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Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…

数值分析 · 数学 2023-03-13 Guillaume Carlier , Alex Delalande , Quentin Merigot

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

最优化与控制 · 数学 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…

Efficiently aggregating data from different sources is a challenging problem, particularly when samples from each source are distributed differently. These differences can be inherent to the inference task or present for other reasons:…

机器学习 · 计算机科学 2017-11-15 Matthew Staib , Sebastian Claici , Justin Solomon , Stefanie Jegelka

This paper presents a proposal of a faster Wasserstein $k$-means algorithm for histogram data by reducing Wasserstein distance computations and exploiting sparse simplex projection. We shrink data samples, centroids, and the ground cost…

机器学习 · 计算机科学 2020-12-01 Takumi Fukunaga , Hiroyuki Kasai

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 a variety of research areas, the weighted bag of vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation…

统计计算 · 统计学 2017-01-10 Jianbo Ye , Panruo Wu , James Z. Wang , Jia Li

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

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are…

机器学习 · 计算机科学 2022-05-02 Bahar Taskesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn

Transshipment, also known under the names of earth mover's distance, uncapacitated min-cost flow, or Wasserstein's metric, is an important and well-studied problem that asks to find a flow of minimum cost that routes a general demand…

数据结构与算法 · 计算机科学 2023-07-06 Goran Zuzic

This paper presents a unified computational framework for the estimation of distances, geodesics and barycenters of merge trees. We extend recent work on the edit distance [106] and introduce a new metric, called the Wasserstein distance…

图形学 · 计算机科学 2021-09-21 Mathieu Pont , Jules Vidal , Julie Delon , Julien Tierny

Wasserstein barycenters provide a geometric notion of the weighted average of probability measures based on optimal transport. In this paper, we present a scalable algorithm to compute Wasserstein-2 barycenters given sample access to the…

机器学习 · 计算机科学 2022-01-02 Alexander Korotin , Lingxiao Li , Justin Solomon , Evgeny Burnaev

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 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

We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…

机器学习 · 统计学 2021-09-27 J. M. Sanz-Serna , Konstantinos C. Zygalakis

We revisit the problem of recovering a low-rank positive semidefinite matrix from rank-one projections using tools from optimal transport. More specifically, we show that a variational formulation of this problem is equivalent to computing…

最优化与控制 · 数学 2022-10-27 Tyler Maunu , Thibaut Le Gouic , Philippe Rigollet

Persistence diagrams (PD)s play a central role in topological data analysis. This analysis requires computing distances among such diagrams such as the $1$-Wasserstein distance. Accurate computation of these PD distances for large data sets…

计算几何 · 计算机科学 2025-05-13 Tamal K. Dey , Simon Zhang

We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…

统计理论 · 数学 2022-02-16 Masaaki Imaizumi , Hirofumi Ota , Takuo Hamaguchi

We study a class of quadratic Wasserstein distances on spaces consisting of generalized dynamical systems on a von Neumann algebra. We emphasize how symmetry of such a Wasserstein distance arises, but also study the asymmetric case. This…

算子代数 · 数学 2024-11-05 Rocco Duvenhage

This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a…

机器学习 · 统计学 2019-05-14 Titouan Vayer , Laetitia Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty