arXiv Statistics ML

Second-order Sinkhorn Geometry and $\sqrt{n}$-Inference

The paper develops a formal Riemannian framework for the Sinkhorn divergence, a debiased entropic optimal transport metric. It proves Hadamard differentiability of the Sinkhorn metric tensor, derives the Levi‑Civita covariant derivative, and obtains geodesic and parallel transport equations as ODEs on a fixed RKHS. Using Banach‑space ODE theory, the authors linearize these equations to establish √ n‑consistent Gaussian limits for plug‑in estimators of the exponential map, logarithmic map, parallel transport, and the induced Sinkhorn distance, and show bootstrap consistency for all these objects.

arXiv Machine Learning
Sep 15

Riemannian ascent--descent for nonconvex nonconcave minimax landscapes: convergence to basin saddle points and applications to distributionally robust optimization

The paper introduces a new convergence framework for solving distributionally robust optimization problems formulated as nonconvex, nonconcave minimax problems over a Euclidean space and a Riemannian manifold. It defines a "basin saddle point"—a locally defined Nash equilibrium—and proves that a Riemannian gradient ascent–descent algorithm converges to such points under a local Łojasiewicz growth condition. The authors apply this theory to a statistical risk DRO problem over Gaussian measures, deriving explicit convergence rates and constants in terms of data dimension, loss moments, and reference covariance.

By Rishabh Dixit, Pranav Upadrashta, Alex Cloninger
Hugging Face Trending Papers
Oct 21

Lifting PCA in the Wasserstein Space

Principal Component Analysis (PCA) is a fundamental tool for statistical dimension reduction, yet no canonical extension to distribution-valued data has emerged within the framework of optimal transpo...

arXiv Machine Learning
Oct 22

Lifting PCA in the Wasserstein Space

The paper introduces Lifted PCA, a canonical extension of Euclidean PCA to the Wasserstein space of probability measures. By lifting variational formulations on the Stiefel and Grassmann manifolds, the authors derive equivalent minimization problems over probability measures that correspond to Wasserstein barycenters with generalized costs. The work establishes dual formulations, optimality conditions, connections to multimarginal optimal transport, statistical consistency, and computational algorithms, and demonstrates practical performance on distributional datasets.

By J\'er\'emie Bigot, Cl\'ement Bonet
arXiv AI
Jun 24

The Geometry Behind Diffusion and Flow Matching: Gradient Flows and Geodesics in Wasserstein Space

arXiv:2606. 24157v1 Announce Type: new Abstract: The space $\mathcal{P}_2(\mathbb{R}^d$) of probability measures with finite second moment carries a natural geometry: the quadratic Wasserstein distance W_2 makes it a complete metric space and, following Otto, a (formal) Riemannian manifold whose geodesics are the optimal-transport interpolations.

By Yian Yao, Weiwei Zhang