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We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…

Optimization and Control · Mathematics 2022-10-17 Bahar Taşkesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Karthik Natarajan

We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…

Computation · Statistics 2019-08-06 Jialin Liu , Wotao Yin , Wuchen Li , Yat Tin Chow

This text is a set of lecture notes for a 4.5-hour course given at the Erd\"os Center (R\'enyi Institute, Budapest) during the Summer School "Optimal Transport on Quantum Structures" (September 19th-23rd, 2023). Lecture I introduces the…

Mathematical Physics · Physics 2023-08-23 François Golse

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

We introduce a non-quadratic generalization of the quantum mechanical optimal transport problem introduced in [De Palma and Trevisan, Ann. Henri Poincar\'e, {\bf 22} (2021), 3199-3234] where quantum channels realize the transport. Relying…

Mathematical Physics · Physics 2026-04-28 Gergely Bunth , József Pitrik , Tamás Titkos , Dániel Virosztek

Distinguishing quantum states with minimal sampling overhead is of fundamental importance to teach quantum data to an algorithm. Recently, the quantum Wasserstein distance emerged from the theory of quantum optimal transport as a promising…

Quantum Physics · Physics 2025-12-02 Gonzalo Camacho , Benedikt Fauseweh

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…

Optimization and Control · Mathematics 2020-06-15 Julie Delon , Agnes Desolneux

A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…

Methodology · Statistics 2019-05-10 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

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…

Metric Geometry · Mathematics 2026-05-12 Edivaldo Lopes dos Santos , Leandro Vicente Mauri , Washington Mio , Tom Needham

Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…

Optimization and Control · Mathematics 2024-05-01 Jean-Bernard Lasserre

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…

Machine Learning · Statistics 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe

We propose a new generalization to quantum states of the Wasserstein distance, which is a fundamental distance between probability distributions given by the minimization of a transport cost. Our proposal is the first where the transport…

Mathematical Physics · Physics 2021-09-21 Giacomo De Palma , Dario Trevisan

Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasserstein distances suffers from a severe curse of…

Statistics Theory · Mathematics 2020-01-28 Ziv Goldfeld , Kristjan Greenewald

We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…

Optimization and Control · Mathematics 2025-03-03 Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler

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…

Analysis of PDEs · Mathematics 2024-10-17 Antonin Chambolle , Vincent Duval , Joao Miguel Machado

Wasserstein distances provide a metric on a space of probability measures. We consider the space $\Omega$ of all probability measures on the finite set $\chi = \{1, \dots ,n\}$ where $n$ is a positive integer. 1-Wasserstein distance,…

Probability · Mathematics 2021-04-21 Andrew Frohmader , Hans Volkmer

The Wasserstein distances $W_p$ ($p\geq 1$), defined in terms of solution to the Monge-Kantorovich problem, are known to be a useful tool to investigate transport equations. In particular, the Benamou-Brenier formula characterizes the…

Analysis of PDEs · Mathematics 2014-11-19 Benedetto Piccoli , Francesco Rossi

In this work, we present a method to compute the Kantorovich-Wasserstein distance of order one between a pair of two-dimensional histograms. Recent works in Computer Vision and Machine Learning have shown the benefits of measuring…

Optimization and Control · Mathematics 2019-07-29 Federico Bassetti , Stefano Gualandi , Marco Veneroni

We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…

Operator Algebras · Mathematics 2015-03-13 Francesco D'Andrea , Pierre Martinetti

Computing optimal transport (OT) between measures in high dimensions is doomed by the curse of dimensionality. A popular approach to avoid this curse is to project input measures on lower-dimensional subspaces (1D lines in the case of…

Machine Learning · Computer Science 2019-10-30 Boris Muzellec , Marco Cuturi