arXiv subjects
Publications and source records attributed to Natalia Kravtsova.
This note addresses computational difficulty of the Gromov-Wasserstein distance frequently mentioned in the literature. We provide details on the structure of the Gromov-Wasserstein distance optimization problem that show its non-convex quadratic nature for any instance of an input data. We further illustrate the non-convexity of the problem with several explicit examples.
This paper proposes a Multimarginal Optimal Transport ($MOT$) approach for simultaneously comparing $k\geq 2$ measures supported on finite subsets of $\mathbb{R}^d$, $d \geq 1$. We derive asymptotic distributions of the optimal value of the empirical $MOT$ program under the null hypothesis that all $k$ measures are same, and the alternative hypothesis that at least two measures are different. We use these results to construct the test of the null hypothesis and provide consistency and power guarantees of this $k$-sample test. We consistently estimate asymptotic distributions using bootstrap, and propose a low complexity linear program to approximate the test cut-off. We demonstrate the advantages of our approach on synthetic and real datasets, including the real data on cancers in the United States in 2004 - 2020.