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相关论文: Exponential Contraction in Wasserstein Distances f…

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Let $\mu_N$ be the empirical measure associated to a $N$-sample of a given probability distribution $\mu$ on $\mathbb{R}^d$. We are interested in the rate of convergence of $\mu_N$ to $\mu$, when measured in the Wasserstein distance of…

概率论 · 数学 2013-12-10 Nicolas Fournier , Arnaud Guillin

We establish exact rates of convergence in the $p$-Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion process on a compact Riemannian manifold. For the quadratic…

概率论 · 数学 2025-10-01 René L. Schilling , Bingyao Wu

The empirical Wasserstein projection (WP) distance quantifies the Wasserstein distance from the empirical distribution to a set of probability measures satisfying given expectation constraints. The WP is a powerful tool because it mitigates…

统计理论 · 数学 2024-08-22 Sirui Lin , Jose Blanchet , Peter Glynn , Viet Anh Nguyen

Let $(M^n,g,f)$ be a Ricci shrinker such that $\textrm{Ric}_f=\frac{1}{2}g$ and the measure induced by the weighted volume element $(4\pi)^{-\frac{n}{2}}e^{-f}dv_{g}$ is a probability measure. Given a point $p\in M$, we consider two…

微分几何 · 数学 2023-09-29 Franciele Conrado , Detang Zhou

This paper presents a new approach to the classical problem of quantifying posterior contraction rates (PCRs) in Bayesian statistics. Our approach relies on Wasserstein distance, and it leads to two main contributions which improve on the…

统计理论 · 数学 2022-05-03 Emanuele Dolera , Stefano Favaro , Edoardo Mainini

We prove Wasserstein contraction of simple slice sampling for approximate sampling w.r.t. distributions with log-concave and rotational invariant Lebesgue densities. This yields, in particular, an explicit quantitative lower bound of the…

概率论 · 数学 2020-09-17 Viacheslav Natarovskii , Daniel Rudolf , Björn Sprungk

Explicit calculations in dimension one show for Schur stable autoregressive processes with standard Gaussian noise that the ergodic convergence in the Wasserstein-$2$ distance is essentially given by the sum of the mean, which decays…

概率论 · 数学 2026-01-09 Gerardo Barrera , Paulo Henrique da Costa , Michael A. Högele

The aim of this paper is to investigate the contraction properties of $p$-Wasserstein distances with respect to convolution in Euclidean spaces both qualitatively and quantitatively. We connect this question to the question of uniform…

偏微分方程分析 · 数学 2025-12-05 Max Fathi , Michael Goldman , Daniel Tsodyks

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…

机器学习 · 计算机科学 2025-11-14 Eliot Beyler , Francis Bach

We consider the rate-distortion function for lossy source compression, as well as the channel capacity for error correction, through the lens of distributional robustness. We assume that the distribution of the source or of the additive…

信息论 · 计算机科学 2024-05-14 Vikrant Malik , Taylan Kargin , Victoria Kostina , Babak Hassibi

Consider the empirical measure, $\hat{\mathbb{P}}_N$, associated to $N$ i.i.d. samples of a given probability distribution $\mathbb{P}$ on the unit interval. For fixed $\mathbb{P}$ the Wasserstein distance between $\hat{\mathbb{P}}_N$ and…

概率论 · 数学 2019-07-04 Samuel N. Cohen , Martin N. A. Tegnér , Johannes Wiesel

Diffusion models are one of the most important families of deep generative models. In this note, we derive a quantitative upper bound on the Wasserstein distance between the data-generating distribution and the distribution learned by a…

机器学习 · 计算机科学 2024-09-17 Sokhna Diarra Mbacke , Omar Rivasplata

In the work by M. C. Lee, A. Naber, and R. Neumayer a beautiful $\varepsilon$-regularity theorem is proved under small negative scalar curvature and entropy bounds. In that paper, the $d_p$ distance for Riemannian manifolds is introduced…

微分几何 · 数学 2024-06-25 Brian Allen , Edward Bryden

We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…

算子代数 · 数学 2015-03-13 Francesco D'Andrea , Pierre Martinetti

In this paper we investigate properties of metric projections onto specific closed and geodesically convex proper subsets of Wasserstein spaces $(\mathcal{P}_p(\mathbf{R}^d),W_p).$ When $d=1$, as $(\mathcal{P}_2(\mathbf{R}),W_2)$ is…

泛函分析 · 数学 2025-09-03 Anshul Adve , Alpár Mészáros

We study distributionally robust quantile regression using type-$p$ Wasserstein ambiguity sets. We derive a closed-form expression for the worst-case quantile regression loss under general $p$-Wasserstein uncertainty. We further give a…

统计理论 · 数学 2026-03-17 Chunxu Zhang , Tiantian Mao , Ruodu Wang

For $\ell\colon \mathbb{R}^d \to [0,\infty)$ we consider the sequence of probability measures $\left(\mu_n\right)_{n \in \mathbb{N}}$, where $\mu_n$ is determined by a density that is proportional to $\exp(-n\ell)$. We allow for infinitely…

概率论 · 数学 2023-12-11 Mareike Hasenpflug , Daniel Rudolf , Björn Sprungk

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 consider a one-dimensional aggregation-diffusion equation, which is the gradient flow in the Wasserstein space of a functional with competing attractive-repulsive interactions. We prove that the fully deterministic particle…

偏微分方程分析 · 数学 2021-01-01 Sara Daneri , Emanuela Radici , Eris Runa

The $L^k$-Wasserstein distance $\mathbb{W}_k (k\ge 1)$ and the probability distance $\mathbb{W}_\psi$ induced by a concave function $\psi$, are estimated between different diffusion processes with singular coefficients. As applications, the…

概率论 · 数学 2023-11-07 Xing Huang , Panpan Ren , Feng-Yu Wang