English
Related papers

Related papers: Nonstationary Distribution Estimation via Wasserst…

200 papers

In this paper, we study the problem of sampling from a distribution under the constraint of differential privacy (DP). Prior works measure the utility of DP sampling with density ratio-based measures such as KL divergence. However, such…

Machine Learning · Statistics 2026-05-12 Shokichi Takakura , Seng Pei Liew , Satoshi Hasegawa

Statistical solutions have recently been introduced as a an alternative solution framework for hyperbolic systems of conservation laws. In this work we derive a novel a posteriori error estimate in the Wasserstein distance between…

Numerical Analysis · Mathematics 2023-03-01 Jan Giesselmann , Fabian Meyer , Christian Rohde

Diffusion models have revolutionized various application domains, including computer vision and audio generation. Despite the state-of-the-art performance, diffusion models are known for their slow sample generation due to the extensive…

Machine Learning · Computer Science 2024-06-25 Zehao Dou , Minshuo Chen , Mengdi Wang , Zhuoran Yang

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

Applications · Statistics 2014-03-05 Issac Shams , Saeede Ajorlou , Kai Yang

Sampling from high-dimensional distributions is a fundamental problem in statistical research and practice. However, great challenges emerge when the target density function is unnormalized and contains isolated modes. We tackle this…

Methodology · Statistics 2023-04-11 Yixuan Qiu , Xiao Wang

Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information in fully observable settings, we consider a partially…

Systems and Control · Electrical Eng. & Systems 2022-12-23 Astghik Hakobyan , Insoon Yang

We present a method for estimating parameters in stochastic models of biochemical reaction networks by fitting steady-state distributions using Wasserstein distances. We simulate a reaction network at different parameter settings and train…

Quantitative Methods · Quantitative Biology 2020-01-29 Kaan Öcal , Ramon Grima , Guido Sanguinetti

Wasserstein gradient flow (WGF) is a common method to perform optimization over the space of probability measures. While WGF is guaranteed to converge to a first-order stationary point, for nonconvex functionals the converged solution does…

Optimization and Control · Mathematics 2025-09-23 Naoya Yamamoto , Juno Kim , Taiji Suzuki

Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Pedro Cisneros-Velarde , Francesco Bullo

Wasserstein distributionally robust optimization (WDRO) optimizes against worst-case distributional shifts within a specified uncertainty set, leading to enhanced generalization on unseen adversarial examples, compared to standard…

Machine Learning · Computer Science 2025-03-07 Shuang Liu , Yihan Wang , Yifan Zhu , Yibo Miao , Xiao-Shan Gao

Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…

Methodology · Statistics 2025-01-15 Jakwang Kim , Young-Heon Kim , Yuanlong Ruan , Andrew Warren

Patterns and nonlinear waves, such as spots, stripes, and rotating spirals, arise prominently in many natural processes and in reaction-diffusion models. Our goal is to compute boundaries between parameter regions with different prevailing…

Pattern Formation and Solitons · Physics 2025-03-11 Wenjun Zhao , Samuel Maffa , Björn Sandstede

This paper discusses a class of combinatorial optimization problems with uncertain costs in the objective function. It is assumed that a sample of the cost realizations is available, which defines an empirical probability distribution for…

Optimization and Control · Mathematics 2023-12-21 Marcel Jackiewicz , Adam Kasperski , Pawel Zielinski

The study of complex political phenomena such as parties' polarization calls for mathematical models of political systems. In this paper, we aim at modeling the time evolution of a political system whereby various parties selfishly interact…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Nicolas Lanzetti , Joudi Hajar , Florian Dörfler

We propose to align distributional data from the perspective of Wasserstein means. We raise the problem of regularizing Wasserstein means and propose several terms tailored to tackle different problems. Our formulation is based on the…

Machine Learning · Computer Science 2020-02-24 Liang Mi , Wen Zhang , Yalin Wang

We propose a methodology for intercomparing climate models and evaluating their performance against benchmarks based on the use of the Wasserstein distance (WD). This distance provides a rigorous way to measure quantitatively the difference…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Gabriele Vissio , Valerio Lembo , Valerio Lucarini , Michael Ghil

Graphs are playing a crucial role in different fields since they are powerful tools to unveil intrinsic relationships among signals. In many scenarios, an accurate graph structure representing signals is not available at all and that…

Machine Learning · Computer Science 2021-05-14 Xiang Zhang , Yinfei Xu , Qinghe Liu , Zhicheng Liu , Jian Lu , Qiao Wang

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

Statistics Theory · Mathematics 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao

We study sparse optimal control of a non-local continuity equation, where the goal is to steer a distribution via finitely many controllable agents or actuators. This model arises naturally in mean-field multi-agent systems and takes the…

Optimization and Control · Mathematics 2026-03-03 Enrico Sartor , Florian Dörfler , Nicolas Lanzetti

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