Related papers: Multiscaling in Wasserstein Spaces
This paper introduces a new nonlinear dictionary learning method for histograms in the probability simplex. The method leverages optimal transport theory, in the sense that our aim is to reconstruct histograms using so-called displacement…
We study Fokker--Planck equations with symmetric, positive definite mobility matrices capturing diffusion in heterogeneous environments. A weighted Wasserstein metric is introduced for which these equations are gradient flows. This metric…
The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…
This paper presents a robust and efficient method for tracking topological features in time-varying scalar data. Structures are tracked based on the optimal matching between persistence diagrams with respect to the Wasserstein metric. This…
In the context of kernel methods, the similarity between data points is encoded by the kernel function which is often defined thanks to the Euclidean distance, a common example being the squared exponential kernel. Recently, other distances…
In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…
We consider two statistical problems at the intersection of functional and non-Euclidean data analysis: the determination of a Fr\'echet mean in the Wasserstein space of multivariate distributions; and the optimal registration of deformed…
Wasserstein Barycenter is a principled approach to represent the weighted mean of a given set of probability distributions, utilizing the geometry induced by optimal transport. In this work, we present a novel scalable algorithm to…
We introduce adaptive, tuning-free step size schedules for gradient-based sampling algorithms obtained as time-discretizations of Wasserstein gradient flows. The result is a suite of tuning-free sampling algorithms, including tuning-free…
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…
This paper presents a novel distribution-agnostic Wasserstein distance-based estimation framework. The goal is to determine an optimal map combining prior estimate with measurement likelihood such that posterior estimation error optimally…
This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…
Optimal transport (OT) and the related Wasserstein metric (W) are powerful and ubiquitous tools for comparing distributions. However, computing pairwise Wasserstein distances rapidly becomes intractable as cohort size grows. An attractive…
Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…
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…
Wasserstein distributionally robust optimization offers a framework for model fitting in machine learning under potential shifts in the data distribution. We study a regularized variant of this problem in which entropic smoothing produces a…
In this paper, we present an ensemble data assimilation paradigm over a Riemannian manifold equipped with the Wasserstein metric. Unlike the Eulerian penalization of error in the Euclidean space, the Wasserstein metric can capture…
This is an expository paper on the theory of gradient flows, and in particular of those PDEs which can be interpreted as gradient flows for the Wasserstein metric on the space of probability measures (a distance induced by optimal…
This manuscript introduces a regression-type formulation for approximating the Perron-Frobenius Operator by relying on distributional snapshots of data. These snapshots may represent densities of particles. The Wasserstein metric is…