paper-with-me

Papers

Neural Local Wasserstein Regression

2025-11-13 · Inga Girshfeld, Xiaohui Chen arxiv

We study the estimation problem of distribution-on-distribution regression, where both predictors and responses are probability measures. Existing approaches typically rely on a global optimal transport map or tangent-space linearization, which can be restrictive in approximation capacity and distort geometry in multivariate underlying domains. In this paper, we propose the \emph{Neural Local Wasserstein Regression}, a flexible nonparametric framework that models regression through locally defined transport maps in Wasserstein space. Our method builds on the analogy with classical kernel regression: kernel weights based on the 2-Wasserstein distance localize estimators around reference measures, while neural networks parameterize transport operators that adapt flexibly to complex data geometries. This localized perspective broadens the class of admissible transformations and avoids the limitations of global map assumptions and linearization structures. We develop a practical training procedure using DeepSets-style architectures and Sinkhorn-approximated losses, combined with a greedy reference selection strategy for scalability. Through synthetic experiments on Gaussian and mixture models, as well as distributional prediction tasks on MNIST, we demonstrate that our approach effectively captures nonlinear and high-dimensional distributional relationships that elude existing methods.

📄 PDF Abstract BibTeX arXiv:2511.10824

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Regression analysis of distributional data through Multi-Marginal Optimal transport

2021-06-28 · AmirHossein Karimi, Tryphon T. Georgiou

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may re…

regression

Wasserstein Exponential Smoothing for Distributional Time Series Forecasting

2026-06-04 · Takuo Matsubara, Peiwen Jiang, Minh-Ngoc Tran, Wilson Ye Chen arxiv

Distributional time series arise when each temporal observation is a probability distribution rather than a scalar. We propose Wasserstein exponential smoothing (WES), a one-parameter recursive forecasting method for dis…

Time Series Forecasting

Wasserstein-Splitting Gaussian Process Regression for Heterogeneous Online Bayesian Inference

2021-07-26 · Michael E. Kepler, Alec Koppel, Amrit Singh Bedi, Daniel J. Stilwell

Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially he…

Bayesian InferenceGaussian Processesregression

Active Learning for Regression based on Wasserstein distance and GroupSort Neural Networks

2024-03-22 · Benjamin Bobbia, Matthias Picard

This paper addresses a new active learning strategy for regression problems. The presented Wasserstein active regression model is based on the principles of distribution-matching to measure the representativeness of the …

Active Learningregression

A local squared Wasserstein-2 method for efficient reconstruction of models with uncertainty

2024-06-10 · Mingtao Xia, Qijing Shen

In this paper, we propose a local squared Wasserstein-2 (W_2) method to solve the inverse problem of reconstructing models with uncertain latent variables or parameters. A key advantage of our approach is that it does no…

Uncertainty Quantification