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Divergence measures play a central role and become increasingly essential in deep learning, yet efficient measures for multiple (more than two) distributions are rarely explored. This becomes particularly crucial in areas where the…

Machine Learning · Computer Science 2024-06-07 Mingfei Lu , Chenxu Li , Shujian Yu , Robert Jenssen , Badong Chen

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…

Machine Learning · Computer Science 2015-11-11 Soheil Kolouri , Yang Zou , Gustavo K. Rohde

The paper proposes a new approach to model risk measurement based on the Wasserstein distance between two probability measures. It formulates the theoretical motivation resulting from the interpretation of fictitious adversary of robust…

Mathematical Finance · Quantitative Finance 2019-03-05 Yu Feng , Erik Schlögl

Common measures of neural representational (dis)similarity are designed to be insensitive to rotations and reflections of the neural activation space. Motivated by the premise that the tuning of individual units may be important, there has…

Machine Learning · Computer Science 2023-11-17 Meenakshi Khosla , Alex H. Williams

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

Learning conditional densities and identifying factors that influence the entire distribution are vital tasks in data-driven applications. Conventional approaches work mostly with summary statistics, and are hence inadequate for a…

Methodology · Statistics 2022-09-13 Chengliang Tang , Nathan Lenssen , Ying Wei , Tian Zheng

The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…

Methodology · Statistics 2025-02-04 Yidong Zhou , Hans-Georg Müller

Mirror Descent (MD) is a scalable first-order method widely used in large-scale optimization, with applications in image processing, policy optimization, and neural network training. This paper generalizes MD to optimization on Riemannian…

Machine Learning · Statistics 2026-03-19 Jiaxin Jiang , Lei Shi , Jiyuan Tan

We consider machine learning, particularly regression, using locally-differentially private datasets. The Wasserstein distance is used to define an ambiguity set centered at the empirical distribution of the dataset corrupted by local…

Machine Learning · Computer Science 2020-06-25 Farhad Farokhi

In this paper, we propose the use of geodesic distances in conjunction with multivariate distance matrix regression, called geometric-MDMR, as a powerful first step analysis method for manifold-valued data. Manifold-valued data is appearing…

Methodology · Statistics 2022-02-14 Matt Ryan , Gary Glonek , Melissa Humphries , Jono Tuke

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

Systems and Control · Electrical Eng. & Systems 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

The Wasserstein probability metric has received much attention from the machine learning community. Unlike the Kullback-Leibler divergence, which strictly measures change in probability, the Wasserstein metric reflects the underlying…

Machine Learning · Computer Science 2017-06-01 Marc G. Bellemare , Ivo Danihelka , Will Dabney , Shakir Mohamed , Balaji Lakshminarayanan , Stephan Hoyer , Rémi Munos

Distribution matching is central to many vision and graphics tasks, where the widely used Wasserstein distance is too costly to compute for high dimensional distributions. The Sliced Wasserstein Distance (SWD) offers a scalable alternative,…

Graphics · Computer Science 2025-10-02 Mark Boss , Andreas Engelhardt , Simon Donné , Varun Jampani

Data-driven distributionally robust optimization is a recently emerging paradigm aimed at finding a solution that is driven by sample data but is protected against sampling errors. An increasingly popular approach, known as Wasserstein…

Optimization and Control · Mathematics 2022-07-20 Jonathan Yu-Meng Li , Tiantian Mao

Motivated by the statistical and computational challenges of computing Wasserstein distances in high-dimensional contexts, machine learning researchers have defined modified Wasserstein distances based on computing distances between…

Probability · Mathematics 2022-06-02 Jiaqi Xi , Jonathan Niles-Weed

Gaussian smoothed sliced Wasserstein distance has been recently introduced for comparing probability distributions, while preserving privacy on the data. It has been shown, in applications such as domain adaptation, to provide performances…

Machine Learning · Computer Science 2021-10-22 Alain Rakotomamonjy , Mokhtar Z. Alaya , Maxime Berar , Gilles Gasso

Despite the great performance of deep learning models in many areas, they still make mistakes and underperform on certain subsets of data, i.e. error slices. Given a trained model, it is important to identify its semantically coherent error…

Machine Learning · Computer Science 2025-12-23 Han Yu , Hao Zou , Jiashuo Liu , Renzhe Xu , Yue He , Xingxuan Zhang , Peng Cui

We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…

Statistics Theory · Mathematics 2022-05-10 Jie Wang , Rui Gao , Yao Xie

Many decision problems in science, engineering and economics are affected by uncertain parameters whose distribution is only indirectly observable through samples. The goal of data-driven decision-making is to learn a decision from finitely…

Machine Learning · Statistics 2024-11-05 Daniel Kuhn , Peyman Mohajerin Esfahani , Viet Anh Nguyen , Soroosh Shafieezadeh-Abadeh

We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…

Statistics Theory · Mathematics 2020-04-30 Jonathan Niles-Weed , Quentin Berthet