Results 61 to 70 of about 2,509,053 (235)
Wasserstein Distance on Configuration Space [PDF]
Potential Analysis, 2008 We investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this measure is supported by the graph of the derivative (in the sense of the Malliavin calculus) of a ``concave'' (in a
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Clustering Market Regimes Using the Wasserstein Distance [PDF]
SSRN Electronic Journal, 2021 37 pages, 40 ...
Horvath, Blanka +2 more
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Generative Modeling Using the Sliced Wasserstein Distance [PDF]
2018 IEEE/CVF Conference on Computer Vision and Pattern Recognition, 2018 Generative Adversarial Nets (GANs) are very successful at modeling distributions from given samples, even in the high-dimensional case. However, their formulation is also known to be hard to optimize and often not stable.
Ishan Deshpande, Ziyu Zhang, A. Schwing
semanticscholar +1 more source
Dimensional contraction via Markov transportation distance [PDF]
, 2013 It is now well known that curvature conditions \`a la Bakry-Emery are equivalent to contraction properties of the heat semigroup with respect to the classical quadratic Wasserstein distance.
Bolley, François +2 more
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Generating Adversarial Samples With Constrained Wasserstein Distance
IEEE Access, 2019 In recent years, deep neural network (DNN) approaches prove to be useful in many machine learning tasks, including classification. However, small perturbations that are carefully crafted by attackers can lead to the misclassification of the images ...
Kedi Wang, Ping Yi, Futai Zou, Yue Wu
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MRWM: A Multiple Residual Wasserstein Driven Model for Image Denoising
IEEE Access, 2022 Residual histograms can provide valuable information for vision research. However, current image restoration methods have not fully exploited the potential of multiple residual histograms, especially their role as overall regularization constraints.
Rui-Qiang He, Wang-Sen Lan, Fang Liu
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Proxying credit curves via Wasserstein distances
Annals of Operations Research, 2022 AbstractCredit risk plays a key role in financial modeling, and financial institutions are required to incorporate it in their pricing, as well as in capital requirement calculations. A common manner to extract credit worthiness information for existing and potential counterparties is based on the Credit Default Swap (CDS) market.
Matteo Michielon +2 more
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Graded persistence diagrams and persistence landscapes
, 2021 We introduce a refinement of the persistence diagram, the graded persistence diagram. It is the Mobius inversion of the graded rank function, which is obtained from the rank function using the unary numeral system.
Betthauser, Leo +2 more
core
Optimal transport in competition with reaction: the Hellinger-Kantorovich distance and geodesic curves [PDF]
, 2015 We discuss a new notion of distance on the space of finite and nonnegative measures which can be seen as a generalization of the well-known Kantorovich-Wasserstein distance.
Liero, Matthias +2 more
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, 2019 The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common divergences on distributions such as Kullback-Leibler or Jensen-Shannon, it is (weakly) continuous, and thus ideal for ...
Oh, Jung Hun +5 more
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