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We provide convergence guarantees in Wasserstein distance for a variety of variance-reduction methods: SAGA Langevin diffusion, SVRG Langevin diffusion and control-variate underdamped Langevin diffusion. We analyze these methods under a…

Machine Learning · Statistics 2018-02-16 Niladri S. Chatterji , Nicolas Flammarion , Yi-An Ma , Peter L. Bartlett , Michael I. Jordan

The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Pierre E. Jacob , Roland Badeau , Umut Şimşekli

Wasserstein distributionally robust optimization (DRO) aims to find robust and generalizable solutions by hedging against data perturbations in Wasserstein distance. Despite its recent empirical success in operations research and machine…

Machine Learning · Computer Science 2022-05-03 Rui Gao

We prove a general normal approximation theorem for local graph statistics in the configuration model, together with an explicit bound on the error in the approximation with respect to the Wasserstein metric. Such statistics take the form…

Probability · Mathematics 2019-03-19 A. D. Barbour , Adrian Röllin

Diffusion models accomplish remarkable success in data generation tasks across various domains. However, the iterative sampling process is computationally expensive. Consistency models are proposed to learn consistency functions to map from…

Machine Learning · Computer Science 2025-05-07 Yiding Chen , Yiyi Zhang , Owen Oertell , Wen Sun

Consider a set of points sampled independently near a smooth compact submanifold of Euclidean space. We provide mathematically rigorous bounds on the number of sample points required to estimate both the dimension and the tangent spaces of…

Statistics Theory · Mathematics 2023-09-26 Uzu Lim , Harald Oberhauser , Vidit Nanda

We define a modified Wasserstein distance for distribution clustering which inherits many of the properties of the Wasserstein distance but which can be estimated easily and computed quickly. The modified distance is the sum of two terms.…

Methodology · Statistics 2018-12-31 Isabella Verdinelli , Larry Wasserman

While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a…

Statistics Theory · Mathematics 2026-03-26 Asbjørn Holk , Claudia Strauch , Lukas Trottner

Wasserstein distances are widely used in modern data analysis but pose significant computational and statistical challenges in high dimensions. The sliced Wasserstein distance alleviates these challenges by leveraging one-dimensional…

Statistics Theory · Mathematics 2026-05-21 David Rodríguez-Vítores , Eustasio del Barrio , Jean-Michel Loubes

The Wasserstein distance and its variations, e.g., the sliced-Wasserstein (SW) distance, have recently drawn attention from the machine learning community. The SW distance, specifically, was shown to have similar properties to the…

Machine Learning · Computer Science 2019-02-04 Soheil Kolouri , Kimia Nadjahi , Umut Simsekli , Roland Badeau , Gustavo K. Rohde

Several issues in machine learning and inverse problems require to generate discrete data, as if sampled from a model probability distribution. A common way to do so relies on the construction of a uniform probability distribution over a…

Optimization and Control · Mathematics 2021-06-16 Quentin Merigot , Filippo Santambrogio , Clément Sarrazin

Score-based diffusion models have demonstrated remarkable empirical success in learning high-dimensional distributions, particularly those exhibiting low-dimensional and multi-modal structures. However, theoretical understanding of their…

Machine Learning · Statistics 2026-05-29 Jingda Wu , Changxiao Cai

In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…

Statistics Theory · Mathematics 2026-04-28 Dongzhou Huang , Tianyi Jiang , Haonan Wang

Using statistical learning methods to analyze stochastic simulation outputs can significantly enhance decision-making by uncovering relationships between different simulated systems and between a system's inputs and outputs. We focus on…

Methodology · Statistics 2026-05-28 Mohammadmahdi Ghasemloo , David J. Eckman

In this article, we generalize the Wasserstein distance to measures with different masses. We study the properties of such distance. In particular, we show that it metrizes weak convergence for tight sequences. We use this generalized…

Analysis of PDEs · Mathematics 2015-06-05 Benedetto Piccoli , Francesco Rossi

Diffusion models have revolutionized various application domains, including computer vision and audio generation. Despite the state-of-the-art performance, diffusion models are known for their slow sample generation due to the extensive…

Machine Learning · Computer Science 2024-06-25 Zehao Dou , Minshuo Chen , Mengdi Wang , Zhuoran Yang

Gaussian smoothed sliced Wasserstein distance has been recently introduced for comparing probability distributions, while preserving privacy on the data. It has been shown that it provides performances similar to its non-smoothed…

Machine Learning · Computer Science 2024-04-26 Mokhtar Z. Alaya , Alain Rakotomamonjy , Maxime Berar , Gilles Gasso

Diffusion generative models have emerged as powerful tools for producing synthetic data from an empirically observed distribution. A common approach involves simulating the time-reversal of an Ornstein-Uhlenbeck (OU) process initialized at…

Machine Learning · Statistics 2025-12-02 Valentin de Bortoli , Romuald Elie , Anna Kazeykina , Zhenjie Ren , Jiacheng Zhang

Wasserstein GAN(WGAN) is a model that minimizes the Wasserstein distance between a data distribution and sample distribution. Recent studies have proposed stabilizing the training process for the WGAN and implementing the Lipschitz…

Machine Learning · Computer Science 2018-10-08 Cheolhyeong Kim , Seungtae Park , Hyung Ju Hwang

In this paper, we provide bounds in Wasserstein and total variation distances between the distributions of the successive iterates of two functional autoregressive processes with isotropic Gaussian noise of the form $Y_{k+1} =…

Probability · Mathematics 2023-11-30 Alain Durmus , Andreas Eberle , Aurélien Enfroy , Arnaud Guillin , Pierre Monmarché