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We consider synthesis and analysis of probability measures using the entropy-regularized Wasserstein-2 cost and its unbiased version, the Sinkhorn divergence. The synthesis problem consists of computing the barycenter, with respect to these…

机器学习 · 统计学 2025-03-25 Brendan Mallery , James M. Murphy , Shuchin Aeron

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

This paper will introduce a family of sliced Wasserstein geodesics which are not standard Wasserstein geodesics, objects yet to be discovered in the literature. These objects exhibit how the geometric structure of the Sliced Wasserstein…

概率论 · 数学 2024-07-11 John Seale Hopper

The so-called \emph{simplified} Wasserstein barycenter problem, also known as the cheapest hub problem, consists in selecting one point from each of $k$ given sets, each set consisting of $n$ points, with the aim of minimizing the sum of…

最优化与控制 · 数学 2025-11-07 Woosuk L. Jung , Henry Wolkowicz

This paper focuses on the Wasserstein distributionally robust mean-lower semi-absolute deviation (DR-MLSAD) model, where the ambiguity set is a Wasserstein ball centered on the empirical distribution of the training sample. This model can…

最优化与控制 · 数学 2024-03-04 Weimi Zhou , Yong-Jin Liu

We develop a gradient-flow framework based on the Wasserstein metric for a parabolic moving-boundary problem that models crystal dissolution and precipitation. In doing so we derive a new weak formulation for this moving-boundary problem…

数学物理 · 物理学 2010-03-12 Jacobus W. Portegies , Mark A. Peletier

In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients…

最优化与控制 · 数学 2025-05-06 Thomas O. Gallouët , Andrea Natale , Gabriele Todeschi

Wasserstein distances are widely used in modern data analysis but pose significant computational and statistical challenges in high dimensions. The sliced Wasserstein distance alleviates these challenges by leveraging one-dimensional…

统计理论 · 数学 2026-05-21 David Rodríguez-Vítores , Eustasio del Barrio , Jean-Michel Loubes

Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…

统计理论 · 数学 2022-02-15 Vincent Divol

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…

Given a complete, connected Riemannian manifold $ \mathbb{M}^n $ with Ricci curvature bounded from below, we discuss the stability of the solutions of a porous medium-type equation with respect to the 2-Wasserstein distance. We produce…

偏微分方程分析 · 数学 2022-07-29 Nicolò De Ponti , Matteo Muratori , Carlo Orrieri

Wasserstein barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their…

机器学习 · 计算机科学 2020-10-27 Lingxiao Li , Aude Genevay , Mikhail Yurochkin , Justin Solomon

We propose a variational scheme for computing Wasserstein gradient flows. The scheme builds upon the Jordan--Kinderlehrer--Otto framework with the Benamou-Brenier's dynamic formulation of the quadratic Wasserstein metric and adds a…

数值分析 · 数学 2020-07-15 Wuchen Li , Jianfeng Lu , Li Wang

In this paper, we propose and analyze an efficient Halpern-Peaceman-Rachford (HPR) algorithm for solving the Wasserstein barycenter problem (WBP) with fixed supports. While the Peaceman-Rachford (PR) splitting method itself may not be…

最优化与控制 · 数学 2022-11-29 Guojun Zhang , Yancheng Yuan , Defeng Sun

Wasserstein barycenter is the centroid of a collection of discrete probability distributions which minimizes the average of the $\ell_2$-Wasserstein distance. This paper focuses on the computation of Wasserstein barycenters under the case…

最优化与控制 · 数学 2021-01-19 Yitian Qian , Shaohua Pan

We propose to align distributional data from the perspective of Wasserstein means. We raise the problem of regularizing Wasserstein means and propose several terms tailored to tackle different problems. Our formulation is based on the…

机器学习 · 计算机科学 2020-02-24 Liang Mi , Wen Zhang , Yalin Wang

Wasserstein Barycenter is a principled approach to represent the weighted mean of a given set of probability distributions, utilizing the geometry induced by optimal transport. In this work, we present a novel scalable algorithm to…

机器学习 · 计算机科学 2021-11-30 Jiaojiao Fan , Amirhossein Taghvaei , Yongxin Chen

In this paper, we introduce a generalization of the Wasserstein barycenter, to a case where the initial probability measures live on different subspaces of R^d. We study the existence and uniqueness of this barycenter, we show how it is…

概率论 · 数学 2021-05-21 Julie Delon , Nathaël Gozlan , Alexandre Saint-Dizier

Optimal transport and the Wasserstein distance $\mathcal{W}_p$ have recently seen a number of applications in the fields of statistics, machine learning, data science, and the physical sciences. These applications are however severely…

统计理论 · 数学 2024-05-24 Ruiyu Han , Cynthia Rush , Johannes Wiesel

Computing Wasserstein barycenters of discrete measures has recently attracted considerable attention due to its wide variety of applications in data science. In general, this problem is NP-hard, calling for practical approximative…

数值分析 · 数学 2023-01-25 Johannes von Lindheim