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We propose a methodology for intercomparing climate models and evaluating their performance against benchmarks based on the use of the Wasserstein distance (WD). This distance provides a rigorous way to measure quantitatively the difference…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Gabriele Vissio , Valerio Lembo , Valerio Lucarini , Michael Ghil

Optimal transport has been very successful for various machine learning tasks; however, it is known to suffer from the curse of dimensionality. Hence, dimensionality reduction is desirable when applied to high-dimensional data with…

Machine Learning · Statistics 2025-07-21 Jie Wang , March Boedihardjo , Yao Xie

The Quasi Manhattan Wasserstein Distance (QMWD) is a metric designed to quantify the dissimilarity between two matrices by combining elements of the Wasserstein Distance with specific transformations. It offers improved time and space…

Machine Learning · Computer Science 2023-10-20 Evan Unit Lim

Optimal transport with quadratic cost provides a geometric framework for steering an ensemble, modeled by a probability law, with minimal effort. Yet ambient-space formulations become unwieldy in high dimensions, and sensing or actuation in…

Optimization and Control · Mathematics 2026-04-28 Kaito Ito , Anqi Dong

Comparing probability measures modulo unknown rigid transformations is a central challenge in geometric data analysis. Classical optimal transport (OT) distances, including Wasserstein and sliced Wasserstein, are sensitive to rotations and…

Computational Geometry · Computer Science 2026-04-13 Zakk Heile , Peilin He , Jayson Tran , Alice Wang , Shrikant Chand

The performance of unsupervised methods such as clustering depends on the choice of distance metric between features, or ground metric. Commonly, ground metrics are decided with heuristics or learned via supervised algorithms. However,…

Machine Learning · Computer Science 2025-01-13 Kira M. Düsterwald , Samo Hromadka , Makoto Yamada

Clustering is an important exploratory data analysis technique to group objects based on their similarity. The widely used $K$-means clustering method relies on some notion of distance to partition data into a fewer number of groups. In the…

Machine Learning · Statistics 2022-10-14 Yubo Zhuang , Xiaohui Chen , Yun Yang

Kernelized Stein discrepancy (KSD), though being extensively used in goodness-of-fit tests and model learning, suffers from the curse-of-dimensionality. We address this issue by proposing the sliced Stein discrepancy and its scalable and…

Machine Learning · Computer Science 2021-03-18 Wenbo Gong , Yingzhen Li , José Miguel Hernández-Lobato

High-dimensional data often exhibit hierarchical structures in both modes: samples and features. Yet, most existing approaches for hierarchical representation learning consider only one mode at a time. In this work, we propose an…

Machine Learning · Computer Science 2025-10-23 Ya-Wei Eileen Lin , Ronald R. Coifman , Gal Mishne , Ronen Talmon

The Wasserstein distance, also known as the Earth mover distance or optimal transport distance, is a widely used measure of similarity between probability distributions. This paper presents an linear programming based implementation of the…

Computation · Statistics 2025-10-29 Zehao Lu

We propose a new minimum-distance estimator for linear random coefficient models. This estimator integrates the recently advanced sliced Wasserstein distance with the nearest neighbor methods, both of which enhance computational efficiency.…

Statistics Theory · Mathematics 2025-04-25 Keunwoo Lim , Ting Ye , Fang Han

Leveraging the Wasserstein distance -- a summation of sample-wise transport distances in data space -- is advantageous in many applications for measuring support differences between two underlying density functions. However, when supports…

Machine Learning · Computer Science 2025-11-18 Cheongjae Jang , Jonghyun Won , Soyeon Jun , Chun Kee Chung , Keehyoung Joo , Yung-Kyun Noh

The training and test data for deep-neural-network-based classifiers are usually assumed to be sampled from the same distribution. When part of the test samples are drawn from a distribution that is sufficiently far away from that of the…

Machine Learning · Computer Science 2021-12-14 Yinan Wang , Wenbo Sun , Jionghua "Judy" Jin , Zhenyu "James" Kong , Xiaowei Yue

Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…

Machine Learning · Statistics 2026-05-20 Peter Matthew Jacobs , Jeff M. Phillips

This paper focuses on the Wasserstein distributionally robust mean-lower semi-absolute deviation (DR-MLSAD) model, where the ambiguity set is a Wasserstein ball centered on the empirical distribution of the training sample. This model can…

Optimization and Control · Mathematics 2024-03-04 Weimi Zhou , Yong-Jin Liu

Scientific datasets often have hierarchical structure: for example, in surveys, individual participants (samples) might be grouped at a higher level (units) such as their geographical region. In these settings, the interest is often in…

Machine Learning · Computer Science 2024-06-06 Fynn Bachmann , Philipp Hennig , Dmitry Kobak

Dataset Distillation (DD) aims to generate a compact synthetic dataset that enables models to achieve performance comparable to training on the full large dataset, significantly reducing computational costs. Drawing from optimal transport…

Computer Vision and Pattern Recognition · Computer Science 2025-07-03 Haoyang Liu , Yijiang Li , Tiancheng Xing , Peiran Wang , Vibhu Dalal , Luwei Li , Jingrui He , Haohan Wang

Approximate Bayesian Computation (ABC) is a popular method for approximate inference in generative models with intractable but easy-to-sample likelihood. It constructs an approximate posterior distribution by finding parameters for which…

Computation · Statistics 2020-03-09 Kimia Nadjahi , Valentin De Bortoli , Alain Durmus , Roland Badeau , Umut Şimşekli

Gaussian mixture models (GMM) are powerful parametric tools with many applications in machine learning and computer vision. Expectation maximization (EM) is the most popular algorithm for estimating the GMM parameters. However, EM…

Computer Vision and Pattern Recognition · Computer Science 2017-11-17 Soheil Kolouri , Gustavo K. Rohde , Heiko Hoffmann

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