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We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical…
We obtain explicit $p$-Wasserstein distance error bounds between the distribution of the multi-parameter MLE and the multivariate normal distribution. Our general bounds are given for possibly high-dimensional, independent and identically…
We study the problem of quantifying how far an empirical distribution deviates from Gaussianity under the framework of optimal transport. By exploiting the cone geometry of the relative translation invariant quadratic Wasserstein space, we…
Single-cell RNA-sequencing (scRNA-seq) has become a routinely used technique to quantify the gene expression profile of thousands of single cells simultaneously. Analysis of scRNA-seq data plays an important role in the study of cell states…
In this paper, we study statistical inference for the Wasserstein distance, which has attracted much attention and has been applied to various machine learning tasks. Several studies have been proposed in the literature, but almost all of…
Wasserstein Generative Adversarial Networks (WGANs) can be used to generate realistic samples from complicated image distributions. The Wasserstein metric used in WGANs is based on a notion of distance between individual images, which…
We extend the celebrated Stone's theorem to the framework of distributional regression. More precisely, we prove that weighted empirical distribution with local probability weights satisfying the conditions of Stone's theorem provide…
We study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, we consider the associated class of Wasserstein barycenters…
Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…
Optimal transport distances, otherwise known as Wasserstein distances, have recently drawn ample attention in computer vision and machine learning as a powerful discrepancy measure for probability distributions. The recent developments on…
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…
The paper studies the robustness properties of discrete-time stochastic optimal control under Wasserstein model approximation for both discounted-cost and average-cost criteria. Specifically, we study the performance loss when applying an…
Bayesian Networks (BNs) are useful tools giving a natural and compact representation of joint probability distributions. In many applications one needs to learn a Bayesian Network (BN) from data. In this context, it is important to…
We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our…
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…
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…
Generative models are invaluable in many fields of science because of their ability to capture high-dimensional and complicated distributions, such as photo-realistic images, protein structures, and connectomes. How do we evaluate the…
The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…
Score-based generative models are shown to achieve remarkable empirical performances in various applications such as image generation and audio synthesis. However, a theoretical understanding of score-based diffusion models is still…
Arguably the most fundamental question in the theory of generative adversarial networks (GANs) is to understand to what extent GANs can actually learn the underlying distribution. Theoretical and empirical evidence suggests local optimality…