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Wasserstein distance, which measures the discrepancy between distributions, shows efficacy in various types of natural language processing (NLP) and computer vision (CV) applications. One of the challenges in estimating Wasserstein distance…

机器学习 · 统计学 2022-06-27 Makoto Yamada , Yuki Takezawa , Ryoma Sato , Han Bao , Zornitsa Kozareva , Sujith Ravi

We introduce a principled way of computing the Wasserstein distance between two distributions in a federated manner. Namely, we show how to estimate the Wasserstein distance between two samples stored and kept on different devices/clients…

机器学习 · 计算机科学 2023-10-04 Alain Rakotomamonjy , Kimia Nadjahi , Liva Ralaivola

In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph $G$. Different graph structures lead to different specifications of the optimal transport problem. For…

统计理论 · 数学 2024-07-08 Patrick Cheridito , Stephan Eckstein

Gromov-Wasserstein (GW) is a powerful tool to compare probability measures whose supports are in different metric spaces. GW suffers however from a computational drawback since it requires to solve a complex non-convex quadratic program. We…

机器学习 · 统计学 2020-06-18 Tam Le , Nhat Ho , Makoto Yamada

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

Discriminating between distributions is an important problem in a number of scientific fields. This motivated the introduction of Linear Optimal Transportation (LOT), which embeds the space of distributions into an $L^2$-space. The…

机器学习 · 统计学 2021-05-27 Caroline Moosmüller , Alexander Cloninger

While the existing stochastic control theory is well equipped to handle dynamical systems with stochastic uncertainties, a paradigm shift using distance measure based decision making is required for the effective further exploration of the…

最优化与控制 · 数学 2025-12-02 Venkatraman Renganathan , Sei Zhen Khong

We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…

最优化与控制 · 数学 2024-08-20 Yifan Chen , Wuchen Li

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

In this work, we analyze the properties of the solution to the covariance steering problem for discrete time Gaussian linear systems with a squared Wasserstein distance terminal cost. In our previous work, we have shown that by utilizing…

最优化与控制 · 数学 2021-03-26 Isin M. Balci , Abhishek Halder , Efstathios Bakolas

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

Wasserstein distances form a family of metrics on spaces of probability measures that have recently seen many applications. However, statistical analysis in these spaces is complex due to the nonlinearity of Wasserstein spaces. One…

统计方法学 · 统计学 2024-11-18 Michael Wilson , Tom Needham , Anuj Srivastava

We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…

机器学习 · 统计学 2026-03-04 Khai Nguyen , Hai Nguyen , Nhat Ho

This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…

机器学习 · 计算机科学 2025-10-31 Maksim Maslov , Alexander Kugaevskikh , Matthew Ivanov

Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…

机器学习 · 计算机科学 2026-03-27 Chandan Tankala , Dheeraj M. Nagaraj , Anant Raj

Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…

机器学习 · 计算机科学 2024-07-01 Vitaly Feldman , Audra McMillan , Satchit Sivakumar , Kunal Talwar

We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…

最优化与控制 · 数学 2020-01-15 T. Ö. Çelik , A. Jamneshan , G. Montúfar , B. Sturmfels , L. Venturello

This work studies the quantitative stability of the quadratic optimal transport map between a fixed probability density $\rho$ and a probability measure $\mu$ on R^d , which we denote T$\mu$. Assuming that the source density $\rho$ is…

泛函分析 · 数学 2023-03-09 Alex Delalande , Quentin Merigot

Since the introduction of the Sliced Wasserstein distance in the literature, its simplicity and efficiency have made it one of the most interesting surrogate for the Wasserstein distance in image processing and machine learning. However,…

最优化与控制 · 数学 2025-08-05 Eloi Tanguy , Laetitia Chapel , Julie Delon

Quadratic Wasserstein distances are obtained between dynamical systems (with states as special case), on $\mathbb{Z}_2$-graded von Neumann algebras. This is achieved through a systematic translation from non-graded to $\mathbb{Z}_2$-graded…

数学物理 · 物理学 2025-10-06 Rocco Duvenhage , Dylan van Zyl , Paola Zurlo