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We prove general upper estimates for the distance between two Borel probability measures in Wasserstein metric in terms of the Fourier transforms of the measures. We work in compact manifolds including the torus, the Euclidean unit sphere,…

经典分析与常微分方程 · 数学 2025-10-27 Bence Borda , Jean-Claude Cuenin

Given a metric space with a Borel probability measure, for each integer $N$ we obtain a probability distribution on $N\times N$ distance matrices by considering the distances between pairs of points in a sample consisting of $N$ points…

概率论 · 数学 2011-10-31 Siddhartha Gadgil , Manjunath Krishnapur

We discuss two ways to construct standard probability measures, called push-down measures, from internal probability measures. We show that the Wasserstein distance between an internal probability measure and its push-down measure is…

逻辑 · 数学 2020-10-07 Haosui Duanmu , William Weiss

The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…

概率论 · 数学 2017-07-04 Jonathan Weed , Francis Bach

We introduce principal curves in Wasserstein space, and in general compact metric spaces. Our motivation for the Wasserstein case comes from optimal-transport-based trajectory inference, where a developing population of cells traces out a…

Given any two probability measures on a Euclidean space with mean 0 and finite variance, we demonstrate that the two probability measures are orthogonal in the sense of Wasserstein geometry if and only if the two spaces by spanned by the…

概率论 · 数学 2011-10-14 Asuka Takatsu

Random probabilities are a key component to many nonparametric methods in Statistics and Machine Learning. To quantify comparisons between different laws of random probabilities several works are starting to use the elegant Wasserstein over…

统计理论 · 数学 2024-05-27 Marta Catalano , Hugo Lavenant

The phenomenon of concentration of measure on high dimensional structures is usually stated in terms of a metric space with a Borel measure, also called an mm-space. We extend some of the mm-space concepts to the setting of a quasi-metric…

一般拓扑 · 数学 2007-05-23 Aleksandar Stojmirovic

In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…

经典分析与常微分方程 · 数学 2019-11-15 Amir Sagiv

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 study the Wasserstein (or earthmover) metric on the space $P(X)$ of probability measures on a metric space $X$. We show that, if a finite metric space $X$ embeds stochastically with distortion $D$ in a family of finite metric trees, then…

度量几何 · 数学 2021-10-06 Maxime Mathey-Prevot , Alain Valette

We investigate properties of some extensions of a class of Fourier-based probability metrics, originally introduced to study convergence to equilibrium for the solution to the spatially homogeneous Boltzmann equation. At difference with the…

最优化与控制 · 数学 2020-05-15 Gennaro Auricchio , Andrea Codegoni , Stefano Gualandi , Giuseppe Toscani , Marco Veneroni

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…

The aim of this short paper is to offer a complete characterization of all (not necessarily surjective) isometric embeddings of the Wasserstein space $\mathcal{W}_p(\mathcal{X})$, where $\mathcal{X}$ is a countable discrete metric space and…

泛函分析 · 数学 2019-08-23 György Pál Gehér , Tamás Titkos , Dániel Virosztek

We introduce and study a variant of the Wasserstein distance on the space of probability measures, specially designed to deal with measures whose support has a dendritic, or treelike structure with a particular direction of orientation. Our…

最优化与控制 · 数学 2020-11-18 Young-Heon Kim , Brendan Pass , David J. Schneider

We study the geometry of the space of measures of a compact ultrametric space X, endowed with the L^p Wasserstein distance from optimal transportation. We show that the power p of this distance makes this Wasserstein space affinely…

泛函分析 · 数学 2014-06-04 Benoît Kloeckner

We investigate the stability of the Wasserstein distance, a metric structure on the space of probability measures arising from the theory of optimal transport, under metric ultralimits. We first show that if $(X_{i},d_{i})_{i\in\mathbb{N}}$…

度量几何 · 数学 2023-03-09 Andrew Warren

Nowadays stochastic computer simulations with both numeral and distribution inputs are widely used to mimic complex systems which contain a great deal of uncertainty. This paper studies the design and analysis issues of such computer…

统计方法学 · 统计学 2022-04-26 Chunya Li , Xiaojun Cui , Shifeng Xiong

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

A class of distance measures on probabilities -- the integral probability metrics (IPMs) -- is addressed: these include the Wasserstein distance, Dudley metric, and Maximum Mean Discrepancy. IPMs have thus far mostly been used in more…

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