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Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…
Leveraging the Wasserstein distance -- a summation of sample-wise transport distances in data space -- is advantageous in many applications for measuring support differences between two underlying density functions. However, when supports…
The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…
Wasserstein distance is a key metric for quantifying data divergence from a distributional perspective. However, its application in privacy-sensitive environments, where direct sharing of raw data is prohibited, presents significant…
We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…
The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…
In this paper, we study statistical inference for the Wasserstein distance, which has attracted much attention and has been applied to various machine learning tasks. Several studies have been proposed in the literature, but almost all of…
We introduce a principled way of computing the Wasserstein distance between two distributions in a federated manner. Namely, we show how to estimate the Wasserstein distance between two samples stored and kept on different devices/clients…
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…
We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…
In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…
We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…
The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability measures supported on finitely many points, we derive…
In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…
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…
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…
Statistical models often include thousands of parameters. However, large models decrease the investigator's ability to interpret and communicate the estimated parameters. Reducing the dimensionality of the parameter space in the estimation…
We define the quantum Wasserstein distance such that the optimization of the coupling is carried out over bipartite separable states rather than bipartite quantum states in general, and examine its properties. Surprisingly, we find that the…
Wasserstein distances define a metric between probability measures on arbitrary metric spaces, including meta-measures (measures over measures). The resulting Wasserstein over Wasserstein (WoW) distance is a powerful, but computationally…
Word embeddings are high dimensional vector representations of words that capture their semantic similarity in the vector space. There exist several algorithms for learning such embeddings both for a single language as well as for several…