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We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…

机器学习 · 统计学 2025-05-29 Gabriele Visentin , Patrick Cheridito

This paper proposes two algorithms for estimating square Wasserstein distance matrices from a small number of entries. These matrices are used to compute manifold learning embeddings like multidimensional scaling (MDS) or Isomap, but…

机器学习 · 统计学 2026-05-20 Muhammad Rana , Abiy Tasissa , HanQin Cai , Yakov Gavriyelov , Keaton Hamm

Wasserstein dictionary learning is an unsupervised approach to learning a collection of probability distributions that generate observed distributions as Wasserstein barycentric combinations. Existing methods for Wasserstein dictionary…

机器学习 · 计算机科学 2022-10-24 Marshall Mueller , Shuchin Aeron , James M. Murphy , Abiy Tasissa

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 investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this…

概率论 · 数学 2007-05-23 L. Decreusefond

Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this…

机器学习 · 统计学 2021-10-14 Kilian Fatras , Younes Zine , Rémi Flamary , Rémi Gribonval , Nicolas Courty

Wasserstein distance is a key metric for quantifying data divergence from a distributional perspective. However, its application in privacy-sensitive environments, where direct sharing of raw data is prohibited, presents significant…

机器学习 · 计算机科学 2025-02-04 Wenqian Li , Yan Pang

The Wasserstein distance, also known as the Earth mover distance or optimal transport distance, is a widely used measure of similarity between probability distributions. This paper presents an linear programming based implementation of the…

统计计算 · 统计学 2025-10-29 Zehao Lu

We present upper bounds for the Wasserstein distance of order $p$ between the marginals of L\'evy processes, including Gaussian approximations for jumps of infinite activity. Using the convolution structure, we further derive upper bounds…

概率论 · 数学 2018-07-17 Ester Mariucci , Markus Reiß

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

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 paper, we propose Wasserstein Isometric Mapping (Wassmap), a nonlinear dimensionality reduction technique that provides solutions to some drawbacks in existing global nonlinear dimensionality reduction algorithms in imaging…

机器学习 · 计算机科学 2023-02-22 Keaton Hamm , Nick Henscheid , Shujie Kang

Motivated by the 2D class averaging problem in single-particle cryo-electron microscopy (cryo-EM), we present a k-means algorithm based on a rotationally-invariant Wasserstein metric for images. Unlike existing methods that are based on…

计算机视觉与模式识别 · 计算机科学 2021-05-31 Rohan Rao , Amit Moscovich , Amit Singer

Recently, two concepts from optimal transport theory have successfully been brought to the Gromov--Wasserstein (GW) setting. This introduces a linear version of the GW distance and multi-marginal GW transport. The former can reduce the…

数值分析 · 数学 2022-11-16 Florian Beier , Robert Beinert

It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…

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

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

In this paper, we study statistical inference for the Wasserstein distance, which has attracted much attention and has been applied to various machine learning tasks. Several studies have been proposed in the literature, but almost all of…

机器学习 · 统计学 2022-01-21 Vo Nguyen Le Duy , Ichiro Takeuchi

The primary choice to summarize a finite collection of random objects is by using measures of central tendency, such as mean and median. In the field of optimal transport, the Wasserstein barycenter corresponds to the Fr\'{e}chet or…

统计方法学 · 统计学 2025-09-03 Kisung You , Dennis Shung , Mauro Giuffrè

Statistical inference can be performed by minimizing, over the parameter space, the Wasserstein distance between model distributions and the empirical distribution of the data. We study asymptotic properties of such minimum Wasserstein…

统计方法学 · 统计学 2019-05-13 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert
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