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Constructing flexible probability models that respect constraints on key functionals -- such as the mean -- is a fundamental problem in nonparametric statistics. Existing approaches lack systematic tools for enforcing such constraints while…

统计方法学 · 统计学 2025-12-03 Alejandro Jara , Carlos Sing-Long

Equilibrium multi-population matching (matching for teams) is a problem from mathematical economics which is related to multi-marginal optimal transport. A special but important case is the Wasserstein barycenter problem, which has…

数值分析 · 数学 2014-11-14 Guillaume Carlier , Adam Oberman , Edouard Oudet

Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…

统计理论 · 数学 2022-02-15 Vincent Divol

We present and study a novel algorithm for the computation of 2-Wasserstein population barycenters of absolutely continuous probability measures on Euclidean space. The proposed method can be seen as a stochastic gradient descent procedure…

最优化与控制 · 数学 2023-10-24 Julio Backhoff-Veraguas , Joaquin Fontbona , Gonzalo Rios , Felipe Tobar

This paper connects nonpositive sectional curvature of a Riemannian manifold with the displacement convexity of the variance functional on the space $P(M)$ of probability measures over $M$. We show that $M$ has nonpositive sectional…

微分几何 · 数学 2015-03-24 Young-Heon Kim , Brendan Pass

The sliced Wasserstein barycenter (SWB) is a widely acknowledged method for efficiently generalizing the averaging operation within probability measure spaces. However, achieving marginal fairness SWB, ensuring approximately equal distances…

机器学习 · 统计学 2025-02-05 Khai Nguyen , Hai Nguyen , Nhat Ho

We study the perturbation of a measure $\mu \in \mathscr{P}(\mathbb{R})$ consisting in superposing two copies of $\mu$, each slightly shifted by a small distance $\pm h$. The difference between $\mu$ and its perturbation is measured with a…

最优化与控制 · 数学 2026-03-03 Averil Aussedat

In this paper, for $\mu$ and $\nu$ two probability measures on $\mathbb{R}^d$ with finite moments of order $\rho\ge 1$, we define the respective projections for the $W_\rho$-Wasserstein distance of $\mu$ and $\nu$ on the sets of probability…

概率论 · 数学 2019-02-11 Aurélien Alfonsi , Jacopo Corbetta , Benjamin Jourdain

We study the Wasserstein projection of a compactly supported probability measure onto the class of measures whose density ratio is bounded, and we place this projection in a broader program connecting generative modeling, optimal transport,…

偏微分方程分析 · 数学 2026-04-13 Hy P. G. Lam

Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…

机器学习 · 计算机科学 2020-02-21 Marin Ballu , Quentin Berthet , Francis Bach

We investigate the minimal error in approximating a general probability measure $\mu$ on $\mathbb{R}^d$ by the uniform measure on a finite set with prescribed cardinality $n$. The error is measured in the $p$-Wasserstein distance. In…

概率论 · 数学 2024-08-26 Filippo Quattrocchi

This paper introduces a new nonlinear dictionary learning method for histograms in the probability simplex. The method leverages optimal transport theory, in the sense that our aim is to reconstruct histograms using so-called displacement…

We introduce a notion of barycenter of a probability measure related to the symmetric mean of a collection of nonnegative real numbers. Our definition is inspired by the work of Hal\'asz and Sz\'ekely, who in 1976 proved a law of large…

概率论 · 数学 2023-03-28 Jairo Bochi , Godofredo Iommi , Mario Ponce

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 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

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

This paper is concerned by statistical inference problems from a data set whose elements may be modeled as random probability measures such as multiple histograms or point clouds. We propose to review recent contributions in statistics on…

统计理论 · 数学 2019-08-27 Jérémie Bigot

Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve…

机器学习 · 统计学 2015-08-26 Marco Cuturi , Gabriel Peyré

We prove the large deviations principle for empirical Bures-Wasserstein barycenters of independent, identically-distributed samples of covariance matrices and covariance operators. As an application, we explore some consequences of our…

概率论 · 数学 2024-09-18 Adam Quinn Jaffe , Leonardo V. Santoro

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…