1 code implementation • 17 Jan 2024 • Nicolas Garcia Trillos, Matt Jacobs, Jakwang Kim, Matthew Werenski
Recent works have developed a connection between AT in the multiclass classification setting and multimarginal optimal transport (MOT), unlocking a new set of tools to study this problem.
1 code implementation • 20 Nov 2023 • Matthew Werenski, James M. Murphy, Shuchin Aeron
In the case that the target measure is compactly supported or strongly log-concave, we show that for a recently proposed in-sample estimator, the expected squared $L^2$-error decays at least as fast as $O(n^{-1/3})$ where $n$ is the sample size.
no code implementations • 15 Feb 2023 • Matthew Werenski, Shoaib Bin Masud, James M. Murphy, Shuchin Aeron
This paper considers the use of recently proposed optimal transport-based multivariate test statistics, namely rank energy and its variant the soft rank energy derived from entropically regularized optimal transport, for the unsupervised nonparametric change point detection (CPD) problem.
1 code implementation • 28 Jan 2022 • Matthew Werenski, Ruijie Jiang, Abiy Tasissa, Shuchin Aeron, James M. Murphy
Our first main result leverages the Riemannian geometry of Wasserstein-2 space to provide a procedure for recovering the barycentric coordinates as the solution to a quadratic optimization problem assuming access to the true reference measures.
1 code implementation • 29 Oct 2021 • Shoaib Bin Masud, Matthew Werenski, James M. Murphy, Shuchin Aeron
We leverage this result to demonstrate fast convergence of sample sRE and sRMMD to their population version making them useful for high-dimensional GoF testing.