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Wasserstein t-SNE [article]

Fynn Bachmann, Philipp Hennig, Dmitry Kobak
2022 arXiv   pre-print
We use t-SNE to construct 2D embeddings of the units, based on the matrix of pairwise Wasserstein distances between them.  ...  The distance matrix can be efficiently computed by approximating each unit with a Gaussian distribution, but we also provide a scalable method to compute exact Wasserstein distances.  ...  Comparison of the Wasserstein t-SNE embeddings based on the Gaussian approximation and based on the exact Wasserstein distances. (A) The exact Wasserstein t-SNE embedding separates the classes.  ... 
arXiv:2205.07531v2 fatcat:r5z7wgaknzfk7ivni3tgepz57u

Iterative Mixture Component Pruning Algorithm for Gaussian Mixture PHD Filter

Xiaoxi Yan
2014 Mathematical Problems in Engineering  
As far as the increasing number of mixture components in the Gaussian mixture PHD filter is concerned, an iterative mixture component pruning algorithm is proposed.  ...  The pruning algorithm is based on maximizing the posterior probability density of the mixture weights.  ...  The concentrations of this paper are on the Gaussian mixture reduction of the Gaussian mixture implementation of PHD filter.  ... 
doi:10.1155/2014/653259 fatcat:xyzxcgpspvberciz5okizoiawa

Normalized Wasserstein Distance for Mixture Distributions with Applications in Adversarial Learning and Domain Adaptation [article]

Yogesh Balaji, Rama Chellappa, Soheil Feizi
2019 arXiv   pre-print
This often leads to undesired results in distance-based learning methods for mixture distributions. In this paper, we resolve this issue by introducing the Normalized Wasserstein measure.  ...  For mixture distributions, established distance measures such as the Wasserstein distance do not take into account imbalanced mixture proportions.  ...  The distance function between distributions can be adversarial distances [6, 21] , the Wasserstein distance [20], or MMD-based distances [14, 15] .  ... 
arXiv:1902.00415v2 fatcat:4vy5aeme6vh2bhcrpn6p75prya

On Excess Mass Behavior in Gaussian Mixture Models with Orlicz-Wasserstein Distances [article]

Aritra Guha, Nhat Ho, XuanLong Nguyen
2023 arXiv   pre-print
In this work, we (re)introduce and investigate a metric, named Orlicz-Wasserstein distance, in the study of the Bayesian contraction behavior for the parameters.  ...  Dirichlet Process mixture models (DPMM) in combination with Gaussian kernels have been an important modeling tool for numerous data domains arising from biological, physical, and social sciences.  ...  Corollary 3.4 reveals the power of Orlicz-Wasserstein distances for Gaussian mixture models.  ... 
arXiv:2301.11496v1 fatcat:ifsiotbrkjdlrpezh3yowljofu

Solving General Elliptical Mixture Models through an Approximate Wasserstein Manifold

Shengxi Li, Zeyang Yu, Min Xiang, Danilo Mandic
2020 PROCEEDINGS OF THE THIRTIETH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE AND THE TWENTY-EIGHTH INNOVATIVE APPLICATIONS OF ARTIFICIAL INTELLIGENCE CONFERENCE  
We address the estimation problem for general finite mixture models, with a particular focus on the elliptical mixture models (EMMs).  ...  Due to a probability constraint, solving this problem is extremely cumbersome and unstable, especially under the Wasserstein distance.  ...  Then, an approximate Wasserstein distance for EMMs has been proposed, which unlike the existing Wasserstein distances allows the corresponding metrics to be explicitly calculated.  ... 
doi:10.1609/aaai.v34i04.5897 fatcat:l4mbim6t5rhdre62mxbkfula4i

Optimal Transport for Gaussian Mixture Models

Yongxin Chen, Tryphon T. Georgiou, Allen Tannenbaum
2019 IEEE Access  
Specifically, we treat Gaussian mixture models as a submanifold of probability densities equipped with the Wasserstein metric.  ...  We introduce an optimal mass transport framework on the space of Gaussian mixture models. These models are widely used in statistical inference.  ...  mixture distribution and the Wasserstein distance W 2 is replaced by its relaxed version (11) .  ... 
doi:10.1109/access.2018.2889838 pmid:31768305 pmcid:PMC6876701 fatcat:meon6ujywzbs3js7i6ktyt7msy

Optimal transport for Gaussian mixture models [article]

Yongxin Chen, Tryphon T. Georgiou, Allen Tannenbaum
2018 arXiv   pre-print
Our method leads to a natural way to compare, interpolate and average Gaussian mixture models.  ...  We present an optimal mass transport framework on the space of Gaussian mixture models, which are widely used in statistical inference.  ...  mixture distribution and the Wasserstein distance W 2 is replaced by its relaxed version (10) .  ... 
arXiv:1710.07876v2 fatcat:dc5edvfv3zb5jl2nb5z5erg2py

Solving general elliptical mixture models through an approximate Wasserstein manifold [article]

Shengxi Li, Zeyang Yu, Min Xiang, Danilo Mandic
2020 arXiv   pre-print
We address the estimation problem for general finite mixture models, with a particular focus on the elliptical mixture models (EMMs).  ...  Due to a probability constraint, solving this problem is extremely cumbersome and unstable, especially under the Wasserstein distance.  ...  On the other hand, gradient-based numerical algorithms typically rest upon additional techniques that only work in particular situations (e.g., gradient reduction (Redner and Walker 1984) , positive definite  ... 
arXiv:1906.03700v3 fatcat:qimlwmuyuvfijghdrjk2zvd5gy

Learning Generative Models across Incomparable Spaces [article]

Charlotte Bunne, David Alvarez-Melis, Andreas Krause, Stefanie Jegelka
2019 arXiv   pre-print
A key component of our model is the Gromov-Wasserstein distance, a notion of discrepancy that compares distributions relationally rather than absolutely.  ...  The GW GAN learns mixture of Gaussians with differing number of modes and arrangements.  ...  The training task consists of translating between a mixture of Gaussian distributions in two and three dimensions.  ... 
arXiv:1905.05461v2 fatcat:55bzhkdvm5dincssprlcwecpyq

Stochastic Gradient Hamiltonian Monte Carlo Methods with Recursive Variance Reduction

Difan Zou, Pan Xu, Quanquan Gu
2019 Neural Information Processing Systems  
We provide a convergence analysis of SRVR-HMC for sampling from a class of non-log-concave distributions and show that SRVR-HMC converges faster than all existing HMC-type algorithms based on underdamped  ...  (TV) distance [21, 26] and 2-Wasserstein distance [22, 20] .  ...  We first demonstrate the performance of SRVR-HMC for fitting a Gaussian mixture model on synthetic data .  ... 
dblp:conf/nips/Zou0G19 fatcat:6faa4no5cjf7vel35awqpxk6oq

The Wasserstein-Fourier Distance for Stationary Time Series [article]

Elsa Cazelles, Arnaud Robert, Felipe Tobar
2020 arXiv   pre-print
The WF distance operates by calculating the Wasserstein distance between the (normalised) power spectral densities (NPSD) of time series.  ...  We propose the Wasserstein-Fourier (WF) distance to measure the (dis)similarity between time series by quantifying the displacement of their energy across frequencies.  ...  Motivation for spectrum-based classification Let us consider two classes of synthetic NPSDs given by • Left-Asymetric Gaussian Mixture (L-AGM): given by a sum of two Gaussians with random means and variances  ... 
arXiv:1912.05509v2 fatcat:umicrj4x4ndklncpxskcuato5u

Multivariate goodness-of-Fit tests based on Wasserstein distance [article]

Marc Hallin and Gilles Mordant and Johan Segers
2021 arXiv   pre-print
Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions.  ...  The lack of asymptotic distribution theory for the empirical Wasserstein distance means that the validity of the parametric bootstrap under the null hypothesis remains a conjecture.  ...  Note that in (e), P is not Gaussian even when ρ = 0. Gaussian mixture P 0 = 0.5 N 2 (0, I 2 ) + 0.5 N 2 3 0 , I 2 .  ... 
arXiv:2003.06684v3 fatcat:etry3m46p5hx7hivn755ntka7e

Multivariate goodness-of-fit tests based on Wasserstein distance

Marc Hallin, Gilles Mordant, Johan Segers
2021 Electronic Journal of Statistics  
Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions.  ...  For group families, the procedure is to be implemented after preliminary reduction of the data via invariance.  ...  Note that in (e), P is not Gaussian even when ρ = 0. Gaussian mixture P 0 = 0.5 N 2 (0, I 2 )+0.5 N 2 3 0 , I 2 .  ... 
doi:10.1214/21-ejs1816 fatcat:gu4q6kvk2vable6ohl6uurgsgm

Variational Wasserstein Barycenters with c-Cyclical Monotonicity [article]

Jinjin Chi, Zhiyao Yang, Jihong Ouyang, Ximing Li
2022 arXiv   pre-print
To this end, we develop a novel continuous approximation method for the Wasserstein barycenters problem given sample access to the input distributions.  ...  Wasserstein barycenter, built on the theory of optimal transport, provides a powerful framework to aggregate probability distributions, and it has increasingly attracted great attention within the machine  ...  In the first example, we set the variational distribution ν to be a Gaussian mixture with 30 components. In the second example, we set ν to be a Gaussian mixture with 20 components.  ... 
arXiv:2110.11707v2 fatcat:q4duvu5c2nfvxlqb7ovphthhwm

Gaussian Mixture Reduction with Composite Transportation Divergence [article]

Qiong Zhang, Archer Gong Zhang, Jiahua Chen
2023 arXiv   pre-print
To overcome the difficulty, the Gaussian mixture reduction (GMR), which approximates a high order Gaussian mixture by one with a lower order, can be used.  ...  These applications often utilize Gaussian mixtures as initial approximations that are updated recursively.  ...  We give an overview of the Gaussian barycenter under squared Wasserstein distance and KL divergence.  ... 
arXiv:2002.08410v4 fatcat:tu6lmbz44ne5hmcjonrd3bilry
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