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Dimension reduction techniques typically seek an embedding of a high-dimensional point cloud into a low-dimensional Euclidean space which optimally preserves the geometry of the input data. Based on expert knowledge, one may instead wish to…

最优化与控制 · 数学 2025-02-28 Ranthony A. Clark , Tom Needham , Thomas Weighill

We propose a new algorithm that uses an auxiliary neural network to express the potential of the optimal transport map between two data distributions. In the sequel, we use the aforementioned map to train generative networks. Unlike WGANs,…

机器学习 · 计算机科学 2020-04-21 Vaios Laschos , Jan Tinapp , Klaus Obermayer

Two geometrical structures have been extensively studied for a manifold of probability distributions. One is based on the Fisher information metric, which is invariant under reversible transformations of random variables, while the other is…

最优化与控制 · 数学 2017-10-02 Shun-ichi Amari , Ryo Karakida , Masafumi Oizumi

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

最优化与控制 · 数学 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

Gaussian mixture models find their place as a powerful tool, mostly in the clustering problem, but with proper preparation also in feature extraction, pattern recognition, image segmentation and in general machine learning. When faced with…

机器学习 · 计算机科学 2022-04-01 Mateusz Przyborowski , Mateusz Pabiś , Andrzej Janusz , Dominik Ślęzak

Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the behavior of minimum Wasserstein estimators is poorly…

统计理论 · 数学 2021-07-20 Tianyi Lin , Zeyu Zheng , Elynn Y. Chen , Marco Cuturi , Michael I. Jordan

A generalized unbalanced optimal transport distance ${\rm WB}_{\Lambda}$ on matrix-valued measures $\mathcal{M}(\Omega,\mathbb{S}_+^n)$ was defined in [arXiv:2011.05845] \`{a} la Benamou-Brenier, which extends the Kantorovich-Bures and the…

数值分析 · 数学 2024-05-27 Bowen Li , Jun Zou

In this paper, we investigate the geodesic structure and the associated Kantorovich-type duality for a Benamou-Brenier-type transportation metric defined on the space of nonnegative measures over a finite reversible Markov chain. The metric…

偏微分方程分析 · 数学 2026-01-21 Qifan Mao , Xinyu Wang , Xiaoping Xue

An increasing number of machine learning tasks deal with learning representations from set-structured data. Solutions to these problems involve the composition of permutation-equivariant modules (e.g., self-attention, or individual…

机器学习 · 计算机科学 2021-03-09 Navid Naderializadeh , Soheil Kolouri , Joseph F. Comer , Reed W. Andrews , Heiko Hoffmann

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

This paper presents a framework for computing the Gromov-Wasserstein problem between two sets of points in low dimensional spaces, where the discrepancy is the squared Euclidean norm. The Gromov-Wasserstein problem is a generalization of…

最优化与控制 · 数学 2023-07-19 Martin Ryner , Jan Kronqvist , Johan Karlsson

The Wasserstein distance between mixing measures has come to occupy a central place in the statistical analysis of mixture models. This work proposes a new canonical interpretation of this distance and provides tools to perform inference on…

统计理论 · 数学 2024-09-10 Xin Bing , Florentina Bunea , Jonathan Niles-Weed

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment provide interpretable geometric frameworks for comparing, transforming, and aggregating heterogeneous datasets -- tasks ubiquitous in data science and machine learning. Because…

Optimal Transport has sparked vivid interest in recent years, in particular thanks to the Wasserstein distance, which provides a geometrically sensible and intuitive way of comparing probability measures. For computational reasons, the…

机器学习 · 计算机科学 2024-03-19 Eloi Tanguy

This article gives an introduction to optimal transport, a mathematical theory that makes it possible to measure distances between functions (or distances between more general objects), to interpolate between objects or to enforce…

偏微分方程分析 · 数学 2017-10-10 Bruno Levy , Erica Schwindt

We present a toolkit of directed distances between quantile functions. By employing this, we solve some new optimal transport (OT) problems which e.g. considerably flexibilize some prominent OTs expressed through Wasserstein distances.

信息论 · 计算机科学 2021-07-02 Wolfgang Stummer

The Wasserstein metric has become increasingly important in many machine learning applications such as generative modeling, image retrieval and domain adaptation. Despite its appeal, it is often too costly to compute. This has motivated…

机器学习 · 计算机科学 2025-06-04 Jonathan Bobrutsky , Amit Moscovich

Remote sensing observations from satellites and global biogeochemical models have combined to revolutionize the study of ocean biogeochemical cycling, but comparing the two data streams to each other and across time remains challenging due…

A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…

机器学习 · 统计学 2026-02-24 Yinan Hu , Esteban G. Tabak

Controlling the $\mathcal W_\infty$ Wasserstein distance by the $\mathcal W_p$ Wasserstein distance is interesting both for theorical and numerical applications. A first paper on this problem was written several years ago [3]. Some year…

最优化与控制 · 数学 2026-01-22 Luigi De Pascale , Igor Pinheiro