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We study multi-objective optimization over probability distributions in Wasserstein space. Recently, Nguyen et al. (2025) introduced Multiple Wasserstein Gradient Descent (MWGraD) algorithm, which exploits the geometric structure of…

Machine Learning · Computer Science 2026-01-28 Dai Hai Nguyen , Duc Dung Nguyen , Atsuyoshi Nakamura , Hiroshi Mamitsuka

Computing the unregularized Wasserstein barycenter for measure-valued data is a challenging optimization task. Recent algorithms have been tailored to either discrete measures as point clouds or continuous measures discretized on regular…

Optimization and Control · Mathematics 2026-05-13 Peng Xu , Changbo Zhu , Xiaohui Chen

Gaussian mixture models find their place as a powerful tool, mostly in the clustering problem, but with proper preparation also in feature extraction, pattern recognition, image segmentation and in general machine learning. When faced with…

Machine Learning · Computer Science 2022-04-01 Mateusz Przyborowski , Mateusz Pabiś , Andrzej Janusz , Dominik Ślęzak

We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on…

Machine Learning · Statistics 2024-06-19 Alex G. Zalles , Kai M. Hung , Ann E. Finneran , Lydia Beaudrot , César A. Uribe

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…

Probability · Mathematics 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

We study transport distances on metric graphs representing gas networks. Starting from the dynamic formulation of the Wasserstein distance, we review extensions to networks, with and without the possibility of storing mass on the vertices.…

Analysis of PDEs · Mathematics 2026-01-22 Martin Burger , Ariane Fazeny , Gilles Mordant , Jan-Frederik Pietschmann

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

We prove a refined contraction inequality for diffusion semigroups with respect to the Wasserstein distance on a compact Riemannian manifold taking account of the dimension. The result generalizes in a Riemannian context, the dimensional…

Probability · Mathematics 2014-12-16 Ivan Gentil

In Bayesian statistics, posterior contraction rates (PCRs) quantify the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of a true model, in a suitable way, as the sample size goes to infinity. In…

Statistics Theory · Mathematics 2023-09-07 Emanuele Dolera , Stefano Favaro , Edoardo Mainini

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

Machine Learning · Statistics 2022-10-18 Veit D. Wild , Robert Hu , Dino Sejdinovic

We study a class of quadratic Wasserstein distances on spaces consisting of generalized dynamical systems on a von Neumann algebra. We emphasize how symmetry of such a Wasserstein distance arises, but also study the asymmetric case. This…

Operator Algebras · Mathematics 2024-11-05 Rocco Duvenhage

Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…

Optimization and Control · Mathematics 2023-03-24 Waïss Azizian , Franck Iutzeler , Jérôme Malick

Distributed consensus in the Wasserstein metric space of probability measures on the real line is introduced in this work. Convergence of each agent's measure to a common measure is proven under a weak network connectivity condition. The…

Optimization and Control · Mathematics 2021-10-04 Adrian N. Bishop , Arnaud Doucet

We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov's theorem) or…

Statistics Theory · Mathematics 2026-01-13 Arash A. Amini , Luciano Vinas

We consider problems of minimizing functionals $\mathcal{F}$ of probability measures on the Euclidean space. To propose an accelerated gradient descent algorithm for such problems, we consider gradient flow of transport maps that give…

Optimization and Control · Mathematics 2023-09-06 Ken'ichiro Tanaka

Divergence functions are measures of distance or dissimilarity between probability distributions that serve various purposes in statistics and applications. We propose decompositions of Wasserstein and Cram\'er distances$-$which compare two…

Methodology · Statistics 2025-08-08 Johannes Resin , Daniel Wolffram , Johannes Bracher , Timo Dimitriadis

In this note, we provide a smooth variational principle on Wasserstein space by constructing a smooth gauge-type function using the sliced Wasserstein distance. This function is a crucial tool for optimization problems and in viscosity…

Optimization and Control · Mathematics 2022-11-17 Erhan Bayraktar , Ibrahim Ekren , Xin Zhang

We give an easy counter-example to Problem 7.20 from C. Villani's book on mass transport: in general, the quadratic Wasserstein distance between $n$-fold normalized convolutions of two given measures fails to decrease monotonically.

Probability · Mathematics 2007-05-23 Walter Schachermayer , Uwe Schmock , Josef Teichmann

In this paper, we investigate the properties of the Sliced Wasserstein Distance (SW) when employed as an objective functional. The SW metric has gained significant interest in the optimal transport and machine learning literature, due to…

Machine Learning · Statistics 2025-08-21 Christophe Vauthier , Anna Korba , Quentin Mérigot

This paper presents a new variational data assimilation (VDA) approach for the formal treatment of bias in both model outputs and observations. This approach relies on the Wasserstein metric stemming from the theory of optimal mass…

Methodology · Statistics 2020-08-04 Sagar K. Tamang , Ardeshir Ebtehaj , Dongmian Zou , Gilad Lerman