graph kernels, graph metrics, and graph neural networks. However, it focuses only on the consistency of the graph, which means that it is unable…

Machine Learning · Computer Science 2023-05-02 Zhongxi Fang , Jianming Huang , Xun Su , Hiroyuki Kasai

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

Distances between probability distributions that take into account the geometry of their sample space,like the Wasserstein or the Maximum Mean Discrepancy (MMD) distances have received a lot of attention in machine learning as they can, for…

Machine Learning · Computer Science 2020-04-29 Gaëtan Hadjeres , Frank Nielsen

We study the problem of optimal transport in tropical geometry and define the Wasserstein-$p$ distances in the continuous metric measure space setting of the tropical projective torus. We specify the tropical metric -- a combinatorial…

Optimization and Control · Mathematics 2021-05-18 Wonjun Lee , Wuchen Li , Bo Lin , Anthea Monod
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