Related papers: The Observable Wasserstein Distance
We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…
Nowadays stochastic computer simulations with both numeral and distribution inputs are widely used to mimic complex systems which contain a great deal of uncertainty. This paper studies the design and analysis issues of such computer…
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…
Gromov--Wasserstein (GW) distances compare graphs, shapes, and point clouds through internal distances, without requiring a common coordinate system. This invariance is powerful, but discrete GW is a nonconvex quadratic optimal transport…
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…
The sliced Wasserstein (SW) distance has been widely recognized as a statistically effective and computationally efficient metric between two probability measures. A key component of the SW distance is the slicing distribution. There are…
Wasserstein distance is a key metric for quantifying data divergence from a distributional perspective. However, its application in privacy-sensitive environments, where direct sharing of raw data is prohibited, presents significant…
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…
While theoretically appealing, the application of the Wasserstein distance to large-scale machine learning problems has been hampered by its prohibitive computational cost. The sliced Wasserstein distance and its variants improve the…
We investigate the stability of the Wasserstein distance, a metric structure on the space of probability measures arising from the theory of optimal transport, under metric ultralimits. We first show that if $(X_{i},d_{i})_{i\in\mathbb{N}}$…
Distance measures between graphs are important primitives for a variety of learning tasks. In this work, we describe an unsupervised, optimal transport based approach to define a distance between graphs. Our idea is to derive…
We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…
Variational Inference approximates an unnormalized distribution via the minimization of Kullback-Leibler (KL) divergence. Although this divergence is efficient for computation and has been widely used in applications, it suffers from some…
The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…
This note is a continuation of the author's previous work on "Sharp bounds for the max-sliced Wasserstein distance." We use the same technique to obtain an upper bound for the expected max-sliced 2-Wasserstein distance between a compactly…
The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common…
The Wasserstein distance, also known as the Earth mover distance or optimal transport distance, is a widely used measure of similarity between probability distributions. This paper presents an linear programming based implementation of the…
We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…
In this work we test Wasserstein distance in conjunction with persistent homology, as a tool for discriminating large scale structures of simulated universes with different values of $\sigma_8$ cosmological parameter (present…
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…