相关论文: Rigidity and Quantitative Stability of the Sliced …

Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance…

Motivated by the growing popularity of variants of the Wasserstein distance in statistics and machine learning, we study statistical inference for the Sliced Wasserstein distance--an easily computable variant of the Wasserstein distance.…

We establish novel quantitative stability results for optimal transport problems with respect to perturbations in the target measure. We provide explicit bounds on the stability of optimal transport potentials and maps, which are relevant…

Gaussian smoothed sliced Wasserstein distance has been recently introduced for comparing probability distributions, while preserving privacy on the data. It has been shown that it provides performances similar to its non-smoothed…

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…

This paper establishes the quantitative stability of invariant measures $\mu_{\alpha}$ for $\mathbb{R}^d$-valued ergodic stochastic differential equations driven by rotationally invariant multiplicative $\alpha$-stable processes with…

Tree-Sliced methods have recently emerged as an alternative to the traditional Sliced Wasserstein (SW) distance, replacing one-dimensional lines with tree-based metric spaces and incorporating a splitting mechanism for projecting measures.…

In this note, we provide a unified framework for the mean square stability of stochastic jump linear systems via optimal transport. The Wasserstein metric known as an optimal transport, that assesses the distance between probability density…

In this paper, for $\mu$ and $\nu$ two probability measures on $\mathbb{R}^d$ with finite moments of order $\rho\ge 1$, we define the respective projections for the $W_\rho$-Wasserstein distance of $\mu$ and $\nu$ on the sets of probability…

We prove the convergence, in the small mass limit, of statistically invariant states for a class of semi-linear damped wave equations, perturbed by an additive Gaussian noise, both with Lipschitz-continuous and with polynomial…

In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…

Optimal transport (\OT) theory defines a powerful set of tools to compare probability distributions. \OT~suffers however from a few drawbacks, computational and statistical, which have encouraged the proposal of several regularized variants…

While many Machine Learning methods were developed or transposed on Riemannian manifolds to tackle data with known non Euclidean geometry, Optimal Transport (OT) methods on such spaces have not received much attention. The main OT tool on…

To overcome computational challenges of Optimal Transport (OT), several variants of Sliced Wasserstein (SW) has been developed in the literature. These approaches exploit the closed-form expression of the univariate OT by projecting…

We establish upper bounds for the expected $p$-th power of the Gaussian-smoothed $p$-Wasserstein distance between a probability measure $\mu$ and the corresponding empirical measure $\mu_N$, whenever $\mu$ has finite $q$-th moment for some…

The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Let $\pi\in \Pi(\mu,\nu)$ be a coupling between two probability measures $\mu$ and $\nu$ on a Polish space. In this article we propose and study a class of nonparametric measures of association between $\mu$ and $\nu$, which we call…

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…

The smooth 1-Wasserstein distance (SWD) $W_1^\sigma$ was recently proposed as a means to mitigate the curse of dimensionality in empirical approximation while preserving the Wasserstein structure. Indeed, SWD exhibits parametric convergence…