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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

Persistence diagrams are a useful tool from topological data analysis which can be used to provide a concise description of a filtered topological space. What makes them even more useful in practice is that they come with a notion of a…

计算几何 · 计算机科学 2018-11-05 Jesse J. Berwald , Joel M. Gottlieb , Elizabeth Munch

Wasserstein barycenters and variance-like criteria based on the Wasserstein distance are used in many problems to analyze the homogeneity of collections of distributions and structural relationships between the observations. We propose the…

We study transport distances on metric graphs representing gas networks. Starting from the dynamic formulation of the Wasserstein distance, we review extensions to networks, with and without the possibility of storing mass on the vertices.…

偏微分方程分析 · 数学 2026-01-22 Martin Burger , Ariane Fazeny , Gilles Mordant , Jan-Frederik Pietschmann

We study the average $p-$Wasserstein distance between a finite sample of an infinite hyperuniform point process on $\mathbb{R}^2$ and its mean for any $p\geq 1$. The average Wasserstein transport cost is shown to be bounded from above and…

概率论 · 数学 2024-07-23 Raphael Butez , Sandrine Dallaporta , David García-Zelada

Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation…

系统与控制 · 电气工程与系统科学 2022-02-28 Pedro Cisneros-Velarde , Francesco Bullo

Statistical models often include thousands of parameters. However, large models decrease the investigator's ability to interpret and communicate the estimated parameters. Reducing the dimensionality of the parameter space in the estimation…

统计方法学 · 统计学 2022-05-16 Eric Dunipace , Lorenzo Trippa

A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…

统计方法学 · 统计学 2019-05-10 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common…

机器学习 · 计算机科学 2021-02-16 Jung Hun Oh , Maryam Pouryahya , Aditi Iyer , Aditya P. Apte , Allen Tannenbaum , Joseph O. Deasy

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

最优化与控制 · 数学 2019-07-16 Evan Patterson

Squared Wasserstein distance is a frequently used tool to measure discrepancy between probability distributions. This distance is typically computed between empirical measures of size $n$ from two underlying random samples. Unfortunately,…

机器学习 · 统计学 2026-05-20 Peter Matthew Jacobs , Jeff M. Phillips

We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…

机器学习 · 计算机科学 2023-02-16 Alexander Cloninger , Keaton Hamm , Varun Khurana , Caroline Moosmüller

In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…

系统与控制 · 电气工程与系统科学 2025-06-13 Eduardo Figueiredo , Steven Adams , Peyman Mohajerin Esfahani , Luca Laurenti

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

机器学习 · 计算机科学 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

Gromov--Wasserstein (GW) distances compare graphs, shapes, and point clouds through internal distances, without requiring a common coordinate system. This invariance is powerful, but discrete GW is a nonconvex quadratic optimal transport…

机器学习 · 计算机科学 2026-05-15 Ao Xu , Tieru Wu

As interest in graph data has grown in recent years, the computation of various geometric tools has become essential. In some area such as mesh processing, they often rely on the computation of geodesics and shortest paths in discretized…

计算几何 · 计算机科学 2023-03-28 Marc Theveneau , Nicolas Keriven

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

Consider a set of points sampled independently near a smooth compact submanifold of Euclidean space. We provide mathematically rigorous bounds on the number of sample points required to estimate both the dimension and the tangent spaces of…

统计理论 · 数学 2023-09-26 Uzu Lim , Harald Oberhauser , Vidit Nanda

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

机器学习 · 统计学 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…

机器学习 · 统计学 2025-06-09 Jacob Feitelberg , Kyuseong Choi , Anish Agarwal , Raaz Dwivedi