Hybrid Wasserstein distance and fast distribution clustering
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Publication:2283573
Abstract: We define a modified Wasserstein distance for distribution clustering which inherits many of the properties of the Wasserstein distance but which can be estimated easily and computed quickly. The modified distance is the sum of two terms. The first term --- which has a closed form --- measures the location-scale differences between the distributions. The second term is an approximation that measures the remaining distance after accounting for location-scale differences. We consider several forms of approximation with our main emphasis being a tangent space approximation that can be estimated using nonparametric regression. We evaluate the strengths and weaknesses of this approach on simulated and real examples.
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Cited in
(16)- scientific article; zbMATH DE number 7415088 (Why is no real title available?)
- Fast Discrete Distribution Clustering Using Wasserstein Barycenter With Sparse Support
- Linear regression for numeric symbolic variables: a least squares approach based on Wasserstein distance
- Hierarchical clustering with optimal transport
- Clustering, factor discovery and optimal transport
- On the use of Wasserstein distance in the distributional analysis of human decision making under uncertainty
- Multisource Single-Cell Data Integration by MAW Barycenter for Gaussian Mixture Models
- On clustering uncertain and structured data with Wasserstein barycenters and a geodesic criterion for the number of clusters
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- Wasserstein distance on finite spaces: statistical inference and algorithms
- Wasserstein discriminant analysis
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