Related papers: On the Wasserstein alignment problem
We study the Optimal Transport problem for laws of random measures in the Kantorovich-Wasserstein space $\mathcal{P}_2(\mathcal{P}_2(\mathrm{H}))$, associated with a Hilbert space $\mathrm{H}$ (with finite or infinite dimension) and for the…
We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…
A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…
This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…
Optimal transport provides a metric which quantifies the dissimilarity between probability measures. For measures supported in discrete metric spaces, finding the optimal transport distance has cubic time complexity in the size of the…
We study sparse optimal control of a non-local continuity equation, where the goal is to steer a distribution via finitely many controllable agents or actuators. This model arises naturally in mean-field multi-agent systems and takes the…
As the problem of minimizing functionals on the Wasserstein space encompasses many applications in machine learning, different optimization algorithms on $\mathbb{R}^d$ have received their counterpart analog on the Wasserstein space. We…
We propose a variational approach to approximate measures with measures uniformly distributed over a 1 dimentional set. The problem consists in minimizing a Wasserstein distance as a data term with a regularization given by the length of…
Motivated by approximation Bayesian computation using mean-field variational approximation and the computation of equilibrium in multi-species systems with cross-interaction, this paper investigates the composite geodesically convex…
Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve…
Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…
The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that…
Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a robust variant of the Wasserstein distance. Recent work suggests that this quantity is more robust than the standard Wasserstein distance, in…
Discriminating between distributions is an important problem in a number of scientific fields. This motivated the introduction of Linear Optimal Transportation (LOT), which embeds the space of distributions into an $L^2$-space. The…
We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…
We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…
Given a family of probability measures in P(X), the space of probability measures on a Hilbert space X, our goal in this paper is to highlight one ore more curves in P(X) that summarize efficiently that family. We propose to study this…
Cross-lingual or cross-domain correspondences play key roles in tasks ranging from machine translation to transfer learning. Recently, purely unsupervised methods operating on monolingual embeddings have become effective alignment tools.…
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…
We analyze a number of natural estimators for the optimal transport map between two distributions and show that they are minimax optimal. We adopt the plugin approach: our estimators are simply optimal couplings between measures derived…