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Using i.i.d. data to estimate a high-dimensional distribution in Wasserstein distance is a fundamental instance of the curse of dimensionality. We explore how structural knowledge about the data-generating process which gives rise to the…
Scientific datasets often have hierarchical structure: for example, in surveys, individual participants (samples) might be grouped at a higher level (units) such as their geographical region. In these settings, the interest is often in…
We consider the 2-dimensional random matching problem in $\mathbb{R}^2.$ In a challenging paper, Caracciolo et. al. arXiv:1402.6993 on the basis of a subtle linearization of the Monge Ampere equation, conjectured that the expected value of…
We obtain an estimate for the expected subspace robust Wasserstein distance between any probability measure on the unit ball of a separable Hilbert space, and its empirical distribution from $n$ i.i.d. samples.
In the field of modern high-energy physics research, there is a growing emphasis on utilizing deep learning techniques to optimize event simulation, thereby expanding the statistical sample size for more accurate physical analysis.…
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…
The $2$-Wasserstein distance is sensitive to minor geometric differences between distributions, making it a very powerful dissimilarity metric. However, due to this sensitivity, a small outlier mass can also cause a significant increase in…
The adapted Wasserstein distance controls the calibration errors of optimal values in various stochastic optimization problems, pricing and hedging problems, optimal stopping problems, etc. However, statistical aspects of the adapted…
The nested distance builds on the Wasserstein distance to quantify the difference of stochastic processes, including also the information modelled by filtrations. The Sinkhorn divergence is a relaxation of the Wasserstein distance, which…
We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…
Statistical solutions have recently been introduced as a an alternative solution framework for hyperbolic systems of conservation laws. In this work we derive a novel a posteriori error estimate in the Wasserstein distance between…
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…
Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…
This paper deals with clustering methods based on adaptive distances for histogram data using a dynamic clustering algorithm. Histogram data describes individuals in terms of empirical distributions. These kind of data can be considered as…
The theory of optimal transport of probability measures has wide-ranging applications across a number of different fields, including concentration of measure, machine learning, Markov chains, and economics. The generalisation of optimal…
Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve…
Wasserstein distances are increasingly used in a wide variety of applications in machine learning. Sliced Wasserstein distances form an important subclass which may be estimated efficiently through one-dimensional sorting operations. In…
Optimal transport (OT) and the related Wasserstein metric (W) are powerful and ubiquitous tools for comparing distributions. However, computing pairwise Wasserstein distances rapidly becomes intractable as cohort size grows. An attractive…
In this paper, we study statistical inference for the Wasserstein distance, which has attracted much attention and has been applied to various machine learning tasks. Several studies have been proposed in the literature, but almost all of…
Motivated by the 2D class averaging problem in single-particle cryo-electron microscopy (cryo-EM), we present a k-means algorithm based on a rotationally-invariant Wasserstein metric for images. Unlike existing methods that are based on…