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In this study, a density-on-density regression model is introduced, where the association between densities is elucidated via a warping function. The proposed model has the advantage of a being straightforward demonstration of how one…

Methodology · Statistics 2023-07-10 Yi Zhao , Abhirup Datta , Bohao Tang , Vadim Zipunnikov , Brian S. Caffo

We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…

Optimization and Control · Mathematics 2026-04-17 Zeyi Chen , Ariel Neufeld , Qikun Xiang

Reducing acquisition time is of fundamental importance in various imaging modalities. The concept of variable density sampling provides a nice framework to achieve this. It was justified recently from a theoretical point of view in the…

Information Theory · Computer Science 2014-01-29 Claire Boyer , Pierre Weiss , Jérémie Bigot

We study the Wasserstein projection of a compactly supported probability measure onto the class of measures whose density ratio is bounded, and we place this projection in a broader program connecting generative modeling, optimal transport,…

Analysis of PDEs · Mathematics 2026-04-13 Hy P. G. Lam

We introduce a novel two-step approach for estimating a probability density function (pdf) given its samples, with the second and important step coming from a geometric formulation. The procedure involves obtaining an initial estimate of…

Methodology · Statistics 2017-12-14 Sutanoy Dasgupta , Debdeep Pati , Anuj Srivastava

We propose a novel end-to-end non-minimax algorithm for training optimal transport mappings for the quadratic cost (Wasserstein-2 distance). The algorithm uses input convex neural networks and a cycle-consistency regularization to…

Machine Learning · Computer Science 2020-12-11 Alexander Korotin , Vage Egiazarian , Arip Asadulaev , Alexander Safin , Evgeny Burnaev

Wasserstein distortion is a one-parameter family of distortion measures that was recently proposed to unify fidelity and realism constraints. After establishing continuity results for Wasserstein in the extreme cases of pure fidelity and…

Information Theory · Computer Science 2024-01-31 Yang Qiu , Aaron B. Wagner

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

We provide new bounds for the rate of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \geq 2$. In particular, we obtain what we conjecture to be the asymptotically optimal rate whenever the density…

Probability · Mathematics 2024-04-30 Thomas Bonis

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…

The subject of this paper is the estimation of a probability measure on ${\mathbb R}^d$ from data observed with an additive noise, under the Wasserstein metric of order $p$ (with $p\geq 1$). We assume that the distribution of the errors is…

Statistics Theory · Mathematics 2013-07-22 Jérôme Dedecker , Bertrand Michel

In this paper, we apply the framework of optimal transport to the formulation of optimal design problems. By considering the Wasserstein space as a set of design variables, we associate each probability measure with a shape configuration of…

Optimization and Control · Mathematics 2025-09-08 Fumiya Okazaki , Takayuki Yamada

We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…

Optimization and Control · Mathematics 2022-09-16 Luca Nenna , Brendan Pass

Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…

Statistics Theory · Mathematics 2025-09-17 Marta Catalano , Hugo Lavenant

We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical…

Suppose $X_1,\dots, X_n$ is a random sample from a bounded and decreasing density $f_0$ on $[0,\infty)$. We are interested in estimating such $f_0$, with special interest in $f_0(0)$. This problem is encountered in various statistical…

Statistics Theory · Mathematics 2020-09-14 Geurt Jongbloed , Frank van der Meulen , Lixue Pang

We propose a deterministic sampling framework using Score-Based Transport Modeling for sampling an unnormalized target density $\pi$ given only its score $\nabla \log \pi$. Our method approximates the Wasserstein gradient flow on…

Machine Learning · Computer Science 2025-10-21 Vasily Ilin , Peter Sushko , Jingwei Hu

The paper proposes a new approach to model risk measurement based on the Wasserstein distance between two probability measures. It formulates the theoretical motivation resulting from the interpretation of fictitious adversary of robust…

Mathematical Finance · Quantitative Finance 2019-03-05 Yu Feng , Erik Schlögl

We introduce a distortion measure for images, Wasserstein distortion, that simultaneously generalizes pixel-level fidelity on the one hand and realism or perceptual quality on the other. We show how Wasserstein distortion reduces to a pure…

Information Theory · Computer Science 2024-04-01 Yang Qiu , Aaron B. Wagner , Johannes Ballé , Lucas Theis

Motivated by the statistical and computational challenges of computing Wasserstein distances in high-dimensional contexts, machine learning researchers have defined modified Wasserstein distances based on computing distances between…

Probability · Mathematics 2022-06-02 Jiaqi Xi , Jonathan Niles-Weed