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A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…

机器学习 · 统计学 2026-02-24 Yinan Hu , Esteban G. Tabak

We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…

机器学习 · 统计学 2014-06-18 Marco Cuturi , Arnaud Doucet

In this paper, we establish a Kantorovich duality for weak optimal total variation transport problems. As consequences, we recover a version of duality formula for partial optimal transports established by Caffarelli and McCann; and we also…

最优化与控制 · 数学 2021-01-19 Nhan-Phu Chung , Thanh-Son Trinh

In this paper, we apply the framework of optimal transport to the formulation of optimal design problems. By considering the Wasserstein space as a set of design variables, we associate each probability measure with a shape configuration of…

最优化与控制 · 数学 2025-09-08 Fumiya Okazaki , Takayuki Yamada

This paper is concerned by the study of barycenters for random probability measures in the Wasserstein space. Using a duality argument, we give a precise characterization of the population barycenter for various parametric classes of random…

统计理论 · 数学 2017-11-30 Jérémie Bigot , Thierry Klein

This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space,…

机器学习 · 统计学 2022-05-05 Quentin Mérigot , Alex Delalande , Frédéric Chazal

On the space of probability densities, we extend the Wasserstein geodesics to the case of higher-order interpolation such as cubic spline interpolation. After presenting the natural extension of cubic splines to the Wasserstein space, we…

最优化与控制 · 数学 2018-07-27 Jean-David Benamou , Thomas Gallouët , François-Xavier Vialard

We show how one can obtain a class of quadratic Wasserstein metrics, that is to say, Wasserstein metrics of order 2, on the set of faithful normal states of a von Neumann algebra $A$, via transport plans, rather than through a dynamical…

算子代数 · 数学 2022-11-03 Rocco Duvenhage

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

统计理论 · 数学 2019-11-05 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

It was shown in [6] that the Wasserstein distance is equivalent to the Mean Optimal Sub-Pattern Assignment (MOSPA) measure for empirical probability density functions. A more recent paper [7], extends on it by drawing new connections…

统计理论 · 数学 2016-12-21 Gabriel M. Lipsa , Marco Guerriero

In this article, we define the transport dimension of probability measures on $\mathbb{R}^m$ using ramified optimal transportation theory. We show that the transport dimension of a probability measure is bounded above by the Minkowski…

最优化与控制 · 数学 2021-09-02 Qinglan Xia , Anna Vershynina

1. Complex systems of moving and interacting objects are ubiquitous in the natural and social sciences. Predicting their behavior often requires models that mimic these systems with sufficient accuracy, while accounting for their inherent…

定量方法 · 定量生物学 2014-12-02 Jonathan R. Potts , Marie Auger-Méthé , Karl Mokross , Mark A. Lewis

We propose a new statistical model, the spiked transport model, which formalizes the assumption that two probability distributions differ only on a low-dimensional subspace. We study the minimax rate of estimation for the Wasserstein…

统计理论 · 数学 2019-09-18 Jonathan Niles-Weed , Philippe Rigollet

The seminal result of Benamou and Brenier provides a characterization of the Wasserstein distance as the path of the minimal action in the space of probability measures, where paths are solutions of the continuity equation and the action is…

偏微分方程分析 · 数学 2022-09-23 Dejan Slepčev , Andrew Warren

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…

After presenting an overview about variational problems on probability measures for functionals involving transport costs and extra terms encouraging or discouraging concentration, we look for optimality conditions, regularity properties…

最优化与控制 · 数学 2007-05-23 Filippo Santambrogio

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

We introduce a novel optimal transport framework for probabilistic circuits (PCs). While it has been shown recently that divergences between distributions represented as certain classes of PCs can be computed tractably, to the best of our…

人工智能 · 计算机科学 2025-10-16 Adrian Ciotinga , YooJung Choi

The challenge of describing model drift is an open question in unsupervised learning. It can be difficult to evaluate at what point an unsupervised model has deviated beyond what would be expected from a different sample from the same…

计算几何 · 计算机科学 2018-12-18 Michael McCabe

This paper presents a new variational data assimilation (VDA) approach for the formal treatment of bias in both model outputs and observations. This approach relies on the Wasserstein metric stemming from the theory of optimal mass…

统计方法学 · 统计学 2020-08-04 Sagar K. Tamang , Ardeshir Ebtehaj , Dongmian Zou , Gilad Lerman