Related papers: Estimating causal distances with non-causal ones
Monte Carlo (MC) integration has been employed as the standard approximation method for the Sliced Wasserstein (SW) distance, whose analytical expression involves an intractable expectation. However, MC integration is not optimal in terms…
This paper addresses a new active learning strategy for regression problems. The presented Wasserstein active regression model is based on the principles of distribution-matching to measure the representativeness of the labeled dataset. The…
The Weisfeiler-Lehman (WL) test is a widely used algorithm in graph machine learning, including graph kernels, graph metrics, and graph neural networks. However, it focuses only on the consistency of the graph, which means that it is unable…
We present a distributionally robust formulation of a stochastic optimization problem for non-i.i.d vector autoregressive data. We use the Wasserstein distance to define robustness in the space of distributions and we show, using duality…
We consider sampling from a Gibbs distribution by evolving a finite number of particles using a particular score estimator rather than Brownian motion. To accelerate the particles, we consider a second-order score-based ODE, similar to…
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…
We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…
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…
Applications of optimal transport have recently gained remarkable attention thanks to the computational advantages of entropic regularization. However, in most situations the Sinkhorn approximation of the Wasserstein distance is replaced by…
In this work, we provide non-asymptotic bounds for the average speed of convergence of the empirical measure in the law of large numbers, in Wasserstein distance. We also consider occupation measures of ergodic Markov chains. One motivation…
The validation of global climate models is crucial to ensure the accuracy and efficacy of model output. We introduce the spherical convolutional Wasserstein distance to more comprehensively measure differences between climate models and…
This paper deals with clustering methods based on adaptive distances for histogram data using a dynamic clustering algorithm. Histogram data describes individuals in terms of empirical distributions. These kind of data can be considered as…
In this paper, we show that interventionally robust optimization problems in causal models are continuous under the $G$-causal Wasserstein distance, but may be discontinuous under the standard Wasserstein distance. This highlights the…
Variational Inference approximates an unnormalized distribution via the minimization of Kullback-Leibler (KL) divergence. Although this divergence is efficient for computation and has been widely used in applications, it suffers from some…
Under mild assumptions, we show the exact convergence rate in total variation is also exact in weaker Wasserstein distances for the Metropolis-Hastings independence sampler. We develop a new upper and lower bound on the worst-case…
Understanding proper distance measures between distributions is at the core of several learning tasks such as generative models, domain adaptation, clustering, etc. In this work, we focus on mixture distributions that arise naturally in…
We study the problem of sampling from a distribution $\target$ using the Langevin Monte Carlo algorithm and provide rate of convergences for this algorithm in terms of Wasserstein distance of order $2$. Our result holds as long as the…
In prescriptive analytics, the decision-maker observes historical samples of $(X, Y)$, where $Y$ is the uncertain problem parameter and $X$ is the concurrent covariate, without knowing the joint distribution. Given an additional covariate…
We establish exact rates of convergence in the $p$-Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion process on a compact Riemannian manifold. For the quadratic…
In this paper, we introduce the adaptive Wasserstein curvature denoising (AWCD), an original processing approach for point cloud data. By collecting curvatures information from Wasserstein distance, AWCD consider more precise structures of…