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The Wasserstein distance has become increasingly important in machine learning and deep learning. Despite its popularity, the Wasserstein distance is hard to approximate because of the curse of dimensionality. A recently proposed approach…

机器学习 · 计算机科学 2021-09-29 Minhui Huang , Shiqian Ma , Lifeng Lai

In this paper, based on the Fr{\'e}chet mean, we define a notion of barycenter corresponding to a usual notion of statistical mean. We prove the existence of Wasserstein barycenters of random distributions defined on a geodesic space (E,…

统计理论 · 数学 2016-02-15 Thibaut Le Gouic , Jean-Michel Loubes

The sliced Wasserstein flow (SWF), a nonparametric and implicit generative gradient flow, is transformed into a Liouville partial differential equation (PDE)-based formalism. First, the stochastic diffusive term from the Fokker-Planck…

机器学习 · 统计学 2026-05-12 Jayshawn Cooper , Pilhwa Lee

Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation…

系统与控制 · 电气工程与系统科学 2022-02-28 Pedro Cisneros-Velarde , Francesco Bullo

For martingales with a wide range of integrability, we will quantify the rate of convergence of the central limit theorem via Wasserstein distances of order $r$, $1\le r\le 3$. Our bounds are in terms of Lyapunov's coefficients and the…

概率论 · 数学 2024-07-25 Xiaoqin Guo

This short paper presents a general approach for computing robust Wasserstein barycenters of persistence diagrams. The classical method consists in computing assignment arithmetic means after finding the optimal transport plans between the…

机器学习 · 计算机科学 2026-01-22 Keanu Sisouk , Eloi Tanguy , Julie Delon , Julien Tierny

In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…

系统与控制 · 计算机科学 2014-10-03 Kooktae Lee , Abhishek Halder , Raktim Bhattacharya

Distributed consensus in the Wasserstein metric space of probability measures on the real line is introduced in this work. Convergence of each agent's measure to a common measure is proven under a weak network connectivity condition. The…

最优化与控制 · 数学 2021-10-04 Adrian N. Bishop , Arnaud Doucet

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

概率论 · 数学 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…

统计方法学 · 统计学 2022-02-14 Ryo Okano , Masaaki Imaizumi

We consider two statistical problems at the intersection of functional and non-Euclidean data analysis: the determination of a Fr\'echet mean in the Wasserstein space of multivariate distributions; and the optimal registration of deformed…

统计理论 · 数学 2020-12-17 Yoav Zemel , Victor M. Panaretos

This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…

机器学习 · 计算机科学 2025-10-31 Maksim Maslov , Alexander Kugaevskikh , Matthew Ivanov

The optimal transport barycenter (a.k.a. Wasserstein barycenter) is a fundamental notion of averaging that extends from the Euclidean space to the Wasserstein space of probability distributions. Computation of the unregularized barycenter…

机器学习 · 统计学 2025-05-27 Kaheon Kim , Rentian Yao , Changbo Zhu , Xiaohui Chen

We propose a variational approach to approximate measures with measures uniformly distributed over a 1 dimentional set. The problem consists in minimizing a Wasserstein distance as a data term with a regularization given by the length of…

偏微分方程分析 · 数学 2024-10-17 Antonin Chambolle , Vincent Duval , Joao Miguel Machado

Wasserstein Barycenter (WB) is one of the most fundamental optimization problems in optimal transportation. Given a set of distributions, the goal of WB is to find a new distribution that minimizes the average Wasserstein distance to them.…

机器学习 · 计算机科学 2024-04-23 Qingyuan Yang , Hu Ding

To address the issue of inaccurate distributions in practical stochastic systems, a minimax linear-quadratic control method is proposed using the Wasserstein metric. Our method aims to construct a control policy that is robust against…

系统与控制 · 电气工程与系统科学 2021-02-26 Kihyun Kim , Insoon Yang

The paper proposes a new approach to model risk measurement based on the Wasserstein distance between two probability measures. It formulates the theoretical motivation resulting from the interpretation of fictitious adversary of robust…

数理金融 · 定量金融 2019-03-05 Yu Feng , Erik Schlögl

The Wasserstein gradient flow structure of the PDE system governing multiphase flows in porous media was recently highlighted in [C. Canc\`es, T. O. Gallou\"et, and L. Monsaingeon, {\it Anal. PDE} 10(8):1845--1876, 2017]. The model can thus…

In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…

统计理论 · 数学 2026-04-28 Dongzhou Huang , Tianyi Jiang , Haonan Wang

We propose a balanced coarsening scheme for multilevel hypergraph partitioning. In addition, an initial partitioning algorithm is designed to improve the quality of k-way hypergraph partitioning. By assigning vertex weights through the LPT…

机器学习 · 计算机科学 2023-07-14 Zhicheng Guo , Jiaxuan Zhao , Licheng Jiao , Xu Liu