Related papers: Wasserstein Bounds for generative diffusion models…
This paper presents a novel method for analyzing the latent space geometry of generative models, including statistical physics models and diffusion models, by reconstructing the Fisher information metric. The method approximates the…
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…
We consider the distributional connection between the lossy compressed representation of a high-dimensional signal $X$ using a random spherical code and the observation of $X$ under an additive white Gaussian noise (AWGN). We show that the…
We consider the rate-distortion function for lossy source compression, as well as the channel capacity for error correction, through the lens of distributional robustness. We assume that the distribution of the source or of the additive…
We study the Wasserstein distance $W_2$ for Gaussian samples. We establish the exact rate of convergence $\sqrt{\log\log n/n}$ of the expected value of the $W_2$ distance between the empirical and true $c.d.f.$'s for the normal…
We study quantitatively the overparametrization limit of the original Wasserstein-GAN algorithm. Effectively, we show that the algorithm is a stochastic discretization of a system of continuity equations for the parameter distributions of…
This paper addresses the question of when projections of a high-dimensional random vector are approximately Gaussian. This problem has been studied previously in the context of high-dimensional data analysis, where the focus is on…
In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…
We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…
Using i.i.d. data to estimate a high-dimensional distribution in Wasserstein distance is a fundamental instance of the curse of dimensionality. We explore how structural knowledge about the data-generating process which gives rise to the…
Economically responsible mitigation of multivariate extreme risks-such as extreme rainfall over large areas, large simultaneous variations in many stock prices, or widespread breakdowns in transportation systems-requires assessing the…
This short note is on a property of the $\mathcal{W}_2$ Wasserstein distance which indicates that independent elliptical distributions minimize their $\mathcal{W}_2$ Wasserstein distance from given independent elliptical distributions with…
The sliced Wasserstein (SW) distance has been widely recognized as a statistically effective and computationally efficient metric between two probability measures. A key component of the SW distance is the slicing distribution. There are…
Many generative models synthesize data by transforming a standard Gaussian random variable using a deterministic neural network. Among these models are the Variational Autoencoders and the Generative Adversarial Networks. In this work, we…
In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…
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…
Let $X$ be a $d$-dimensional random vector and $X_\theta$ its projection onto the span of a set of orthonormal vectors $\{\theta_1,...,\theta_k\}$. Conditions on the distribution of $X$ are given such that if $\theta$ is chosen according to…
Classical information-theoretic generalization bounds typically control the generalization gap through KL-based mutual information and therefore rely on boundedness or sub-Gaussian tails via the moment generating function (MGF). In many…
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.…
Generative Adversarial Networks (GANs) have achieved a great success in unsupervised learning. Despite its remarkable empirical performance, there are limited theoretical studies on the statistical properties of GANs. This paper provides…