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We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…

机器学习 · 统计学 2026-03-04 Khai Nguyen , Hai Nguyen , Nhat Ho

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…

Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…

统计理论 · 数学 2022-06-08 Julien Reygner , Adrien Touboul

This paper introduces a comprehensive framework to adjust a discrete test statistic for improving its hypothesis testing procedure. The adjustment minimizes the Wasserstein distance to a null-approximating continuous distribution, tackling…

统计理论 · 数学 2025-06-13 Gonzalo Contador , Zheyang Wu

The smooth 1-Wasserstein distance (SWD) $W_1^\sigma$ was recently proposed as a means to mitigate the curse of dimensionality in empirical approximation while preserving the Wasserstein structure. Indeed, SWD exhibits parametric convergence…

统计理论 · 数学 2022-02-28 Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

In this paper we propose tight upper and lower bounds for the Wasserstein distance between any two {{univariate continuous distributions}} with probability densities $p_1$ and $p_2$ having nested supports. These explicit bounds are…

概率论 · 数学 2015-10-21 Christophe Ley , Gesine Reinert , Yvik Swan

The Wasserstein metric is an important measure of distance between probability distributions, with applications in machine learning, statistics, probability theory, and data analysis. This paper provides upper and lower bounds on…

统计理论 · 数学 2019-11-11 Shashank Singh , Barnabás Póczos

The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an…

机器学习 · 统计学 2022-01-05 Kimia Nadjahi , Alain Durmus , Pierre E. Jacob , Roland Badeau , Umut Şimşekli

Wasserstein GANs are based on the idea of minimising the Wasserstein distance between a real and a generated distribution. We provide an in-depth mathematical analysis of differences between the theoretical setup and the reality of training…

机器学习 · 统计学 2021-10-06 Jan Stanczuk , Christian Etmann , Lisa Maria Kreusser , Carola-Bibiane Schönlieb

Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…

机器学习 · 统计学 2022-10-18 Sloan Nietert , Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

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

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

Compared with word embedding based on point representation, distribution-based word embedding shows more flexibility in expressing uncertainty and therefore embeds richer semantic information when representing words. The Wasserstein…

计算与语言 · 计算机科学 2018-09-05 Chi Sun , Hang Yan , Xipeng Qiu , Xuanjing Huang

We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establish a new rate of convergence of the $\infty-$Wasserstein…

概率论 · 数学 2018-08-03 Anning Liu , Jian-Guo Liu , Yulong Lu

It has long been thought that high-dimensional data encountered in many practical machine learning tasks have low-dimensional structure, i.e., the manifold hypothesis holds. A natural question, thus, is to estimate the intrinsic dimension…

机器学习 · 统计学 2022-06-01 Adam Block , Zeyu Jia , Yury Polyanskiy , Alexander Rakhlin

Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…

最优化与控制 · 数学 2025-01-28 Tam Le , Jérôme Malick

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

最优化与控制 · 数学 2020-06-15 Julie Delon , Agnes Desolneux

We propose of an improved version of the ubiquitous symmetrization inequality making use of the Wasserstein distance between a measure and its reflection in order to quantify the symmetry of the given measure. An empirical bound on this…

统计理论 · 数学 2020-01-07 Adam B Kashlak

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

We propose a variational approach to approximate measures with measures uniformly distributed over a 1 dimentional set. The problem consists in minimizing a Wasserstein distance as a data term with a regularization given by the length of…

偏微分方程分析 · 数学 2024-10-17 Antonin Chambolle , Vincent Duval , Joao Miguel Machado