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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

Existing approaches to depth or disparity estimation output a distribution over a set of pre-defined discrete values. This leads to inaccurate results when the true depth or disparity does not match any of these values. The fact that this…

Computer Vision and Pattern Recognition · Computer Science 2021-03-30 Divyansh Garg , Yan Wang , Bharath Hariharan , Mark Campbell , Kilian Q. Weinberger , Wei-Lun Chao

In this paper, we expand upon the theory of trend filtering by introducing the use of the Wasserstein metric as a means to control the amount of spatiotemporal variation in filtered time series data. While trend filtering utilizes…

Signal Processing · Electrical Eng. & Systems 2019-10-25 Erdem Varol , Amin Nejatbakhsh

This paper contributes multivariate versions of seven commonly used elastic similarity and distance measures for time series data analytics. Elastic similarity and distance measures are a class of similarity measures that can compensate for…

Machine Learning · Computer Science 2023-01-18 Ahmed Shifaz , Charlotte Pelletier , Francois Petitjean , Geoffrey I. Webb

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…

Machine Learning · Statistics 2026-03-04 Khai Nguyen , Hai Nguyen , Nhat Ho

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

The analysis of samples of random objects that do not lie in a vector space is gaining increasing attention in statistics. An important class of such object data is univariate probability measures defined on the real line. Adopting the…

Methodology · Statistics 2021-07-07 Yaqing Chen , Zhenhua Lin , Hans-Georg Müller

This paper introduces a task- and model-aware framework for measuring similarity between wireless datasets, enabling applications such as dataset selection/augmentation, simulation-to-real (sim2real) comparison, task-specific synthetic data…

Machine Learning · Computer Science 2026-01-06 João Morais , Sadjad Alikhani , Akshay Malhotra , Shahab Hamidi-Rad , Ahmed Alkhateeb

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…

Machine Learning · Computer Science 2019-10-30 Yogesh Balaji , Rama Chellappa , Soheil Feizi

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

Machine Learning · Computer Science 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

Most graph kernels are an instance of the class of $\mathcal{R}$-Convolution kernels, which measure the similarity of objects by comparing their substructures. Despite their empirical success, most graph kernels use a naive aggregation of…

Machine Learning · Computer Science 2019-10-31 Matteo Togninalli , Elisabetta Ghisu , Felipe Llinares-López , Bastian Rieck , Karsten Borgwardt

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…

Machine Learning · Statistics 2022-01-21 Vo Nguyen Le Duy , Ichiro Takeuchi

Wasserstein distance, which measures the discrepancy between distributions, shows efficacy in various types of natural language processing (NLP) and computer vision (CV) applications. One of the challenges in estimating Wasserstein distance…

Machine Learning · Statistics 2022-06-27 Makoto Yamada , Yuki Takezawa , Ryoma Sato , Han Bao , Zornitsa Kozareva , Sujith Ravi

This paper uses sample data to study the problem of comparing populations on finite-dimensional parallelizable Riemannian manifolds and more general trivial vector bundles. Utilizing triviality, our framework represents populations as…

Methodology · Statistics 2023-11-29 Michael Wilson , Tom Needham , Chiwoo Park , Suprateek Kundu , Anuj Srivastava

In this work we test Wasserstein distance in conjunction with persistent homology, as a tool for discriminating large scale structures of simulated universes with different values of $\sigma_8$ cosmological parameter (present…

Cosmology and Nongalactic Astrophysics · Physics 2023-05-11 Maksym Tsizh , Vitalii Tymchyshyn , Franco Vazza

Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…

Machine Learning · Computer Science 2021-03-02 Arijit Sehanobish , Neal Ravindra , David van Dijk

We study time-series classification (TSC), a fundamental task of time-series data mining. Prior work has approached TSC from two major directions: (1) similarity-based methods that classify time-series based on the nearest neighbors, and…

Machine Learning · Computer Science 2022-01-07 Daochen Zha , Kwei-Herng Lai , Kaixiong Zhou , Xia Hu

We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…

Probability · Mathematics 2022-03-15 Thomas Bonis

Measuring similarities between different tasks is critical in a broad spectrum of machine learning problems, including transfer, multi-task, continual, and meta-learning. Most current approaches to measuring task similarities are…

Machine Learning · Computer Science 2022-08-26 Xinran Liu , Yikun Bai , Yuzhe Lu , Andrea Soltoggio , Soheil Kolouri

The Wasserstein distance between mixing measures has come to occupy a central place in the statistical analysis of mixture models. This work proposes a new canonical interpretation of this distance and provides tools to perform inference on…

Statistics Theory · Mathematics 2024-09-10 Xin Bing , Florentina Bunea , Jonathan Niles-Weed