Hybrid Wasserstein distance and fast distribution clustering
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Publication:2283573
DOI10.1214/19-EJS1639zbMATH Open1435.62249arXiv1812.11026OpenAlexW2995577776MaRDI QIDQ2283573FDOQ2283573
Authors: Isabella Verdinelli, Larry Wasserman 
Publication date: 3 January 2020
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1812.11026
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Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)
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Cited In (15)
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- Linear regression for numeric symbolic variables: a least squares approach based on Wasserstein distance
- Hierarchical clustering with optimal transport
- Multisource Single-Cell Data Integration by MAW Barycenter for Gaussian Mixture Models
- Minimax confidence intervals for the sliced Wasserstein distance
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- Clustering, factor discovery and optimal transport
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