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Wasserstein distances provide a metric on a space of probability measures. We consider the space $\Omega$ of all probability measures on the finite set $\chi = \{1, \dots ,n\}$ where $n$ is a positive integer. 1-Wasserstein distance,…

概率论 · 数学 2021-04-21 Andrew Frohmader , Hans Volkmer

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…

概率论 · 数学 2017-07-04 Jonathan Weed , Francis Bach

We study the structure of the support of a doubling measure by analyzing its self-similarity properties, which we estimate using a variant of the $L^1$ Wasserstein distance. We show that measure satisfying certain self-similarity conditions…

度量几何 · 数学 2014-11-11 Jonas Azzam , Guy David , Tatiana Toro

In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…

统计理论 · 数学 2026-04-28 Dongzhou Huang , Tianyi Jiang , Haonan Wang

We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p $\in$ [1, $\infty$) between the empirical measure of independent and identically distributed R d-valued random variables…

概率论 · 数学 2018-12-21 Jérôme Dedecker , Florence Merlevède

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…

概率论 · 数学 2015-03-03 Jérôme Dedecker , Florence Merlevède

We define the quantum Wasserstein distance such that the optimization of the coupling is carried out over bipartite separable states rather than bipartite quantum states in general, and examine its properties. Surprisingly, we find that the…

量子物理 · 物理学 2023-10-17 Géza Tóth , József Pitrik

The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the autocovariance and cross-covariance are asymptotically…

统计理论 · 数学 2023-05-09 Andreas Anastasiou , Tobias Kley

The convergence rate in Wasserstein distance is estimated for the empirical measures of symmetric semilinear SPDEs. Unlike in the finite-dimensional case that the convergence is of algebraic order in time, in the present situation the…

概率论 · 数学 2021-02-02 Feng-Yu Wang

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…

机器学习 · 统计学 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

机器学习 · 统计学 2024-04-01 Jie Wang , Rui Gao , Yao Xie

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…

最优化与控制 · 数学 2020-06-15 Julie Delon , Agnes Desolneux

Let $\mu$ be a doubling measure in $\mathbb{R}^n$. We investigate quantitative relations between the rectifiability of $\mu$ and its distance to flat measures. More precisely, for $x$ in the support $\Sigma$ of $\mu$ and $r > 0$, we…

经典分析与常微分方程 · 数学 2014-08-29 Jonas Azzam , Guy David , Tatiana Toro

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

统计理论 · 数学 2020-01-29 Jing Lei

We provide explicit formulaes for the first Kantorovich-Wasserstein distance between stationary measures for iterated function scheme on the unit interval. In particular, we consider two stationary measures with different configurations of…

动力系统 · 数学 2018-07-30 Italo Cipriano

The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…

概率论 · 数学 2022-04-29 Huaiqian Li , Bingyao Wu

It is well known that the quadratic Wasserstein distance $W_2 (\mathord{\boldsymbol{\cdot}}, \mathord{\boldsymbol{\cdot}})$ is formally equivalent, for infinitesimally small perturbations, to some weighted $H^{-1}$ homogeneous Sobolev norm.…

泛函分析 · 数学 2016-09-20 Rémi Peyre

Let $\pi\in \Pi(\mu,\nu)$ be a coupling between two probability measures $\mu$ and $\nu$ on a Polish space. In this article we propose and study a class of nonparametric measures of association between $\mu$ and $\nu$, which we call…

统计理论 · 数学 2021-11-05 Johannes Wiesel

The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…

概率论 · 数学 2026-04-14 Benjamin Seeger

This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distances on the space of…

统计理论 · 数学 2013-04-10 XuanLong Nguyen
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