Related papers: Shape-constrained density estimation with Wasserst…
A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…
We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…
Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…
In this paper, for $\mu$ and $\nu$ two probability measures on $\mathbb{R}^d$ with finite moments of order $\rho\ge 1$, we define the respective projections for the $W_\rho$-Wasserstein distance of $\mu$ and $\nu$ on the sets of probability…
Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a robust variant of the Wasserstein distance. Recent work suggests that this quantity is more robust than the standard Wasserstein distance, in…
Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…
Wasserstein projections in the convex order were first considered in the framework of weak optimal transport, and found application in various problems such as concentration inequalities and martingale optimal transport. In dimension one,…
In this paper we study the BV regularity for solutions of variational problems in Optimal Transportation. As an application we recover BV estimates for solutions of some non-linear parabolic PDE by means of optimal transportation…
In this paper we investigate properties of metric projections onto specific closed and geodesically convex proper subsets of Wasserstein spaces $(\mathcal{P}_p(\mathbf{R}^d),W_p).$ When $d=1$, as $(\mathcal{P}_2(\mathbf{R}),W_2)$ is…
The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…
We tackle the problem of high-dimensional nonparametric density estimation by taking the class of log-concave densities on $\mathbb{R}^p$ and incorporating within it symmetry assumptions, which facilitate scalable estimation algorithms and…
Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…
Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…
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…
In this paper, we first show continuity of both Wasserstein projections in the convex order when they are unique. We also check that, in arbitrary dimension $d$, the quadratic Wasserstein projection of a probability measure $\mu$ on the set…
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…
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…
We study the problem of quantifying how far an empirical distribution deviates from Gaussianity under the framework of optimal transport. By exploiting the cone geometry of the relative translation invariant quadratic Wasserstein space, we…
In this paper, we study the problem of sampling from a distribution under the constraint of differential privacy (DP). Prior works measure the utility of DP sampling with density ratio-based measures such as KL divergence. However, such…
Constraining the maximum likelihood density estimator to satisfy a sufficiently strong constraint, $\log-$concavity being a common example, has the effect of restoring consistency without requiring additional parameters. Since many results…