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Many time series can be modeled as a sequence of segments representing high-level discrete states, such as running and walking in a human activity application. Flexible models should describe the system state and observations in stationary…

Machine Learning · Computer Science 2022-11-02 Kevin C. Cheng , Shuchin Aeron , Michael C. Hughes , Eric L. Miller

\v{C}ech Persistence diagrams (PDs) are topological descriptors routinely used to capture the geometry of complex datasets. They are commonly compared using the Wasserstein distances $OT_{p}$; however, the extent to which PDs are stable…

Computational Geometry · Computer Science 2024-07-15 Charles Arnal , David Cohen-Steiner , Vincent Divol

This paper presents a computational framework for the concise encoding of an ensemble of persistence diagrams, in the form of weighted Wasserstein barycenters [100], [102] of a dictionary of atom diagrams. We introduce a multi-scale…

Machine Learning · Computer Science 2023-09-18 Keanu Sisouk , Julie Delon , Julien Tierny

We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…

Statistics Theory · Mathematics 2011-02-28 Neal Madras , Deniz Sezer

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

Optimization and Control · Mathematics 2020-06-15 Julie Delon , Agnes Desolneux

In this short note, we show that, in any given metric space, every Lipschitz open-map image of every subset of a given metric space whose boundary is Hausdorff-null is Hausdorff-measurable with respect to the same dimension. The main…

General Mathematics · Mathematics 2020-06-08 Yu-Lin Chou

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…

Statistics Theory · Mathematics 2020-04-30 Jonathan Niles-Weed , Quentin Berthet

Under Gromov--Hausdorff convergence, and equivariant Gromov--Hausdorff convergence, we prove stability results of Wasserstein spaces over certain classes of singular and non-singular spaces. For example, we obtain an analogue of Perelman's…

Metric Geometry · Mathematics 2024-06-11 Mohammad Alattar

We investigate Weierstrass functions with roughness parameter $\gamma$ that are H\"older continuous with coefficient $H={\log\gamma}/{\log \frac12}.$ Analytical access is provided by an embedding into a dynamical system related to the baker…

Dynamical Systems · Mathematics 2021-04-13 Peter Imkeller , Olivier Menoukeu Pamen , Goncalo dos Reis , Anthony Reveillac

We present upper bounds for the Wasserstein distance of order $p$ between the marginals of L\'evy processes, including Gaussian approximations for jumps of infinite activity. Using the convolution structure, we further derive upper bounds…

Probability · Mathematics 2018-07-17 Ester Mariucci , Markus Reiß

We consider isometrically flexible Wasserstein spaces and demonstrate that adding a single point to the underlying metric space makes these Wasserstein spaces rigid.

Metric Geometry · Mathematics 2026-01-27 Zoltán M. Balogh , Eric Ströher , Dániel Virosztek

Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Pedro Cisneros-Velarde , Francesco Bullo

The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…

Probability · Mathematics 2017-07-04 Jonathan Weed , Francis Bach

In this work, we study the quasineutral limit of the one-dimensional Vlasov-Poisson equation for ions with massless thermalized electrons. We prove new weak-strong stability estimates in the Wasserstein metric that allow us to extend and…

Analysis of PDEs · Mathematics 2014-12-15 Daniel Han-Kwan , Mikaela Iacobelli

We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…

Probability · Mathematics 2015-03-03 Jérôme Dedecker , Florence Merlevède

We present a framework to simultaneously align and smooth data in the form of multiple point clouds sampled from unknown densities with support in a d-dimensional Euclidean space. This work is motivated by applications in bioinformatics…

Methodology · Statistics 2019-08-28 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

We study the geometry of the space of measures of a compact ultrametric space X, endowed with the L^p Wasserstein distance from optimal transportation. We show that the power p of this distance makes this Wasserstein space affinely…

Functional Analysis · Mathematics 2014-06-04 Benoît Kloeckner

Quantum Wasserstein divergences are modified versions of quantum Wasserstein distances defined by channels, and they are conjectured to be genuine metrics on quantum state spaces by De Palma and Trevisan. We prove triangle inequality for…

Mathematical Physics · Physics 2025-04-03 Gergely Bunth , József Pitrik , Tamás Titkos , Dániel Virosztek

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…

Statistics Theory · Mathematics 2021-07-01 Minwoo Chae , Pierpaolo De Blasi , Stephen G. Walker

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…

Probability · Mathematics 2007-05-23 L. Decreusefond