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The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. A key challenge behind this problem is to identify a suitable representation…

机器学习 · 统计学 2022-06-20 Dimitri Meunier , Massimiliano Pontil , Carlo Ciliberto

The sliced Wasserstein (SW) distance has been widely recognized as a statistically effective and computationally efficient metric between two probability measures. A key component of the SW distance is the slicing distribution. There are…

机器学习 · 统计学 2024-01-02 Khai Nguyen , Nhat Ho

While statistical modeling of distributional data has gained increased attention, the case of multivariate distributions has been somewhat neglected despite its relevance in various applications. This is because the Wasserstein distance,…

统计方法学 · 统计学 2025-10-21 Han Chen , Yidong Zhou , Hans-Georg Müller

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

This paper studies iterative schemes for measure transfer and approximation problems, which are defined through a slicing-and-matching procedure. Similar to the sliced Wasserstein distance, these schemes benefit from the availability of…

数值分析 · 数学 2026-03-17 Shiying Li , Caroline Moosmueller , Yongzhe Wang

Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the behavior of minimum Wasserstein estimators is poorly…

统计理论 · 数学 2021-07-20 Tianyi Lin , Zeyu Zheng , Elynn Y. Chen , Marco Cuturi , Michael I. Jordan

Optimal transport distances, otherwise known as Wasserstein distances, have recently drawn ample attention in computer vision and machine learning as a powerful discrepancy measure for probability distributions. The recent developments on…

机器学习 · 计算机科学 2015-11-11 Soheil Kolouri , Yang Zou , Gustavo K. Rohde

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

机器学习 · 计算机科学 2019-09-04 François-Pierre Paty , Marco Cuturi

While theoretically appealing, the application of the Wasserstein distance to large-scale machine learning problems has been hampered by its prohibitive computational cost. The sliced Wasserstein distance and its variants improve the…

机器学习 · 计算机科学 2022-03-18 Xiongjie Chen , Yongxin Yang , Yunpeng Li

Optimal transport (OT) and the related Wasserstein metric (W) are powerful and ubiquitous tools for comparing distributions. However, computing pairwise Wasserstein distances rapidly becomes intractable as cohort size grows. An attractive…

机器学习 · 计算机科学 2024-06-05 Doron Haviv , Russell Zhang Kunes , Thomas Dougherty , Cassandra Burdziak , Tal Nawy , Anna Gilbert , Dana Pe'er

Optimal Transport (OT) offers a powerful framework for finding correspondences between distributions and addressing matching and alignment problems in various areas of computer vision, including shape analysis, image generation, and…

计算机视觉与模式识别 · 计算机科学 2026-05-27 Xinran Liu , Elaheh Akbari , Rocio Diaz Martin , Navid NaderiAlizadeh , Soheil Kolouri

Optimal transport with quadratic cost provides a geometric framework for steering an ensemble, modeled by a probability law, with minimal effort. Yet ambient-space formulations become unwieldy in high dimensions, and sensing or actuation in…

最优化与控制 · 数学 2026-04-28 Kaito Ito , Anqi Dong

Wasserstein distance, which measures the discrepancy between distributions, shows efficacy in various types of natural language processing (NLP) and computer vision (CV) applications. One of the challenges in estimating Wasserstein distance…

机器学习 · 统计学 2022-06-27 Makoto Yamada , Yuki Takezawa , Ryoma Sato , Han Bao , Zornitsa Kozareva , Sujith Ravi

The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…

最优化与控制 · 数学 2025-10-10 Beatrice Acciaio , Songyan Hou , Gudmund Pammer

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

机器学习 · 统计学 2026-02-05 Ferdinand Genans , Olivier Wintenberger

Multi-marginal Optimal Transport (mOT), a generalization of OT, aims at minimizing the integral of a cost function with respect to a distribution with some prescribed marginals. In this paper, we consider an entropic version of mOT with a…

机器学习 · 统计学 2023-10-31 Maxence Noble , Valentin De Bortoli , Arnaud Doucet , Alain Durmus

Sliced-Wasserstein distance (SW) and its variant, Max Sliced-Wasserstein distance (Max-SW), have been used widely in the recent years due to their fast computation and scalability even when the probability measures lie in a very high…

机器学习 · 统计学 2020-10-06 Khai Nguyen , Nhat Ho , Tung Pham , Hung Bui

Sliced Wasserstein (SW) distance suffers from redundant projections due to independent uniform random projecting directions. To partially overcome the issue, max K sliced Wasserstein (Max-K-SW) distance ($K\geq 1$), seeks the best…

机器学习 · 统计学 2024-01-02 Khai Nguyen , Tongzheng Ren , Nhat Ho

Finding meaningful distances between high-dimensional data samples is an important scientific task. To this end, we propose a new tree-Wasserstein distance (TWD) for high-dimensional data with two key aspects. First, our TWD is specifically…

机器学习 · 计算机科学 2025-02-25 Ya-Wei Eileen Lin , Ronald R. Coifman , Gal Mishne , Ronen Talmon

Seeking informative projecting directions has been an important task in utilizing sliced Wasserstein distance in applications. However, finding these directions usually requires an iterative optimization procedure over the space of…

机器学习 · 统计学 2022-09-26 Khai Nguyen , Nhat Ho