Title
Wasserstein distance to independence models
Abstract
An independence model for discrete random variables is a Segre-Veronese variety in a probability simplex. Any metric on the set of joint states of the random variables induces a Wasserstein metric on the probability simplex. The unit ball of this polyhedral norm is dual to the Lipschitz polytope. Given any data distribution, we seek to minimize its Wasserstein distance to a fixed independence model. The solution to this optimization problem is a piecewise algebraic function of the data. We compute this function explicitly in small instances, we study its combinatorial structure and algebraic degrees in general, and we present some experimental case studies.
Year
DOI
Venue
2021
10.1016/j.jsc.2020.10.005
Journal of Symbolic Computation
Keywords
DocType
Volume
Algebraic statistics,Lipschitz polytope,Optimal transport,Polar degrees,Segre-Veronese variety,Wasserstein distance
Journal
104
ISSN
Citations 
PageRank 
0747-7171
0
0.34
References 
Authors
0
5
Name
Order
Citations
PageRank
Çelik Türkü Özlüm100.34
Jamneshan Asgar200.34
Guido Montufar375.63
Bernd Sturmfels4926136.85
Venturello Lorenzo500.34