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Robust statistics traditionally focuses on outliers, or perturbations in total variation distance. However, a dataset could be corrupted in many other ways, such as systematic measurement errors and missing covariates. We generalize the…

Statistics Theory · Mathematics 2020-12-15 Banghua Zhu , Jiantao Jiao , Jacob Steinhardt

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

Wasserstein Generative Adversarial Networks (WGANs) provide a versatile class of models, which have attracted great attention in various applications. However, this framework has two main drawbacks: (i) Wasserstein-1 (or Earth-Mover)…

Machine Learning · Statistics 2021-07-20 Xin Guo , Johnny Hong , Tianyi Lin , Nan Yang

Reeb graphs are a fundamental structure for analyzing the topological and geometric properties of scalar fields. Comparing Reeb graphs is crucial for advancing research in this domain, yet existing metrics are often computationally…

Computational Geometry · Computer Science 2025-07-03 Erin W. Chambers , Guangyu Meng

We study the problem of quantifying how far an empirical distribution deviates from Gaussianity under the framework of optimal transport. By exploiting the cone geometry of the relative translation invariant quadratic Wasserstein space, we…

Machine Learning · Computer Science 2026-02-02 Binshuai Wang , Peng Wei

The Wasserstein space of probability measures is known for its intricate Riemannian structure, which underpins the Wasserstein geometry and enables gradient flow algorithms. However, the Wasserstein geometry may not be suitable for certain…

Analysis of PDEs · Mathematics 2025-05-23 Zhengxin Zhang , Ziv Goldfeld , Kristjan Greenewald , Youssef Mroueh , Bharath K. Sriperumbudur

The problem of determining the configuration of points from partial distance information, known as the Euclidean Distance Geometry (EDG) problem, is fundamental to many tasks in the applied sciences. In this paper, we propose two algorithms…

Optimization and Control · Mathematics 2024-10-10 Chandler Smith , HanQin Cai , Abiy Tasissa

Motivated by variational inference methods, we propose a zeroth-order algorithm for solving optimization problems in the space of Gaussian probability measures. The algorithm is based on an interacting system of Gaussian particles that…

Optimization and Control · Mathematics 2026-05-15 Giacomo Borghi , José A. Carrillo

We study a distributionally robust mean square error estimation problem over a nonconvex Wasserstein ambiguity set containing only normal distributions. We show that the optimal estimator and the least favorable distribution form a Nash…

Optimization and Control · Mathematics 2018-10-02 Soroosh Shafieezadeh-Abadeh , Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

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…

Machine Learning · Computer Science 2023-01-03 Tianyi Lin , Chenyou Fan , Nhat Ho , Marco Cuturi , Michael I. Jordan

This paper introduces a new simulation-based inference procedure to model and sample from multi-dimensional probability distributions given access to i.i.d.\ samples, circumventing the usual approaches of explicitly modeling the density…

Methodology · Statistics 2024-04-09 YoonHaeng Hur , Wenxuan Guo , Tengyuan Liang

The collection of individually resolvable gravitational wave (GW) events makes up a tiny fraction of all GW signals which reach our detectors, while most lie below the confusion limit and go undetected. Like voices in a crowded room, the…

General Relativity and Quantum Cosmology · Physics 2022-03-02 Arianna I. Renzini , Boris Goncharov , Alexander C. Jenkins , Pat M. Meyers

Wasserstein distances form a family of metrics on spaces of probability measures that have recently seen many applications. However, statistical analysis in these spaces is complex due to the nonlinearity of Wasserstein spaces. One…

Methodology · Statistics 2024-11-18 Michael Wilson , Tom Needham , Anuj Srivastava

Generative adversarial nets (GANs) and variational auto-encoders have significantly improved our distribution modeling capabilities, showing promise for dataset augmentation, image-to-image translation and feature learning. However, to…

Space-based gravitational wave (GW) detectors will be able to observe signals from sources that are otherwise nearly impossible from current ground-based detection. Consequently, the well established signal detection method, matched…

General Relativity and Quantum Cosmology · Physics 2023-08-17 Tianyu Zhao , Ruoxi Lyu , He Wang , Zhoujian Cao , Zhixiang Ren

We study the problem of robust estimation under heterogeneous corruption rates, where each sample may be independently corrupted with a known but non-identical probability. This setting arises naturally in distributed and federated…

Machine Learning · Computer Science 2025-10-02 Syomantak Chaudhuri , Jerry Li , Thomas A. Courtade

The Wasserstein distance and its variations, e.g., the sliced-Wasserstein (SW) distance, have recently drawn attention from the machine learning community. The SW distance, specifically, was shown to have similar properties to the…

Machine Learning · Computer Science 2019-02-04 Soheil Kolouri , Kimia Nadjahi , Umut Simsekli , Roland Badeau , Gustavo K. Rohde

This paper studies the expected optimal value of a mixed 0-1 programming problem with uncertain objective coefficients following a joint distribution. We assume that the true distribution is not known exactly, but a set of independent…

Optimization and Control · Mathematics 2017-08-28 Guanglin Xu , Samuel Burer

Large-scale data collections in the wild, are invariably noisy. Thus developing data pruning strategies that remain robust even in the presence of corruption is critical in practice. In this work, we propose Geometric Median ($\gm$)…

Machine Learning · Computer Science 2025-01-20 Anish Acharya , Inderjit S Dhillon , Sujay Sanghavi

The weak Galerkin (WG) finite element method is an effective and flexible general numerical technique for solving partial differential equations. It is a natural extension of the classic conforming finite element method for discontinuous…

Numerical Analysis · Mathematics 2020-04-29 Xiu Ye , Shangyou Zhang