[PDF][PDF] Statistical optimal transport

S Chewi, J Niles-Weed, P Rigollet - arxiv preprint arxiv:2407.18163, 2024 - arxiv.org
Statistical Optimal Transport arxiv:2407.18163v2 [math.ST] 7 Nov 2024 Page 1 Statistical
Optimal Transport Sinho Chewi Yale Jonathan Niles-Weed NYU Philippe Rigollet MIT …

Estimation of Wasserstein distances in the spiked transport model

J Niles-Weed, P Rigollet - Bernoulli, 2022 - projecteuclid.org
Estimation of Wasserstein distances in the Spiked Transport Model Page 1 Bernoulli 28(4),
2022, 2663–2688 https://doi.org/10.3150/21-BEJ1433 Estimation of Wasserstein distances …

Averaging on the Bures-Wasserstein manifold: dimension-free convergence of gradient descent

J Altschuler, S Chewi, PR Gerber… - Advances in Neural …, 2021 - proceedings.neurips.cc
We study first-order optimization algorithms for computing the barycenter of Gaussian
distributions with respect to the optimal transport metric. Although the objective is …

Projection to fairness in statistical learning

TL Gouic, JM Loubes, P Rigollet - arxiv preprint arxiv:2005.11720, 2020 - arxiv.org
In the context of regression, we consider the fundamental question of making an estimator
fair while preserving its prediction accuracy as much as possible. To that end, we define its …

Distribution-on-distribution regression via optimal transport maps

L Ghodrati, VM Panaretos - Biometrika, 2022 - academic.oup.com
We present a framework for performing regression when both covariate and response are
probability distributions on a compact interval. Our regression model is based on the theory …

Doubly regularized entropic Wasserstein barycenters

L Chizat - arxiv preprint arxiv:2303.11844, 2023 - arxiv.org
We study a general formulation of regularized Wasserstein barycenters that enjoys favorable
regularity, approximation, stability and (grid-free) optimization properties. This barycenter is …

An entropic generalization of Caffarelli's contraction theorem via covariance inequalities

S Chewi, AA Pooladian - Comptes …, 2023 - comptes-rendus.academie-sciences …
The optimal transport map between the standard Gaussian measure and an α-strongly log-
concave probability measure is α− 1/2-Lipschitz, as first observed in a celebrated theorem of …

Statistical inference for Bures–Wasserstein barycenters

A Kroshnin, V Spokoiny… - The Annals of Applied …, 2021 - projecteuclid.org
In this work we introduce the concept of Bures–Wasserstein barycenter Q∗, that is
essentially a Fréchet mean of some distribution P supported on a subspace of positive semi …

Wasserstein distributionally robust optimization with heterogeneous data sources

Y Rychener, A Esteban-Pérez, JM Morales… - arxiv preprint arxiv …, 2024 - arxiv.org
We study decision problems under uncertainty, where the decision-maker has access to $ K
$ data sources that carry {\em biased} information about the underlying risk factors. The …

Wasserstein barycenter matching for graph size generalization of message passing neural networks

X Chu, Y **, X Wang, S Zhang… - International …, 2023 - proceedings.mlr.press
Graph size generalization is hard for Message passing neural networks (MPNNs). The
graph-level classification performance of MPNNs degrades across various graph sizes …