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相关论文: Nonlocal Wasserstein Distance: Metric and Asymptot…

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We construct a non-local Benamou-Brenier-type transport distance on the space of stationary point processes and analyse the induced geometry. We show that our metric is a specific variant of the transport distance recently constructed in…

概率论 · 数学 2025-04-17 Martin Huesmann , Hanna Stange

The Wasserstein distances $W_p$ ($p\geq 1$), defined in terms of solution to the Monge-Kantorovich problem, are known to be a useful tool to investigate transport equations. In particular, the Benamou-Brenier formula characterizes the…

偏微分方程分析 · 数学 2014-11-19 Benedetto Piccoli , Francesco Rossi

We consider dynamics driven by interaction energies on graphs. We introduce graph analogues of the continuum nonlocal-interaction equation and interpret them as gradient flows with respect to a graph Wasserstein distance. The particular…

偏微分方程分析 · 数学 2021-03-17 Antonio Esposito , Francesco S. Patacchini , André Schlichting , Dejan Slepčev

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

统计方法学 · 统计学 2019-04-10 Victor M. Panaretos , Yoav Zemel

This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…

偏微分方程分析 · 数学 2022-05-02 Matthias Erbar , Dominik Forkert , Jan Maas , Delio Mugnolo

We introduce a new class of distances between nonnegative Radon measures in Euclidean spaces. They are modeled on the dynamical characterization of the Kantorovich-Rubinstein-Wasserstein distances proposed by Benamou-Brenier and provide a…

泛函分析 · 数学 2014-09-16 Jean Dolbeault , Bruno Nazaret , Giuseppe Savare

We derive a Benamou-Brenier type dynamical formulation for the Wasserstein metric $\mathsf W_p$ between stationary random measures recently introduced in [EHJM23]. A key step is a reformulation of the metric $\mathsf W_p$ using Palm…

概率论 · 数学 2024-02-08 Martin Huesmann , Bastian Müller

We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…

偏微分方程分析 · 数学 2022-09-01 Simone Di Marino , Lorenzo Portinale , Emanuela Radici

We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…

最优化与控制 · 数学 2022-09-16 Luca Nenna , Brendan Pass

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

Let $(X_t)_{t \geq 0}$ be a diffusion process defined on a compact Riemannian manifold, and for $\alpha > 0$, let $$ \mu_t^{(\alpha)} = \frac{\alpha}{t^\alpha} \int_{0}^{t} \delta_{X_s} \, s^{\alpha - 1} \mathrm{d} s $$ be the associated…

概率论 · 数学 2023-10-04 Jie-Xiang Zhu

In this paper, we investigate the geodesic structure and the associated Kantorovich-type duality for a Benamou-Brenier-type transportation metric defined on the space of nonnegative measures over a finite reversible Markov chain. The metric…

偏微分方程分析 · 数学 2026-01-21 Qifan Mao , Xinyu Wang , Xiaoping Xue

We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…

统计理论 · 数学 2020-04-30 Jonathan Niles-Weed , Quentin Berthet

In this paper we investigate the numerical approximation of an analogue of the Wasserstein distance for optimal transport on graphs that is defined via a discrete modification of the Benamou--Brenier formula. This approach involves the…

数值分析 · 数学 2017-07-24 Matthias Erbar , Martin Rumpf , Bernhard Schmitzer , Stefan Simon

It is well known that nonlinear diffusion equations can be interpreted as a gradient flow in the space of probability measures equipped with the Euclidean Wasserstein distance. Under suitable convexity conditions on the nonlinearity, due to…

偏微分方程分析 · 数学 2014-02-13 François Bolley , José A. Carrillo

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

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

The Poisson-Nernst-Planck system of equations used to model ionic transport is interpreted as a gradient flow for the Wasserstein distance and a free energy in the space of probability measures with finite second moment. A variational…

偏微分方程分析 · 数学 2015-09-08 David Kinderlehrer , Léonard Monsaingeon , Xiang Xu

Rough path theory provides one with the notion of signature, a graded family of tensors which characterise, up to a negligible equivalence class, and ordered stream of vector-valued data. In the last few years, use of the signature has…

概率论 · 数学 2023-05-08 Thomas Cass , William F. Turner , Remy Messadene

We introduce a modified Benamou-Brenier type approach leading to a Wasserstein type distance that allows global invariance, specifically, isometries, and we show that the problem can be summarized to orthogonal transformations. This…

机器学习 · 统计学 2025-03-24 Kevine Meugang Toukam
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