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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

Comparing structured data from possibly different metric-measure spaces is a fundamental task in machine learning, with applications in, e.g., graph classification. The Gromov-Wasserstein (GW) discrepancy formulates a coupling between the…

机器学习 · 计算机科学 2022-07-12 Hongwei Jin , Zishun Yu , Xinhua Zhang

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

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…

An optimal transport path may be viewed as a geodesic in the space of probability measures under a suitable family of metrics. This geodesic may exhibit a tree-shaped branching structure in many applications such as trees, blood vessels,…

度量几何 · 数学 2021-09-02 Qinglan Xia

Modeling distributions on Riemannian manifolds is a crucial component in understanding non-Euclidean data that arises, e.g., in physics and geology. The budding approaches in this space are limited by representational and computational…

机器学习 · 计算机科学 2021-06-21 Samuel Cohen , Brandon Amos , Yaron Lipman

The analysis of manifold-valued data requires efficient tools from Riemannian geometry to cope with the computational complexity at stake. This complexity arises from the always-increasing dimension of the data, and the absence of…

计算机视觉与模式识别 · 计算机科学 2017-11-27 Maxime Louis , Alexandre Bône , Benjamin Charlier , Stanley Durrleman

We introduce dynamic and static formulations that formally extend unbalanced optimal transport from the space of positive densities to the space of Riemannian metrics. The first construction is based on a dynamic variational formulation in…

微分几何 · 数学 2026-05-27 Martin Bauer , Peter W. Michor , François-Xavier Vialard

When we consider discretization of continuous probability distributions, it inevitably induces irreversible geometric distortion of local measure on the discretized support. While such discretziation-induced distortion is extrinsic to…

统计力学 · 物理学 2026-05-28 Koretaka Yuge

We investigate metric conditions that allow to prove existence and uniqueness of a map solving the Monge problem between two marginals in a metric (measure) space, proving two main results. Firstly, we introduce a nonsmooth version of the…

度量几何 · 数学 2024-10-31 Shucheng Li , Mattia Magnabosco , Timo Schultz

Comparing probability distributions is a fundamental problem in data sciences. Simple norms and divergences such as the total variation and the relative entropy only compare densities in a point-wise manner and fail to capture the geometric…

We study quasi-Newton methods from the viewpoint of information geometry induced associated with Bregman divergences. Fletcher has studied a variational problem which derives the approximate Hessian update formula of the quasi-Newton…

统计计算 · 统计学 2010-10-15 Takafumi Kanamori , Atsumi Ohara

High-dimensional data with intrinsic low-dimensional structure is ubiquitous in machine learning and data science. While various approaches allow one to learn a data manifold with a Riemannian structure from finite samples, performing…

最优化与控制 · 数学 2026-05-07 Willem Diepeveen , Melanie Weber

In this article we explore an algorithm for diffeomorphic random sampling of nonuniform probability distributions on Riemannian manifolds. The algorithm is based on optimal information transport (OIT)---an analogue of optimal mass transport…

数值分析 · 数学 2018-07-20 Martin Bauer , Sarang Joshi , Klas Modin

We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous…

机器学习 · 统计学 2025-05-26 Linus Bleistein , Aurélien Bellet , Julie Josse

Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…

统计理论 · 数学 2025-12-11 Gonzalo Mena , Arun Kumar Kuchibhotla , Larry Wasserman

This article is an exposition on some recent theoretical advances in learning latent structured models, with a primary focus on the fundamental roles that optimal transport distances play in the statistical theory. We aim at what may be the…

统计理论 · 数学 2026-01-19 XuanLong Nguyen , Yun Wei

A fundamental result of thermodynamic geometry is that the optimal, minimal-work protocol that drives a nonequilibrium system between two thermodynamic states in the slow-driving limit is given by a geodesic of the friction tensor, a…

统计力学 · 物理学 2024-10-24 Adrianne Zhong , Michael R. DeWeese

Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…

量子物理 · 物理学 2021-11-18 Ilia A. Luchnikov , Mikhail E. Krechetov , Sergey N. Filippov

Choosing the Fisher information as the metric tensor for a Riemannian manifold provides a powerful yet fundamental way to understand statistical distribution families. Distances along this manifold become a compelling measure of statistical…