Related papers: Shape-constrained density estimation with Wasserst…
We consider distributionally robust optimization problems where the uncertainty is modeled via a structured Wasserstein ambiguity set. Specifically, the ambiguity is restricted to product measures $P^{\otimes N}$, where $P$ lies within a…
Covariate shift arises when covariate distributions differ between source and target populations while the conditional distribution of the response remains invariant, and it underlies problems in missing data and causal inference. We…
Wasserstein distance, which measures the discrepancy between distributions, shows efficacy in various types of natural language processing (NLP) and computer vision (CV) applications. One of the challenges in estimating Wasserstein distance…
Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…
A functional for joint variational object segmentation and shape matching is developed. The formulation is based on optimal transport w.r.t. geometric distance and local feature similarity. Geometric invariance and modelling of…
In this paper, we study the stability of the shadow, a projection of a measure onto the set of couplings with respect to the Wasserstein distance. The shadow was introduced by \citet{Eckstein_Nutz_2022} to analyze the stability of the…
Shape-constrained density estimation is an important topic in mathematical statistics. We focus on densities on $\mathbb{R}^d$ that are log-concave, and we study geometric properties of the maximum likelihood estimator (MLE) for weighted…
Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…
Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…
We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…
Given a random sample of points from some unknown density, we propose a data-driven method for estimating density level sets under the r-convexity assumption. This shape condition generalizes the convexity property. However, the main…
We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…
We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…
We study metric projections onto cones in the Wasserstein space of probability measures, defined by stochastic orders. Dualities for backward and forward projections are established under general conditions. Dual optimal solutions and their…
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…
In this paper we introduce a method for nonparametric density estimation on geometric networks. We define fused density estimators as solutions to a total variation regularized maximum-likelihood density estimation problem. We provide…
The two-sample homogeneity testing problem is fundamental in statistics and becomes particularly challenging in high dimensions, where classical tests can suffer substantial power loss. We develop a learning-assisted procedure based on the…
Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained maximum Shannon entropy problem. Closely related maximum…
We investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this…