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Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

The Wasserstein distance from optimal mass transport (OMT) is a powerful mathematical tool with numerous applications that provides a natural measure of the distance between two probability distributions. Several methods to incorporate OMT…

Machine Learning · Computer Science 2023-10-31 Jung Hun Oh , Rena Elkin , Anish Kumar Simhal , Jiening Zhu , Joseph O Deasy , Allen Tannenbaum

This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a…

Machine Learning · Statistics 2019-05-14 Titouan Vayer , Laetitia Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

We analyze a number of natural estimators for the optimal transport map between two distributions and show that they are minimax optimal. We adopt the plugin approach: our estimators are simply optimal couplings between measures derived…

Statistics Theory · Mathematics 2024-06-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

We revisit the question of characterizing the convergence rate of plug-in estimators of optimal transport costs. It is well known that an empirical measure comprising independent samples from an absolutely continuous distribution on…

Probability · Mathematics 2024-02-06 Tudor Manole , Jonathan Niles-Weed

In this paper, we prove that the time supremum of the Wasserstein distance between the time-marginals of a uniformly elliptic multidimensional diffusion with coefficients bounded together with their derivatives up to the order $2$ in the…

Probability · Mathematics 2015-03-20 Aurélien Alfonsi , Benjamin Jourdain , Arturo Kohatsu-Higa

Probabilistic circuits (PCs) have gained prominence in recent years as a versatile framework for discussing probabilistic models that support tractable queries and are yet expressive enough to model complex probability distributions.…

Machine Learning · Computer Science 2024-03-12 Pedro Zuidberg Dos Martires

Quadratic Wasserstein distances are obtained between dynamical systems (with states as special case), on $\mathbb{Z}_2$-graded von Neumann algebras. This is achieved through a systematic translation from non-graded to $\mathbb{Z}_2$-graded…

Mathematical Physics · Physics 2025-10-06 Rocco Duvenhage , Dylan van Zyl , Paola Zurlo

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…

Machine Learning · Statistics 2021-05-26 Viet Huynh , Nhat Ho , Nhan Dam , XuanLong Nguyen , Mikhail Yurochkin , Hung Bui , and Dinh Phung

In this paper, we apply the framework of optimal transport to the formulation of optimal design problems. By considering the Wasserstein space as a set of design variables, we associate each probability measure with a shape configuration of…

Optimization and Control · Mathematics 2025-09-08 Fumiya Okazaki , Takayuki Yamada

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

This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…

Optimization and Control · Mathematics 2022-04-28 Ferran Arqué , César A. Uribe , Carlos Ocampo-Martinez

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

The Optimal Transport (a.k.a. Wasserstein) distance is an increasingly popular similarity measure for rich data domains, such as images or text documents. This raises the necessity for fast nearest neighbor search algorithms according to…

Data Structures and Algorithms · Computer Science 2020-09-30 Arturs Backurs , Yihe Dong , Piotr Indyk , Ilya Razenshteyn , Tal Wagner

We present a data-driven approach for distributionally robust chance constrained optimization problems (DRCCPs). We consider the case where the decision maker has access to a finite number of samples or realizations of the uncertainty. The…

Optimization and Control · Mathematics 2018-10-11 Ashish R. Hota , Ashish Cherukuri , John Lygeros

We propose a new \cu{class-optimal} algorithm for the distributed computation of Wasserstein Barycenters over networks. Assuming that each node in a graph has a probability distribution, we prove that every node can reach the barycenter of…

Optimization and Control · Mathematics 2018-09-24 César A. Uribe , Darina Dvinskikh , Pavel Dvurechensky , Alexander Gasnikov , Angelia Nedić

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…

Machine Learning · Statistics 2019-06-26 Yujia Xie , Xiangfeng Wang , Ruijia Wang , Hongyuan Zha

Many data clustering applications must handle objects that cannot be represented as vectors. In this context, the bag-of-vectors representation describes complex objects through discrete distributions, for which the Wasserstein distance…

Machine Learning · Computer Science 2025-10-15 Alfredo Oneto , Blazhe Gjorgiev , Giovanni Sansavini

Generative Adversarial Networks (GANs) are one of the most practical methods for learning data distributions. A popular GAN formulation is based on the use of Wasserstein distance as a metric between probability distributions.…

Machine Learning · Computer Science 2018-05-23 Maziar Sanjabi , Jimmy Ba , Meisam Razaviyayn , Jason D. Lee