Related papers: Wasserstein KL-divergence for Gaussian distributio…
We study the structure of the support of a doubling measure by analyzing its self-similarity properties, which we estimate using a variant of the $L^1$ Wasserstein distance. We show that measure satisfying certain self-similarity conditions…
In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…
In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…
Wasserstein Generative Adversarial Networks (WGANs) can be used to generate realistic samples from complicated image distributions. The Wasserstein metric used in WGANs is based on a notion of distance between individual images, which…
The Boltzmann machine provides a useful framework to learn highly complex, multimodal and multiscale data distributions that occur in the real world. The default method to learn its parameters consists of minimizing the Kullback-Leibler…
We conduct a KL-divergence based procedure for testing elliptical distributions. The procedure simultaneously takes into account the two defining properties of an elliptically distributed random vector: independence between length and…
Wasserstein distances are increasingly used in a wide variety of applications in machine learning. Sliced Wasserstein distances form an important subclass which may be estimated efficiently through one-dimensional sorting operations. In…
In this paper, we provide sufficient conditions for the existence of the invariant distribution and for subgeometric rates of convergence in Wasserstein distance for general state-space Markov chains which are (possibly) not irreducible.…
We investigate the Wasserstein distance between the empirical spectral distribution of non-Hermitian random matrices and the Circular Law. For general entry distributions, we obtain a nearly optimal rate of convergence in 1-Wasserstein…
Generative adversarial networks (GANs) have enjoyed much success in learning high-dimensional distributions. Learning objectives approximately minimize an $f$-divergence ($f$-GANs) or an integral probability metric (Wasserstein GANs)…
We give concentration inequalities in Wasserstein distance for the empirical measure of a sequence of independent and identically distributed random variables with values in a Polish space E. These inequalities involve the covering…
We design a fully implementable scheme to compute the invariant distribution of ergodic McKean-Vlasov SDE satisfying a uniform confluence property. Under natural conditions, we prove various convergence results notably we obtain rates for…
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…
A new Riemannian geometry for the Compound Gaussian distribution is proposed. In particular, the Fisher information metric is obtained, along with corresponding geodesics and distance function. This new geometry is applied on a change…
We introduce a distortion measure for images, Wasserstein distortion, that simultaneously generalizes pixel-level fidelity on the one hand and realism or perceptual quality on the other. We show how Wasserstein distortion reduces to a pure…
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…
We prove Wasserstein contraction of simple slice sampling for approximate sampling w.r.t. distributions with log-concave and rotational invariant Lebesgue densities. This yields, in particular, an explicit quantitative lower bound of the…
We provide an implementation to compute the flat metric in any dimension. The flat metric, also called dual bounded Lipschitz distance, generalizes the well-known Wasserstein distance $W_1$ to the case that the distributions are of unequal…
Regression discontinuity and kink designs are typically analyzed through mean effects, even when treatment changes the shape of the entire outcome distribution. To address this, we introduce distributional discontinuity designs, a framework…
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…