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Data represented by probability measures arise as empirical distributions, posterior distributions, and feature-based representations of complex objects. We study heterogeneity in a population of probability measures through the expected…

统计方法学 · 统计学 2026-03-17 Kisung You

We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…

统计理论 · 数学 2022-02-16 Masaaki Imaizumi , Hirofumi Ota , Takuo Hamaguchi

Wasserstein geometry and information geometry are two important structures introduced in a manifold of probability distributions. The former is defined by using the transportation cost between two distributions, so it reflects the metric…

统计理论 · 数学 2020-03-13 Shun-ichi Amari

Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…

统计理论 · 数学 2015-10-14 Aaditya Ramdas , Nicolas Garcia , Marco Cuturi

The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…

机器学习 · 统计学 2023-03-02 Sloan Nietert , Rachel Cummings , Ziv Goldfeld

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

We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…

最优化与控制 · 数学 2024-08-20 Yifan Chen , Wuchen Li

How much dependence is there in the prime factorization of a random integer distributed uniformly from 1 to n? How much dependence is there in the decomposition into cycles of a random permutation of n points? What is the relation between…

数论 · 数学 2013-05-07 Richard Arratia

We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…

算子代数 · 数学 2015-03-13 Francesco D'Andrea , Pierre Martinetti

Bayesian optimal experimental design (OED) provides a principled framework for selecting observations or experiments. We introduce new Bayesian design criteria based on the expected Wasserstein-$p$ distance between the prior and posterior…

统计方法学 · 统计学 2026-05-28 Tapio Helin , Youssef Marzouk , Jose Rodrigo Rojo-Garcia

Mutual information maximization has emerged as a powerful learning objective for unsupervised representation learning obtaining state-of-the-art performance in applications such as object recognition, speech recognition, and reinforcement…

机器学习 · 计算机科学 2019-03-29 Sherjil Ozair , Corey Lynch , Yoshua Bengio , Aaron van den Oord , Sergey Levine , Pierre Sermanet

We propose a new approach to measuring the agreement between two oscillatory time series, such as seismic waveforms, and demonstrate that it can be employed effectively in inverse problems. Our approach is based on Optimal Transport theory…

地球物理 · 物理学 2022-07-01 Malcolm Sambridge , Andrew Jackson , Andrew P. Valentine

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

统计方法学 · 统计学 2024-02-09 Ryo Okano , Masaaki Imaizumi

Wasserstein barycenters correspond to optimal solutions of transportation problems for several marginals, and as such have a wide range of applications ranging from economics to statistics and computer science. When the marginal probability…

最优化与控制 · 数学 2015-08-11 Ethan Anderes , Steffen Borgwardt , Jacob Miller

In this paper we study the BV regularity for solutions of variational problems in Optimal Transportation. As an application we recover BV estimates for solutions of some non-linear parabolic PDE by means of optimal transportation…

最优化与控制 · 数学 2015-09-30 Guido De Philippis , Alpár Mészáros , Filippo Santambrogio , Bozhidar Velichkov

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…

We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p $\in$ [1, $\infty$) between the empirical measure of independent and identically distributed R d-valued random variables…

概率论 · 数学 2018-12-21 Jérôme Dedecker , Florence Merlevède

We consider the task of modeling a dependent sequence of random partitions. It is well-known that a random measure in Bayesian nonparametrics induces a distribution over random partitions. The community has therefore assumed that the best…

统计方法学 · 统计学 2021-08-03 Garritt L. Page , Fernando A. Quintana , David B. Dahl

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

系统与控制 · 电气工程与系统科学 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

This paper is concerned with minimax conditional independence testing. In contrast to some previous works on the topic, which use the total variation distance to separate the null from the alternative, here we use the Wasserstein distance.…

统计理论 · 数学 2023-08-21 Matey Neykov , Larry Wasserman , Ilmun Kim , Sivaraman Balakrishnan