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 casestudies. (C) 2020 Elsevier Ltd. All rights reserved.

Wasserstein distance to independence models

Venturello L.
2020-01-01

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 casestudies. (C) 2020 Elsevier Ltd. All rights reserved.
2020
Celik, T. O.; Jamneshan, A.; Montufar, G.; Sturmfels, B.; Venturello, L.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/1153300
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