arXiv Statistics ML

Fr\'echet regression of multivariate distributions with nonparanormal transport

arXiv Machine Learning
Sep 23

Relative Wasserstein Angle and the Problem of the $W_2$-Nearest Gaussian Distribution

The paper introduces a geometric framework for measuring how far empirical datasets deviate from the Gaussian family using optimal transport theory. It defines two new quantities—the relative Wasserstein angle and the orthogonal projection distance—based on the cone structure of the relative translation invariant quadratic Wasserstein space, and shows that the usual moment‑matching Gaussian is not generally the $W_2$‑nearest Gaussian. Closed‑form expressions are derived for one‑dimensional and several location–scale families, while a numerical approximation is proposed for higher dimensions, with experiments demonstrating convergence, stability, and the angle’s robustness as a non‑Gaussianity indicator.

By Binshuai Wang, Peng Wei
arXiv Machine Learning
Aug 18

The Observable Wasserstein Distance

arXiv:2605. 09916v2 Announce Type: replace-cross Abstract: We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal transport in large-scale, non-Euclidean datasets.

By Edivaldo Lopes dos Santos, Leandro Vicente Mauri, Washington Mio, Tom Needham
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 Statistics ML
Aug 25

Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects

The paper introduces a model‑agnostic inference framework for partially identified causal effects that leverages covariate information without requiring discrete covariates or accurate conditional distribution estimates. Using duality theory for optimal transport, the method delivers uniformly valid inference in randomized experiments, is doubly robust in observational settings, achieves asymptotic unbiasedness when nuisance parameters converge semiparametrically, and allows multiplier‑bootstrap selection of covariates and models while remaining computationally efficient. Empirical applications show the approach consistently narrows identified sets and confidence intervals without imposing extra structural assumptions.

By Wenlong Ji, Lihua Lei, Asher Spector
arXiv Statistics ML
4d ago

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.

By Tristan Luca Saidi, Florian Gunsilius, Gonzalo Mena
arXiv Machine Learning
Oct 16

Vertical Sliced Wasserstein Distances for Meta-Measures

arXiv:2610. 20743v1 Announce Type: new Abstract: Many modern learning problems require comparing probability distributions whose individual observations are themselves probability measures, naturally giving rise to meta-measures in $\mathcal{P}(\mathcal{P}(\Omega))$.

By Elaheh Akbari, Ahmadreza Moradipari, Kyungtae Han, Hamed Pirsiavash, Yikun Bai, Rocio Diaz Martin, Soheil Kolouri