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research article

Statistical Aspects of Wasserstein Distances

Panaretos, Victor M.  
•
Zemel, Yoav  
January 1, 2019
Annual Review Of Statistics And Its Application

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in order to recover the other distribution. They are ubiquitous in mathematics, with a long history that has seen them catalyze core developments in analysis, optimization, and probability. Beyond their intrinsic mathematical richness, they possess attractive features that make them a versatile tool for the statistician: They can be used to derive weak convergence and convergence of moments, and can be easily bounded; they are well-adapted to quantify a natural notion of perturbation of a probability distribution; and they seamlessly incorporate the geometry of the domain of the distributions in question, thus being useful for contrasting complex objects. Consequently, they frequently appear in the development of statistical theory and inferential methodology, and they have recently become an object of inference in themselves. In this review, we provide a snapshot of the main concepts involved in Wasserstein distances and optimal transportation, and a succinct overview of some of their many statistical aspects.

  • Details
  • Metrics
Type
research article
DOI
10.1146/annurev-statistics-030718-104938
Web of Science ID

WOS:000461415200019

Author(s)
Panaretos, Victor M.  
Zemel, Yoav  
Date Issued

2019-01-01

Publisher

ANNUAL REVIEWS

Published in
Annual Review Of Statistics And Its Application
Volume

6

Start page

405

End page

431

Subjects

Mathematics, Interdisciplinary Applications

•

Statistics & Probability

•

Mathematics

•

deformation map

•

empirical optimal transport

•

frechet mean

•

goodness-of-fit

•

inference

•

monge-kantorovich problem

•

optimal coupling

•

probability metric

•

transportation of measure

•

warping

•

registration

•

wasserstein space

•

central-limit-theorem

•

optimal transport

•

polar factorization

•

asymptotic theory

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geodesic pca

•

distributions

•

convergence

•

barycenters

•

bounds

•

tests

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
SMAT  
Available on Infoscience
June 18, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/157038
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