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We propose a study of a distribution registration model for general deformation functions. In this framework, we provide estimators of the deformations as well as a goodness of fit test of the model. For this, we consider a criterion which…

统计理论 · 数学 2015-10-02 Eustasio Del Barrio , Hélène Lescornel , Jean-Michel Loubes

We study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, we consider the associated class of Wasserstein barycenters…

统计方法学 · 统计学 2026-05-20 Emmanouil Androulakis , Georgios I. Papayiannis , Athanasios N. Yannacopoulos

We derive central limit theorems for the Wasserstein distance between the empirical distributions of Gaussian samples. The cases are distinguished whether the underlying laws are the same or different. Results are based on the (quadratic)…

统计理论 · 数学 2016-02-22 Thomas Rippl , Axel Munk , Anja Sturm

In this paper we tackle the problem of comparing distributions of random variables and defining a mean pattern between a sample of random events. Using barycenters of measures in the Wasserstein space, we propose an iterative version as an…

统计理论 · 数学 2013-12-12 Emmanuel Boissard , Thibaut Le Gouic , Jean-Michel Loubes

Wasserstein barycenter, built on the theory of optimal transport, provides a powerful framework to aggregate probability distributions, and it has increasingly attracted great attention within the machine learning community. However, it…

机器学习 · 计算机科学 2022-12-20 Jinjin Chi , Zhiyao Yang , Jihong Ouyang , Ximing Li

In this paper, we introduce a generalization of the Wasserstein barycenter, to a case where the initial probability measures live on different subspaces of R^d. We study the existence and uniqueness of this barycenter, we show how it is…

概率论 · 数学 2021-05-21 Julie Delon , Nathaël Gozlan , Alexandre Saint-Dizier

Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions. For group families, the procedure is to be implemented after preliminary…

统计方法学 · 统计学 2021-01-28 Marc Hallin , Gilles Mordant , Johan Segers

Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…

数值分析 · 数学 2023-03-13 Guillaume Carlier , Alex Delalande , Quentin Merigot

Wasserstein barycentres represent average distributions between multiple probability measures for the Wasserstein distance. The numerical computation of Wasserstein barycentres is notoriously challenging. A common approach is to use…

数值分析 · 数学 2026-03-30 Eloi Tanguy , Julie Delon , Nathaël Gozlan

In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…

机器学习 · 统计学 2022-05-31 Tim Tsz-Kit Lau , Han Liu

This article is dedicated to the estimation of Wasserstein distances and Wasserstein costs between two distinct continuous distributions $F$ and $G$ on $\mathbb R$. The estimator is based on the order statistics of (possibly dependent)…

统计理论 · 数学 2017-10-31 Philippe Berthet , Jean-Claude Fort , Thierry Klein

We use Stein's method to bound the Wasserstein distance of order $2$ between a measure $\nu$ and the Gaussian measure using a stochastic process $(X_t)_{t \geq 0}$ such that $X_t$ is drawn from $\nu$ for any $t > 0$. If the stochastic…

概率论 · 数学 2020-05-12 Thomas Bonis

In this work we consider regularized Wasserstein barycenters (average in Wasserstein distance) in Fourier basis. We prove that random Fourier parameters of the barycenter converge to some Gaussian random vector by distribution. The…

统计理论 · 数学 2021-09-21 Nazar Buzun

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

统计理论 · 数学 2019-11-05 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

The Wasserstein barycenter is a geometric construct which captures the notion of centrality among probability distributions, and which has found many applications in machine learning. However, most algorithms for finding even an approximate…

数据结构与算法 · 计算机科学 2021-10-20 Zachary Izzo , Sandeep Silwal , Samson Zhou

The Wasserstein barycenter (WB) is an important tool for summarizing sets of probability measures. It finds applications in applied probability, clustering, image processing, etc. When the measures' supports are finite, computing a…

最优化与控制 · 数学 2024-10-25 Daniel Mimouni , P Malisani , J. Zhu , W. de Oliveira

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

Wasserstein barycenters correspond to optimal solutions of transportation problems for several marginals, and as such have a wide range of applications ranging from economics to statistics and computer science. When the marginal probability…

最优化与控制 · 数学 2015-08-11 Ethan Anderes , Steffen Borgwardt , Jacob Miller

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 present a stochastic algorithm to compute the barycenter of a set of probability distributions under the Wasserstein metric from optimal transport. Unlike previous approaches, our method extends to continuous input distributions and…

机器学习 · 计算机科学 2018-06-08 Sebastian Claici , Edward Chien , Justin Solomon
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