Statistical Optimal Transport via Geodesic Hubs

06/19/2018

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by   Aden Forrow, et al.

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We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high-dimension. Unlike plug-in rules that simply replace the true distributions by their empirical counterpart, we propose a new regularization method that leverages the clustered nature of data that is often encountered in practice. Our theoretical results indicate that this method overcomes the curse of dimensionality. This theoretical guarantee is supported by numerical experiments on high-dimensional data for various tasks, including domain adaptation in single-cell RNA sequencing data.