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This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Trajectory prediction is one of the key capabilities for robots to safely navigate and interact with pedestrians. Critical insights from human intention and behavioral patterns need to be integrated to effectively forecast long-term…

机器人学 · 计算机科学 2021-06-22 Zhe Huang , Aamir Hasan , Kazuki Shin , Ruohua Li , Katherine Driggs-Campbell

Optimal transport theory has recently found many applications in machine learning thanks to its capacity for comparing various machine learning objects considered as distributions. The Kantorovitch formulation, leading to the Wasserstein…

机器学习 · 统计学 2018-11-08 Titouan Vayer , Laetita Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

We study the geometry of the space of measures of a compact ultrametric space X, endowed with the L^p Wasserstein distance from optimal transportation. We show that the power p of this distance makes this Wasserstein space affinely…

泛函分析 · 数学 2014-06-04 Benoît Kloeckner

We present a self-contained analysis of the stationary radiative transfer equation in weighted $L^p$ spaces. The use of weighted spaces allows us to derive uniform a-priori estimates for $1 \le p \le \infty$ under minimal assumptions on the…

偏微分方程分析 · 数学 2014-07-31 Herbert Egger , Matthias Schlottbom

We obtain explicit $p$-Wasserstein distance error bounds between the distribution of the multi-parameter MLE and the multivariate normal distribution. Our general bounds are given for possibly high-dimensional, independent and identically…

统计理论 · 数学 2021-12-28 Andreas Anastasiou , Robert E. Gaunt

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

Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…

数据结构与算法 · 计算机科学 2018-12-18 Jason Altschuler , Francis Bach , Alessandro Rudi , Jonathan Weed

The mathematical forces at work behind Generative Adversarial Networks raise challenging theoretical issues. Motivated by the important question of characterizing the geometrical properties of the generated distributions, we provide a…

Variational Inference approximates an unnormalized distribution via the minimization of Kullback-Leibler (KL) divergence. Although this divergence is efficient for computation and has been widely used in applications, it suffers from some…

机器学习 · 统计学 2022-07-28 Mingxuan Yi , Song Liu

In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph $G$. Different graph structures lead to different specifications of the optimal transport problem. For…

统计理论 · 数学 2024-07-08 Patrick Cheridito , Stephan Eckstein

Recently, the elephant random walk has attracted a lot of attentions. A wide range of literature is available for the asymptotic behavior of the process, such as the central limit theorems, functional limit theorems and the law of iterated…

概率论 · 数学 2022-09-20 Xiaohui Ma , Mohamed El Machkouri , Xiequan Fan

The standard algorithm for Levenshtein distance, treats trailing whitespace the same as any other letter or symbol. However, when humans compare 2 strings, we implicitly assume that both strings are padded by infinite trailing whitespace.…

数据结构与算法 · 计算机科学 2021-03-15 Kartik Vempala

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…

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

Image ranking is to rank images based on some known ranked images. In this paper, we propose an improved linear ordinal distance metric learning approach based on the linear distance metric learning model. By decomposing the distance metric…

机器学习 · 计算机科学 2019-02-28 Panpan Yu , Qingna Li

Wasserstein distances are increasingly used in a wide variety of applications in machine learning. Sliced Wasserstein distances form an important subclass which may be estimated efficiently through one-dimensional sorting operations. In…

机器学习 · 统计学 2019-04-08 Mark Rowland , Jiri Hron , Yunhao Tang , Krzysztof Choromanski , Tamas Sarlos , Adrian Weller

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

最优化与控制 · 数学 2023-06-22 Stephan Eckstein , Marcel Nutz

We derive upper bounds on the generalization error of learning algorithms based on their \emph{algorithmic transport cost}: the expected Wasserstein distance between the output hypothesis and the output hypothesis conditioned on an input…

机器学习 · 统计学 2018-11-09 Jingwei Zhang , Tongliang Liu , Dacheng Tao

It has been shown beneficial for many types of data which present an underlying hierarchical structure to be embedded in hyperbolic spaces. Consequently, many tools of machine learning were extended to such spaces, but only few…

机器学习 · 计算机科学 2023-06-27 Clément Bonet , Laetitia Chapel , Lucas Drumetz , Nicolas Courty
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