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The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…

概率论 · 数学 2017-07-04 Jonathan Weed , Francis Bach

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

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

机器学习 · 计算机科学 2019-09-04 François-Pierre Paty , Marco Cuturi

Fix $p\in[1,\infty)$, $K\in(0,\infty)$ and a probability measure $\mu$. We prove that for every $n\in\mathbb{N}$, $\varepsilon\in(0,1)$ and $x_1,\ldots,x_n\in L_p(\mu)$ with $\big\| \max_{i\in\{1,\ldots,n\}} |x_i| \big\|_{L_p(\mu)} \leq K$,…

度量几何 · 数学 2022-03-10 Alexandros Eskenazis

Consider a random matrix $H:\mathbb{R}^n\longrightarrow\mathbb{R}^m$. Let $D\geq2$ and let $\{W_l\}_{l=1}^{p}$ be a set of $k$-dimensional affine subspaces of $\mathbb{R}^n$. We ask what is the probability that for all $1\leq l\leq p$ and…

泛函分析 · 数学 2013-08-14 Alon Dmitriyuk , Yehoram Gordon

The sliced Wasserstein distance as well as its variants have been widely considered in comparing probability measures defined on $\mathbb R^d$. Here we derive the notion of sliced Wasserstein distance for measures on an infinite dimensional…

度量几何 · 数学 2025-12-10 Ruiyu Han

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…

机器学习 · 统计学 2017-10-23 Nicolas Courty , Rémi Flamary , Mélanie Ducoffe

Optimal transport has gained much attention in image processing field, such as computer vision, image interpolation and medical image registration. Recently, Bredies et al. (ESAIM:M2AN 54:2351-2382, 2020) and Schmitzer et al. (IEEE T MED…

数值分析 · 数学 2023-08-21 Yiming Gao

This short note is on a property of the $\mathcal{W}_2$ Wasserstein distance which indicates that independent elliptical distributions minimize their $\mathcal{W}_2$ Wasserstein distance from given independent elliptical distributions with…

统计理论 · 数学 2020-12-08 Song Fang , Quanyan Zhu

This short note gives a proof of the triangle inequality based on the Kantorovich duality formula for the Wasserstein distances of exponent $p\in[1,+\infty)$ in the case of a general Polish space. In particular it avoids the "glueing of…

最优化与控制 · 数学 2023-08-08 François Golse

Given a compact $E \subset \mathbb{R}^n$ and $s > 0$, the maximum distance problem seeks a compact and connected subset of $\mathbb{R}^n$ of smallest one dimensional Hausdorff measure whose $s$-neighborhood covers $E$. For $E\subset…

经典分析与常微分方程 · 数学 2021-03-12 Enrique G. Alvarado , Bala Krishnamoorthy , Kevin R. Vixie

This paper studies the problem of computing a linear approximation of quadratic Wasserstein distance $W_2$. In particular, we compute an approximation of the negative homogeneous weighted Sobolev norm whose connection to Wasserstein…

数值分析 · 数学 2022-03-02 Philip Greengard , Jeremy G. Hoskins , Nicholas F. Marshall , Amit Singer

In this work, we investigate the variational problem $$\rho_x^\ast = \text{argmin}_{\rho_x} D(G\#\rho_x, \rho_y)\,, $$ where $D$ quantifies the difference between two probability measures, and ${G}$ is a forward operator that maps a…

最优化与控制 · 数学 2025-01-17 Qin Li , Li Wang , Yunan Yang

Adapting a definition given by Bjerkevik and Lesnick for multiparameter persistence modules, we introduce an $\ell^p$-type extension of the interleaving distance on merge trees. We show that our distance is a metric, and that it…

计算几何 · 计算机科学 2022-03-23 Robert Cardona , Justin Curry , Tung Lam , Michael Lesnick

Statistical inference can be performed by minimizing, over the parameter space, the Wasserstein distance between model distributions and the empirical distribution of the data. We study asymptotic properties of such minimum Wasserstein…

统计方法学 · 统计学 2019-05-13 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

The Sliced Wasserstein (SW) distance has become a popular alternative to the Wasserstein distance for comparing probability measures. Widespread applications include image processing, domain adaptation and generative modelling, where it is…

机器学习 · 统计学 2025-05-15 Eloi Tanguy , Rémi Flamary , Julie Delon

We introduce a distortion measure for images, Wasserstein distortion, that simultaneously generalizes pixel-level fidelity on the one hand and realism or perceptual quality on the other. We show how Wasserstein distortion reduces to a pure…

信息论 · 计算机科学 2024-04-01 Yang Qiu , Aaron B. Wagner , Johannes Ballé , Lucas Theis

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

In this manuscript we investigate the equivalence of Fourier-based metrics on discrete state spaces with the well-known Wasserstein distances. While the use of Fourier-based metrics in continuous state spaces is ubiquitous since its…

概率论 · 数学 2024-04-09 Fei Cao , Xiaoqian Gong

The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability measures supported on finitely many points, we derive…

统计方法学 · 统计学 2017-04-27 Max Sommerfeld , Axel Munk