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In this paper we propose tight upper and lower bounds for the Wasserstein distance between any two {{univariate continuous distributions}} with probability densities $p_1$ and $p_2$ having nested supports. These explicit bounds are…

概率论 · 数学 2015-10-21 Christophe Ley , Gesine Reinert , Yvik Swan

Wasserstein distances are widely used in modern data analysis but pose significant computational and statistical challenges in high dimensions. The sliced Wasserstein distance alleviates these challenges by leveraging one-dimensional…

统计理论 · 数学 2026-05-21 David Rodríguez-Vítores , Eustasio del Barrio , Jean-Michel Loubes

Neural Processes (NPs) are a class of models that learn a mapping from a context set of input-output pairs to a distribution over functions. They are traditionally trained using maximum likelihood with a KL divergence regularization term.…

机器学习 · 计算机科学 2020-01-13 Andrew Carr , Jared Nielsen , David Wingate

We investigate stability of invariant measures of diffusion processes with respect to $L^p$ distances on the coefficients, under an assumption of log-concavity. The method is a variant of a technique introduced by Crippa and De Lellis to…

概率论 · 数学 2020-10-28 Max Fathi , Dan Mikulincer

We introduce sliced optimal transport dataset distance (s-OTDD), a model-agnostic, embedding-agnostic approach for dataset comparison that requires no training, is robust to variations in the number of classes, and can handle disjoint label…

机器学习 · 计算机科学 2025-05-16 Khai Nguyen , Hai Nguyen , Tuan Pham , Nhat Ho

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…

算子代数 · 数学 2024-11-05 Rocco Duvenhage

We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" probability measure of interest and a simpler reference measure.…

统计计算 · 统计学 2017-12-27 Youssef Marzouk , Tarek Moselhy , Matthew Parno , Alessio Spantini

In many scientific fields imaging is used to relate a certain physical quantity to other dependent variables. Therefore, images can be considered as a map from a real-world coordinate system to the non-negative measurements being acquired.…

计算机视觉与模式识别 · 计算机科学 2018-04-18 Liam Cattell , Gustavo K. Rohde

We introduce the concept of transport waves by showing that the linearized Boltzmann transport equation admits excitations in the form of waves that have well defined dispersion relations and decay times. Crucially, these waves do not…

材料科学 · 物理学 2017-10-04 Andrea Cepellotti , Nicola Marzari

We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…

偏微分方程分析 · 数学 2022-09-01 Simone Di Marino , Lorenzo Portinale , Emanuela Radici

We present a generalized optimal transport model in which the mass-preserving constraint for the $L^2$-Wasserstein distance is relaxed by introducing a source term in the continuity equation. The source term is also incorporated in the path…

数值分析 · 数学 2016-07-06 Jan Maas , Martin Rumpf , Stefan Simon

The sliced Wasserstein metric compares probability measures on $\mathbb{R}^d$ by taking averages of the Wasserstein distances between projections of the measures to lines. The distance has found a range of applications in statistics and…

偏微分方程分析 · 数学 2024-11-25 Sangmin Park , Dejan Slepčev

A common way to quantify the ,,distance'' between measures is via their discrepancy, also known as maximum mean discrepancy (MMD). Discrepancies are related to Sinkhorn divergences $S_\varepsilon$ with appropriate cost functions as…

最优化与控制 · 数学 2020-08-25 Sebastian Neumayer , Gabriele Steidl

We propose a model of optimal parallel transport between vector fields on a connection graph, which consists of a weighted graph along with a map from its edges to an orthogonal group. Inspired by the well-known equivalence of 1-Wasserstein…

最优化与控制 · 数学 2025-03-18 Sawyer Robertson , Dhruv Kohli , Gal Mishne , Alexander Cloninger

Illumination estimation remains a pivotal challenge in image processing, particularly for robotics, where robust environmental perception is essential under varying lighting conditions. Traditional approaches, such as RGB histograms and…

图像与视频处理 · 电气工程与系统科学 2025-07-04 Selcuk Yazar

Wasserstein Generative Adversarial Networks (WGANs) provide a versatile class of models, which have attracted great attention in various applications. However, this framework has two main drawbacks: (i) Wasserstein-1 (or Earth-Mover)…

机器学习 · 统计学 2021-07-20 Xin Guo , Johnny Hong , Tianyi Lin , Nan Yang

We introduce Wasserstein-like dynamical transport distances between vector-valued densities on the real line. The mobility function from the scalar theory is replaced by a mobility matrix, that is subject to positivity and concavity…

偏微分方程分析 · 数学 2016-01-18 Jonathan Zinsl , Daniel Matthes

Optimal transport and the Wasserstein distance $\mathcal{W}_p$ have recently seen a number of applications in the fields of statistics, machine learning, data science, and the physical sciences. These applications are however severely…

统计理论 · 数学 2024-05-24 Ruiyu Han , Cynthia Rush , Johannes Wiesel

Collaborative learning has recently achieved very significant results. It still suffers, however, from several issues, including the type of information that needs to be exchanged, the criteria for stopping and how to choose the right…

机器学习 · 计算机科学 2021-03-29 Fatima Ezzahraa Ben Bouazza , Younès Bennani

We give an algorithm to construct a translation-invariant transport kernel between ergodic stationary random measures $\Phi$ and $\Psi$ on $\mathbb R^d$, given that they have equal intensities. As a result, this yields a construction of a…

概率论 · 数学 2017-04-04 Mir-Omid Haji-Mirsadeghi , Ali Khezeli