相关论文: Rigidity and Quantitative Stability of the Sliced …
This paper provides results on Wasserstein gradient flows between measures on the real line. Utilizing the isometric embedding of the Wasserstein space $\mathcal P_2(\mathbb R)$ into the Hilbert space $L_2((0,1))$, Wasserstein gradient…
Gaussian mixture models (GMMs) are widely used in machine learning for tasks such as clustering, classification, image reconstruction, and generative modeling. A key challenge in working with GMMs is defining a computationally efficient and…
The Sliced-Wasserstein distance (SW) is a computationally efficient and theoretically grounded alternative to the Wasserstein distance. Yet, the literature on its statistical properties -- or, more accurately, its generalization properties…
We discuss the classical problem of measuring the regularity of distribution of sets of $N$ points in $\mathbb{T}^d$. A recent line of investigation is to study the cost ($=$ mass $\times$ distance) necessary to move Dirac measures placed…
Optimal Transport (OT) has attracted significant interest in the machine learning community, not only for its ability to define meaningful distances between probability distributions -- such as the Wasserstein distance -- but also for its…
Wasserstein projections in the convex order were first considered in the framework of weak optimal transport, and found application in various problems such as concentration inequalities and martingale optimal transport. In dimension one,…
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…
We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…
We introduce a one-parameter family of metrics on the space of Borel probability measures on Euclidean space with finite $p$th moment for $1\leq p <\infty$, called the $\textit{sliced Monge--Kantorovich metrics}$, which include the sliced…
Two geometrical structures have been extensively studied for a manifold of probability distributions. One is based on the Fisher information metric, which is invariant under reversible transformations of random variables, while the other is…
We revisit the question of characterizing the convergence rate of plug-in estimators of optimal transport costs. It is well known that an empirical measure comprising independent samples from an absolutely continuous distribution on…
Comparing probability distributions is at the crux of many machine learning algorithms. Maximum Mean Discrepancies (MMD) and Wasserstein distances are two classes of distances between probability distributions that have attracted abundant…
The stability of persistence diagrams is among the most important results in applied and computational topology. Most results in the literature phrase stability in terms of the bottleneck distance between diagrams and the $\infty$-norm of…
Sinkhorn divergence is a measure of dissimilarity between two probability measures. It is obtained through adding an entropic regularization term to Kantorovich's optimal transport problem and can hence be viewed as an entropically…
This paper focuses on a similarity measure, known as the Wasserstein distance, with which to compare images. The Wasserstein distance results from a partial differential equation (PDE) formulation of Monge's optimal transport problem. We…
We provide an analysis of the squared Wasserstein-2 ($W_2$) distance between two probability distributions associated with two stochastic differential equations (SDEs). Based on this analysis, we propose the use of a squared $W_2$…
Anomaly detection (AD) has been an active research area in various domains. Yet, the increasing data scale, complexity, and dimension turn the traditional methods into challenging. Recently, the deep generative model, such as the…
Monte Carlo (MC) integration has been employed as the standard approximation method for the Sliced Wasserstein (SW) distance, whose analytical expression involves an intractable expectation. However, MC integration is not optimal in terms…
Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…
Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…