Related papers: Finite-Sample Wasserstein Error Bounds and Concent…
We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of…
In this paper we introduce some recent progresses on the convergence rate in Wasserstein distance for empirical measures of Markov processes. For diffusion processes on compact manifolds possibly with reflecting or killing boundary…
This paper presents a unified approach based on Wasserstein distance to derive concentration bounds for empirical estimates for two broad classes of risk measures defined in the paper. The classes of risk measures introduced include as…
Convergence rate to the stationary distribution for continuous-time Markov processes can be studied using Lyapunov functions. Recent work by the author provided explicit rates of convergence in special case of a reflected jump-diffusion on…
We study the rate of convergence of linear two-time-scale stochastic approximation methods. We consider two-time-scale linear iterations driven by i.i.d. noise, prove some results on their asymptotic covariance and establish asymptotic…
Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…
Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…
In this work we consider regularized Wasserstein barycenters (average in Wasserstein distance) in Fourier basis. We prove that random Fourier parameters of the barycenter converge to some Gaussian random vector by distribution. The…
In this paper, we use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. Our first goal is to provide sufficient conditions for posterior consistency. In addition to the well-known Schwartz's…
Score-based Generative Models (SGMs) approximate a data distribution by perturbing it with Gaussian noise and subsequently denoising it via a learned reverse diffusion process. These models excel at modeling complex data distributions and…
We study quantum neural networks where the generated function is the expectation value of the sum of single-qubit observables across all qubits. In [Girardi \emph{et al.}, arXiv:2402.08726], it is proven that the probability distributions…
Sampling from nonsmooth target probability distributions is essential in various applications, including the Bayesian Lasso. We propose a splitting-based sampling algorithm for the time-implicit discretization of the probability flow for…
In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived…
This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes…
This work analyzes the stochastic approximation algorithm with non-decaying gains as applied in time-varying problems. The setting is to minimize a sequence of scalar-valued loss functions $f_k(\cdot)$ at sampling times $\tau_k$ or to…
We study the fixed-support Wasserstein barycenter problem (FS-WBP), which consists in computing the Wasserstein barycenter of $m$ discrete probability measures supported on a finite metric space of size $n$. We show first that the…
In this work, we propose a novel generalized Wasserstein-2 distance approach for efficiently training stochastic neural networks to reconstruct random field models, where the target random variable comprises both continuous and categorical…
Statistical inference can be performed by minimizing, over the parameter space, the Wasserstein distance between model distributions and the empirical distribution of the data. We study asymptotic properties of such minimum Wasserstein…
We present a stochastic algorithm to compute the barycenter of a set of probability distributions under the Wasserstein metric from optimal transport. Unlike previous approaches, our method extends to continuous input distributions and…
Stochastic gradient descent (SGD) with mini-batching is a standard tool in large-scale optimization, yet its theoretical properties under heavy-tailed gradient noise remain largely unexplored. In this paper we study SGD with increasing…