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相关论文: Inference for Empirical Wasserstein Distances on F…

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The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…

统计方法学 · 统计学 2022-02-14 Ryo Okano , Masaaki Imaizumi

In this paper, we study statistical inference for the Wasserstein distance, which has attracted much attention and has been applied to various machine learning tasks. Several studies have been proposed in the literature, but almost all of…

机器学习 · 统计学 2022-01-21 Vo Nguyen Le Duy , Ichiro Takeuchi

Motivated by the growing popularity of variants of the Wasserstein distance in statistics and machine learning, we study statistical inference for the Sliced Wasserstein distance--an easily computable variant of the Wasserstein distance.…

统计理论 · 数学 2022-04-05 Tudor Manole , Sivaraman Balakrishnan , Larry Wasserman

The Wasserstein distance is a metric on a space of probability measures that has seen a surge of applications in statistics, machine learning, and applied mathematics. However, statistical aspects of Wasserstein distances are bottlenecked…

概率论 · 数学 2022-03-02 Ziv Goldfeld , Kengo Kato , Sloan Nietert , Gabriel Rioux

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

统计方法学 · 统计学 2019-04-10 Victor M. Panaretos , Yoav Zemel

We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…

统计理论 · 数学 2022-02-16 Masaaki Imaizumi , Hirofumi Ota , Takuo Hamaguchi

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

机器学习 · 计算机科学 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

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

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

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

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

The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…

机器学习 · 计算机科学 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti

Statistical inference can be performed by minimizing, over the parameter space, the Wasserstein distance between model distributions and the empirical distribution of the data. We study asymptotic properties of such minimum Wasserstein…

统计方法学 · 统计学 2019-05-13 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

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

Motivated by the statistical and computational challenges of computing Wasserstein distances in high-dimensional contexts, machine learning researchers have defined modified Wasserstein distances based on computing distances between…

概率论 · 数学 2022-06-02 Jiaqi Xi , Jonathan Niles-Weed

In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…

系统与控制 · 电气工程与系统科学 2025-06-13 Eduardo Figueiredo , Steven Adams , Peyman Mohajerin Esfahani , Luca Laurenti

Wasserstein distances provide a powerful framework for comparing data distributions. They can be used to analyze processes over time or to detect inhomogeneities within data. However, simply calculating the Wasserstein distance or analyzing…

机器学习 · 计算机科学 2026-03-03 Philip Naumann , Jacob Kauffmann , Grégoire Montavon

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

统计理论 · 数学 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao

We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…

统计理论 · 数学 2020-04-30 Jonathan Niles-Weed , Quentin Berthet
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