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Estimating a $d$-dimensional distribution $\mu$ by the empirical measure $\hat{\mu}_n$ of its samples is an important task in probability theory, statistics and machine learning. It is well known that $\mathbb{E}[\mathcal{W}_p(\hat{\mu}_n,…

概率论 · 数学 2026-03-24 Martin Larsson , Jonghwa Park , Johannes Wiesel

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

机器学习 · 统计学 2024-04-01 Jie Wang , Rui Gao , Yao Xie

We investigate the Wasserstein distance between the empirical spectral distribution of non-Hermitian random matrices and the Circular Law. For general entry distributions, we obtain a nearly optimal rate of convergence in 1-Wasserstein…

概率论 · 数学 2022-10-31 Jonas Jalowy

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…

Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…

统计方法学 · 统计学 2025-01-15 Jakwang Kim , Young-Heon Kim , Yuanlong Ruan , Andrew Warren

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

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

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

统计理论 · 数学 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

机器学习 · 计算机科学 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

Distance measures between graphs are important primitives for a variety of learning tasks. In this work, we describe an unsupervised, optimal transport based approach to define a distance between graphs. Our idea is to derive…

计算工程、金融与科学 · 计算机科学 2024-04-11 Michael Scholkemper , Damin Kühn , Gerion Nabbefeld , Simon Musall , Björn Kampa , Michael T. Schaub

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

Wasserstein distances define a metric between probability measures on arbitrary metric spaces, including meta-measures (measures over measures). The resulting Wasserstein over Wasserstein (WoW) distance is a powerful, but computationally…

机器学习 · 计算机科学 2026-02-20 Moritz Piening , Robert Beinert

We expound on some known lower bounds of the quadratic Wasserstein distance between random vectors in $\mathbb{R}^n$ with an emphasis on affine transformations that have been used in manifold learning of data in Wasserstein space. In…

机器学习 · 统计学 2024-02-09 Keaton Hamm , Andrzej Korzeniowski

This paper is focused on the statistical analysis of probability measures $\nu_{1},\ldots,\nu_{n}$ on $\mathbb{R}$ that can be viewed as independent realizations of an underlying stochastic process. We consider the situation of practical…

统计理论 · 数学 2017-03-30 Jérémie Bigot , Raúl Gouet , Thierry Klein , Alfredo López

In a variety of research areas, the weighted bag of vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation…

统计计算 · 统计学 2017-01-10 Jianbo Ye , Panruo Wu , James Z. Wang , Jia Li

Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…

机器学习 · 统计学 2022-10-18 Sloan Nietert , Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

This paper presents a generalization of the Wasserstein distance for both persistence diagrams and merge trees [20], [66] that takes advantage of the regions of their topological features in the input domain. Specifically, we redefine the…

图形学 · 计算机科学 2025-10-21 Mathieu Pont , Christoph Garth

We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…

机器学习 · 统计学 2025-06-09 Jacob Feitelberg , Kyuseong Choi , Anish Agarwal , Raaz Dwivedi

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

机器学习 · 统计学 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…

统计计算 · 统计学 2019-08-06 Jialin Liu , Wotao Yin , Wuchen Li , Yat Tin Chow