Upper bound for max-sliced 2-Wasserstein distance between measures.
problem Estimating distance between probability measures and their empirical counterparts.
method Same technique as previous work, upper bound approach.
result Upper bound for expected max-sliced 2-Wasserstein distance.
Sharp bounds for max-sliced Wasserstein distances derived for empirical distributions.
problem Estimating the expected max-sliced Wasserstein distance between a probability measure and its empirical distribution.
method Banach space version and operator norm approach for upper bounds.
result Upper bounds for max-sliced Wasserstein distances are essentially matching and sharp up to a log factor.
Max-sliced Wasserstein metric reduces high-dimensional data to 1D for better estimation.
problem Curse of dimensionality in optimal transport.
method Introduces max-sliced Wasserstein metric to reduce high-dimensional problems to 1D.
result Uniform ratio bounds of empirical measures on RKHS concentrate uniformly fast at parametric rates.
Generative adversarial nets (GANs) and variational auto-encoders have significantly improved our distribution modeling capabilities, showing promise for dataset augmentation, image-to-image translation and feature learning. However, to model high-dimensional distributions, sequential training and stacked architectures …
This paper improves MDS visualization by adjusting Wasserstein distances for heavy-tailed data.
problem Enhancing Multidimensional Scaling (MDS) for better pattern recognition with heavy-tailed distributions.
method Introduces Max-D-SW, a metric adjustment of Max-Sliced Wasserstein distance that aggregates over orthonormal bases.
result Max-D-SW provides a clear numerical advantage in MDS outcomes, especially for heavy-tailed distributions.
Paper develops KMS Wasserstein for high-dimensional data reduction.
problem Optimal transport's curse of dimensionality in high-dimensional data.
method Kernel max-sliced (KMS) Wasserstein distance for dimensionality reduction.
result Sharp finite-sample guarantees for KMS p-Wasserstein distance. A new distance measure balances projection exploration and informativeness.
problem Inefficient and incomplete projection sampling in existing sliced-Wasserstein distances.
method Proposes Distributional Sliced-Wasserstein (DSW) that optimally balances projection exploration and informativeness.
result DSW generalizes Max-SW and can be computed efficiently.
This work improves scalability of Wasserstein distances in high dimensions.
problem Scalability issues in computing Wasserstein distances in high dimensions.
method Empirical convergence rates, robustness to data contamination, and computational methods.
result Established fast rates and robust estimation risks for sliced Wasserstein distances.
Improves point-cloud reconstruction by optimizing projections with self-attention.
problem Inefficient and non-metric projection methods for sliced Wasserstein distances.
method Proposes distributional sliced Wasserstein distance with self-attention for permutation-invariant and metric optimization.
result Self-attention amortized distributional projection optimization achieves better performance in point-cloud reconstruction.
This work improves understanding of projection robust optimal transport distances.
problem Understanding the behavior of minimum Wasserstein estimators in high-dimensional and misspecified models.
method Adopting projection robust (PR) optimal transport, establishing statistical properties, proposing IPRW distance, and providing asymptotic guarantees.
result Established fundamental statistical properties and proposed new distances that outperform Wasserstein distances empirically.
Wasserstein GANs fail to approximate Wasserstein distance, leading to their success.
problem Approximating Wasserstein distance in deep generative models.
method Analysis of differences between theoretical setup and training reality.
result Wasserstein GANs' success is due to their failure to approximate Wasserstein distance.
Study on conditions for achieving optimal robustness in statistical estimators.
problem Achieving the optimal robustness of estimators in statistical models.
method Developed a Wasserstein analogue of the Cramer-Rao inequality and investigated conditions for achieving the Wasserstein-Cramer-Rao lower bound.
result Conditions for the existence of asymptotically efficient estimators in one-parameter models and location-scale families.
A method for fast estimation of Wasserstein distances using sliced Wasserstein distances.
problem Efficiently computing Wasserstein distances for multiple pairs of distributions.
method Regression on sliced Wasserstein distances to predict true Wasserstein distances.
result The proposed method provides a better approximation of Wasserstein distance than state-of-the-art models, especially in low-data regimes.
The paper introduces a new Wasserstein distance for approximating posteriors in inverse problems.
problem Approximating posterior measures in inverse problems using conditional Wasserstein distances.
method Introduces a conditional Wasserstein distance with restricted couplings and derives its dual.
result Shows that conditional Wasserstein GANs can yield favorable properties for posterior sampling.
Stability of Wasserstein spaces under various convergence types.
problem Stability and finiteness of Wasserstein spaces over singular and non-singular spaces.
method Gromov--Hausdorff convergence and equivariant Gromov--Hausdorff convergence.
result Analogue of Perelman's stability theorem on Wasserstein spaces.
A new spherical Sliced-Wasserstein distance for data on spheres.
problem Defining Wasserstein distance on manifolds, especially spheres.
method Closed-form solutions of the Wasserstein distance on the circle and a new spherical Radon transform.
result A novel spherical Sliced-Wasserstein (SW) discrepancy for data on spheres.
Algorithm samples from Wasserstein barycenter of measures.
problem Sampling from Wasserstein barycenter of measures.
method Gradient flow of multimarginal formulation with penalization.
result Algorithm samples close to Wasserstein barycenter.
A new robust metric compares distributions more accurately than existing methods.
problem Sensitivity to outliers and sampling discrepancy in Wasserstein distances.
method Introducing k-RPW, a partial p-Wasserstein distance.
result k-RPW converges faster to true distance and is more robust to outliers.
The paper studies scaling limits of Wasserstein metrics on Gaussian mixture models.
problem Understanding the scaling limits of Wasserstein metrics on Gaussian mixture models.
method Scaling limit approach on Gaussian mixture models, including inhomogeneous and extended models.
result Existence of the limit of the Wasserstein metric after renormalization for GMMs with zero variance.
This work robustifies Wasserstein distance estimation with MoM estimators for outlier-polluted data.
problem Estimating Wasserstein distance between two distributions with outliers.
method Introducing MoM-based robust estimators for Wasserstein distance.
result Consistent MoM-based estimators for Wasserstein distance with convergence rates.
Rigidity of Wasserstein spaces over Riemannian manifolds
problem Isometric rigidity of L2 Wasserstein spaces over Riemannian manifolds
method Showing L2 Wasserstein spaces are isometrically rigid if and only if their underlying manifolds do not admit a Euclidean de Rham factor
result Isometry of L2 Wasserstein spaces over non-Euclidean manifolds
Note on failure of Martingale Wasserstein Inequality in higher dimensions.
problem Analyzing failure of Martingale Wasserstein Inequality in higher dimensions.
method Checking failure in dimension d≥2 and proving a stronger inequality in all dimensions.
result A stronger Maximal Martingale Wasserstein Inequality holds in all dimensions.
WSFN overcomes saddle points for non-convex functionals in Wasserstein space.
problem Minimizing non-convex functionals over the Wasserstein space with saddle point avoidance.
method WSFN is a second-order method that preconditions the Wasserstein gradient to avoid saddle points.
result WSFN escapes saddle regions and reaches a global minimizer in polynomial time.
In this report, we review the calculation of entropy-regularised Wasserstein loss introduced by Cuturi and document a practical implementation in PyTorch. Code is available at https://github.com/t-vi/pytorch-tvmisc/blob/master/wasserstein-distance/Pytorch_Wasserstein.ipynb
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 the Wasserstein distance as special cases. The gradients of the Wasserstein var…
This paper approximates 1-Wasserstein distance using tree-based embedding.
problem Computational inefficiency of estimating 1-Wasserstein distance.
method L1-regularized approach to learn tree weights, using shortest path distance as a linear model.
result Tree-Wasserstein distance (TWD) approximates 1-Wasserstein distance efficiently.
We propose fast approximations for the generalized sliced-Wasserstein distance.
problem Efficient approximation of the generalized sliced-Wasserstein distance in high dimensions.
method Deterministic approximations using random projections and concentration of measure results.
result One-dimensional projections of high-dimensional random vectors are approximately Gaussian.
Note on the computational complexity of Gromov-Wasserstein distance.
problem Computational difficulty of Gromov-Wasserstein distance.
method Analysis of the optimization problem structure and providing explicit examples.
result Gromov-Wasserstein distance optimization problem is non-convex quadratic.
We improve image perturbation defenses using a better-defined Wasserstein threat model.
problem Real-world image perturbations are not pixel-independent, unlike ℓp threat models. method We rectify flaws in the Wasserstein threat model and explore stronger attacks and defenses.
result Current Wasserstein-robust models are ineffective against real-world perturbations.
Develops calculus on Wasserstein spaces for Riemannian manifolds.
problem Characterizing and understanding the geometry of Wasserstein spaces.
method Intrinsic formalism for topology, smooth structure, and Riemannian geometry of Wasserstein spaces.
result Wasserstein spaces of closed manifolds are geodesically convex.
Wasserstein distances are increasingly used in a wide variety of applications in machine learning. Sliced Wasserstein distances form an important subclass which may be estimated efficiently through one-dimensional sorting operations. In this paper, we propose a new variant of sliced Wasserstein distance, study the use …
New Sliced-Wasserstein distances for non-Euclidean data.
problem Computational burden of Wasserstein distance on non-Euclidean manifolds.
method Derive Sliced-Wasserstein distances and flows on Cartan-Hadamard manifolds.
result General constructions and non-parametric schemes for minimizing new distances.
Exact 1-Wasserstein distance between location-scale distributions derived, with privacy effects studied.
problem Calculating the 1-Wasserstein distance between location-scale distributions and its impact on differential privacy.
method Exact expressions and special functions for 1-Wasserstein distance, new upper bounds, and asymptotic analysis.
result New linear upper bound and detailed asymptotic bounds for Gaussian case, effect of differential privacy studied.
We propose a novel fused Gromov-Wasserstein alignment method to jointly learn the Hawkes processes in different event spaces, and align their event types. Given two Hawkes processes, we use fused Gromov-Wasserstein discrepancy to measure their dissimilarity, which considers both the Wasserstein discrepancy based on the…
Paper introduces robust market making using Wasserstein distance and entropy regularization.
problem Market making robustness under uncertainty.
method Wasserstein distance, entropy regularization, convex optimization, optimal radius selection.
result The robust market making problem can be reformulated as a convex optimization problem.
A new portfolio model improves on Kelly's by accounting for estimation error.
problem Estimation error in Kelly portfolio optimization.
method Wasserstein distributionally robust optimization (DRO) to define a robust log-optimal portfolio.
result The Wasserstein-Kelly portfolio outperforms the Kelly portfolio in out-of-sample testing.
Study compares geometric approaches for shape and deformation statistics.
problem Characterizing statistical models of shapes and deformations.
method Information geometry and Wasserstein geometry.
result Wasserstein estimator is robust against waveform perturbation.
Study of Gaussian distributions using entropic Gromov-Wasserstein and inner product Gromov-Wasserstein.
problem Optimal transportation between Gaussian distributions with different dimensions.
method Entropic Gromov-Wasserstein and inner product Gromov-Wasserstein, with closed-form expressions and von Neumann's trace inequality.
result Closed-form expressions for the entropic IGW and its unbalanced variant between Gaussian distributions.
Paper develops a new method for differential privacy sampling using Wasserstein distance.
problem Sampling from distributions under differential privacy constraints with geometric structure consideration.
method Develops a novel framework with Wasserstein Projection Mechanism (WPM) for minimax optimal mechanisms.
result Proposes efficient algorithms for approximate computation of the Wasserstein Projection Mechanism.
Optimal neural network approximation for Wasserstein gradient direction via convex optimization.
problem Approximating Wasserstein gradient direction with limited data.
method Two-layer networks with squared-ReLU activations, SDP relaxation.
result Optimal approximation of Wasserstein gradient direction in two-layer networks.
We study in this paper a variant of Wasserstein barycenter problem, which we refer to as tree-Wasserstein barycenter, by leveraging a specific class of ground metrics, namely tree metrics, for Wasserstein distance. Drawing on the tree structure, we propose an efficient algorithmic approach to solve the tree-Wasserstein…
Develops a two-sample test using projected Wasserstein distance to handle high-dimensional data.
problem Testing whether two high-dimensional samples come from the same distribution.
method Optimal projection to find a low-dimensional linear mapping that maximizes the Wasserstein distance between projected probability distributions.
result Characterizes the convergence rate of the projected Wasserstein distance and presents practical algorithms.
A faster Wasserstein k-means algorithm for histogram data reduces computation and maintains clustering quality.
problem Efficiently clustering histogram data with reduced computation time.
method Sparse simplex projection to reduce data samples, centroids, and ground cost matrix, dynamically removing lower-valued samples.
result Significant reduction in computational complexity without compromising clustering quality.
Improved GAN performance using higher-order Wasserstein moments.
problem Stabilizing and enhancing GANs for better mode coverage and stability.
method Deriving and training a GAN with a modified Wasserstein distance using higher-order moments.
result Training a GAN with higher-order Wasserstein moments improves performance, even with increased computational cost.
We solve robust optimization problems using Wasserstein balls and apply it to mean-CVaR optimization.
problem Distributionally robust optimization with Wasserstein ambiguity sets.
method Transformed robust optimization into non-robust with penalty term, selecting ambiguity set size.
result Impressive results in robust mean-CVaR optimization compared to other strategies.
Proposes variational Wasserstein barycenters for geometric clustering.
problem Geometric clustering problems, especially K-means and co-clustering.
method Solves for Monge maps using variational principle, explores connections to K-means and co-clustering.
result Demonstrates feasibility and use of variational Wasserstein barycenters in clustering.
A new supervised tree-Wasserstein distance improves document classification.
problem Measuring document similarity efficiently and accurately.
method Rewriting Wasserstein distance on tree metric, using contrastive loss for optimization.
result The Supervised Tree-Wasserstein (STW) distance improves document classification accuracy.
New PAC-Bayes bounds use Wasserstein distances to improve generalization.
problem Lack of geometric properties in existing PAC-Bayes bounds.
method Developed new PAC-Bayes bounds with Wasserstein distances.
result Optimization guarantees translate to good generalization abilities.