Related papers: Monge-Kantorovich quantiles and ranks for image da…
Increased attention has been given recently to the statistical analysis of variables with values on nonlinear manifolds. A natural but nontrivial problem in that context is the definition of quantile concepts. We are proposing a solution…
A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…
This paper focuses on the Monge-Kantorovich formulation of the optimal transport problem and the associated $L^2$ Wasserstein distance. We use the $L^2$ Wasserstein distance in the Nearest Neighbour (NN) machine learning architecture to…
The ability to represent and compare machine learning models is crucial in order to quantify subtle model changes, evaluate generative models, and gather insights on neural network architectures. Existing techniques for comparing data…
This article provides an overview on the statistical modeling of complex data as increasingly encountered in modern data analysis. It is argued that such data can often be described as elements of a metric space that satisfies certain…
An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…
We introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to…
We consider optimal transport problems where the cost for transporting a given probability measure $\mu_0$ to another one $\mu_1$ consists of two parts: the first one measures the transportation from $\mu_0$ to an intermediate (pivot)…
Whereas most dimensionality reduction techniques (e.g. PCA, ICA, NMF) for multivariate data essentially rely on linear algebra to a certain extent, summarizing ranking data, viewed as realizations of a random permutation $\Sigma$ on a set…
In the classical Monge-Kantorovich problem, the transportation cost only depends on the amount of mass sent from sources to destinations and not on the paths followed by this mass. Thus, it does not allow for congestion effects. Using the…
Image information content is known to be a complicated and controvercial problem. This paper posits a new image information content definition. Following the theory of Solomonoff-Kolmogorov-Chaitin's complexity, we define image information…
In this work we study a modification of the Monge-Kantorovich problem taking into account path dependence and interaction effects between particles. We prove existence of solutions under mild conditions on the data, and after imposing…
We propose a model to describe the optimal distributions of residents and services in a prescribed urban area. The cost functional takes into account the transportation costs (according to a Monge--Kantorovich-type criterion) and two…
This paper proposes various nonparametric tools based on measure transportation for directional data. We use optimal transports to define new notions of distribution and quantile functions on the hypersphere, with meaningful quantile…
The use of distances based on optimal transportation has recently shown promise for discrimination of power spectra. In particular, spectral estimation methods based on l1 regularization as well as covariance based methods can be shown to…
This paper defines an alternative notion, described as data-based, of geometric quantiles on Hadamard spaces, in contrast to the existing methodology, described as parameter-based. In addition to having the same desirable properties as…
Non-Euclidean data become more prevalent in practice, necessitating the development of a framework for statistical inference analogous to that for Euclidean data. Quantile is one of the most important concepts in traditional statistical…
Image ranking is to rank images based on some known ranked images. In this paper, we propose an improved linear ordinal distance metric learning approach based on the linear distance metric learning model. By decomposing the distance metric…
Given an undirected graph representing similarities between a set of items and an additive measure evaluating the items, we treat the position of a special subset of items in an ordinal ranking through a collection of combinatorial…
The classical Monge-Kantorovich (MK) problem as originally posed is concerned with how best to move a pile of soil or rubble to an excavation or fill with the least amount of work relative to some cost function. When the cost is given by…