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Measuring dependence between random variables is a fundamental problem in Statistics, with applications across diverse fields. While classical measures such as Pearson's correlation have been widely used for over a century, they have…

Statistics Theory · Mathematics 2025-10-08 Marta Catalano , Hugo Lavenant

We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…

Numerical Analysis · Mathematics 2024-06-24 Qing Cheng , Qianqian Liu , Wenbin Chen , Jie Shen

Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…

Data Structures and Algorithms · Computer Science 2018-12-18 Jason Altschuler , Francis Bach , Alessandro Rudi , Jonathan Weed

We propose to study the Hessian metric of a functional on the space of probability measures endowed with the Wasserstein $2$-metric. We name it transport Hessian metric, which contains and extends the classical Wasserstein-$2$ metric. We…

Differential Geometry · Mathematics 2021-08-02 Wuchen Li

Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

Machine Learning · Statistics 2020-11-10 Titouan Vayer

The time evolution of a finite fermion system towards statistical equilibrium is investigated using analytical solutions of a nonlinear partial differential equation that had been derived earlier from the Boltzmann collision term. The…

Statistical Mechanics · Physics 2018-12-07 T. Bartsch , G. Wolschin

The paramagnetic phase of heavy fermion systems is investigated, using a non-perturbative local moment approach to the asymmetric periodic Anderson model within the framework of dynamical mean field theory. The natural focus is on the…

Strongly Correlated Electrons · Physics 2009-11-11 David E Logan , N S Vidhyadhiraja

In this paper, we consider the convergence rate with respect to the Wasserstein distance in the invariance principle for sequential dynamical systems. We utilize and modify the techniques previously employed for stationary sequences to…

Dynamical Systems · Mathematics 2024-10-29 Zhenxin Liu , Zhe Wang

Optimal transport has gained much attention in image processing field, such as computer vision, image interpolation and medical image registration. Recently, Bredies et al. (ESAIM:M2AN 54:2351-2382, 2020) and Schmitzer et al. (IEEE T MED…

Numerical Analysis · Mathematics 2023-08-21 Yiming Gao

We introduce quantum optimal transport of states on tracial AF-$C^{*}$-algebras to study non-spatial transport of quantum information, and view it as the pointwise case of a general parametrised one. We define quantum optimal transport…

Operator Algebras · Mathematics 2024-03-19 David F. Hornshaw

We present a toolkit of directed distances between quantile functions. By employing this, we solve some new optimal transport (OT) problems which e.g. considerably flexibilize some prominent OTs expressed through Wasserstein distances.

Information Theory · Computer Science 2021-07-02 Wolfgang Stummer

We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

Optimization and Control · Mathematics 2019-03-01 Jake Bouvrie , Jean-Jacques Slotine

We study a natural Wasserstein gradient flow on manifolds of probability distributions with discrete sample spaces. We derive the Riemannian structure for the probability simplex from the dynamical formulation of the Wasserstein distance on…

Optimization and Control · Mathematics 2021-04-19 Wuchen Li , Guido Montufar

The Gromov-Wasserstein (GW) distance is frequently used in machine learning to compare distributions across distinct metric spaces. Despite its utility, it remains computationally intensive, especially for large-scale problems. Recently, a…

Machine Learning · Statistics 2024-10-01 Antoine Salmona , Julie Delon , Agnès Desolneux

The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…

Methodology · Statistics 2022-02-14 Ryo Okano , Masaaki Imaizumi

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…

Machine Learning · Statistics 2019-08-23 Leon Bottou , Martin Arjovsky , David Lopez-Paz , Maxime Oquab

We introduce the Gaussian transform (GT), an optimal transport inspired iterative method for denoising and enhancing latent structures in datasets. Under the hood, GT generates a new distance function (GT distance) on a given dataset by…

Machine Learning · Computer Science 2020-06-23 Kun Jin , Facundo Mémoli , Zhengchao Wan

We introduce and study a variant of the Wasserstein distance on the space of probability measures, specially designed to deal with measures whose support has a dendritic, or treelike structure with a particular direction of orientation. Our…

Optimization and Control · Mathematics 2020-11-18 Young-Heon Kim , Brendan Pass , David J. Schneider

Persistence diagrams are a useful tool from topological data analysis which can be used to provide a concise description of a filtered topological space. What makes them even more useful in practice is that they come with a notion of a…

Computational Geometry · Computer Science 2018-11-05 Jesse J. Berwald , Joel M. Gottlieb , Elizabeth Munch

The study of the closest point(s) on a statistical model from a given distribution in the probability simplex with respect to a fixed Wasserstein metric gives rise to a polyhedral norm distance optimization problem. There are two components…

Algebraic Geometry · Mathematics 2025-01-20 Greg DePaul , Serkan Hoşten , Nilava Metya , Ikenna Nometa