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We provide an implementation to compute the flat metric in any dimension. The flat metric, also called dual bounded Lipschitz distance, generalizes the well-known Wasserstein distance $W_1$ to the case that the distributions are of unequal…

机器学习 · 计算机科学 2025-06-17 Henri Schmidt , Christian Düll

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

机器学习 · 计算机科学 2019-09-04 François-Pierre Paty , Marco Cuturi

Recently developed theoretical framework for analysis of structured population dynamics in the spaces of nonnegative Radon measures with a suitable metric provides a rigorous tool to study numerical schemes based on particle methods. The…

偏微分方程分析 · 数学 2013-09-11 P. Gwiazda , J. Jabłoński , A. Marciniak-Czochra , A. Ulikowska

We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…

统计计算 · 统计学 2019-08-06 Jialin Liu , Wotao Yin , Wuchen Li , Yat Tin Chow

Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…

最优化与控制 · 数学 2023-03-02 Yiling Xie , Yiling Luo , Xiaoming Huo

A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…

机器学习 · 计算机科学 2023-12-07 Zhengqi Lin , Andrzej Ruszczynski

Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…

数据结构与算法 · 计算机科学 2018-12-18 Jason Altschuler , Francis Bach , Alessandro Rudi , Jonathan Weed

The Wasserstein distance has become increasingly important in machine learning and deep learning. Despite its popularity, the Wasserstein distance is hard to approximate because of the curse of dimensionality. A recently proposed approach…

机器学习 · 计算机科学 2021-09-29 Minhui Huang , Shiqian Ma , Lifeng Lai

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

最优化与控制 · 数学 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

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…

机器学习 · 统计学 2014-06-18 Marco Cuturi , Arnaud Doucet

We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…

机器学习 · 统计学 2026-03-04 Khai Nguyen , Hai Nguyen , Nhat Ho

Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…

机器学习 · 统计学 2026-05-20 Peter Matthew Jacobs , Jeff M. Phillips

In quantum information, trace distance is a basic metric of distinguishability between quantum states. However, there is no known efficient approach to estimate the value of trace distance in general. In this paper, we propose efficient…

量子物理 · 物理学 2024-03-25 Qisheng Wang , Zhicheng Zhang

The Sinkhorn "distance", a variant of the Wasserstein distance with entropic regularization, is an increasingly popular tool in machine learning and statistical inference. However, the time and memory requirements of standard algorithms for…

机器学习 · 统计学 2021-11-16 Jason Altschuler , Francis Bach , Alessandro Rudi , Jonathan Niles-Weed

Many applications of computer vision rely on the alignment of similar but non-identical images. We present a fast algorithm for aligning heterogeneous images based on optimal transport. Our approach combines the speed of fast Fourier…

计算机视觉与模式识别 · 计算机科学 2025-09-05 Yunpeng Shi , Amit Singer , Eric J. Verbeke

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…

机器学习 · 计算机科学 2023-02-16 Alexander Cloninger , Keaton Hamm , Varun Khurana , Caroline Moosmüller

This contribution features an accelerated computation of the Sinkhorn's algorithm, which approximates the Wasserstein transportation distance, by employing nonequispaced fast Fourier transforms (NFFT). The algorithm proposed allows…

最优化与控制 · 数学 2023-03-07 Rajmadan Lakshmanan , Alois Pichler , Daniel Potts

Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…

机器学习 · 统计学 2022-10-18 Sloan Nietert , Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

The minimum distance of a code is an important concept in information theory. Hence, computing the minimum distance of a code with a minimum computational cost is a crucial process to many problems in this area. In this paper, we present…

信息论 · 计算机科学 2024-05-01 Fernando Hernando , Francisco D. Igual , Gregorio Quintana-Ortí

Geometry and topology have generated impacts far beyond their pure mathematical primitive, providing a solid foundation for many applicable tools. Typically, real-world data are represented as vectors, forming a linear subspace for a given…

量子物理 · 物理学 2024-05-01 Nhat A. Nghiem
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