Gaussian Processes on Distributions based on Regularized Optimal Transport
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Abstract (arXiv)
We present a novel kernel over the space of probability measures based on the dual formulation of optimal regularized transport. We propose an Hilbertian embedding of the space of probabilities using their Sinkhorn potentials, which are solutions of the dual entropic relaxed optimal transport between the probabilities and a reference measure U. We prove that this construction enables to obtain a valid kernel, by using the Hilbert norms. We prove that the kernel enjoys theoretical properties such as universality and some invariances, while still being computationally feasible. Moreover we provide theoretical guarantees on the behaviour of a Gaussian process based on this kernel. The empirical performances are compared with other traditional choices of kernels for processes indexed on distributions.
Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). Builds on 19 of its 61 references that are in the map. First posted on arXiv 12 Oct 2022.
Builds on
19 of 61 references.
References · 19
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7 more
- 2022A Unified Framework for Implicit Sinkhorn Differentiationcited by 28
- 2013Distribution-Free Distribution Regressioncited by 21
- 2016A supermartingale approach to Gaussian process based sequential design of experimentscited by 20
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- 2017A Gaussian Process Regression Model for Distribution Inputscited by 12
- 2022Nonparametric Multiple-Output Center-Outward Quantile Regressioncited by 11
Built on by
Citing papers per year: 2023: 2; 2024: 2; 2025: 1; 2026: 1.
6 papers.
- 2024Gaussian process regression with Sliced Wasserstein Weisfeiler-Lehman graph kernelscited by 7
- 2023Vecchia Gaussian Process Ensembles on Internal Representations of Deep Neural Networkscited by 3
- 2023Improved learning theory for kernel distribution regression with two-stage samplingcited by 1
- 2024Learning signals defined on graphs with optimal transport and Gaussian process regressioncited by 1
- 2025Families of Optimal Transport Kernels for Cell Complexescited by 0
- 2026Inducing Permutation Invariant Priors in Bayesian Optimization for Carbon Capture and Storage Applicationscited by 0
- 2026Inducing Permutation Invariant Priors in Bayesian Optimization for Carbon Capture and Storage Applications4 May 2026
- 2025Families of Optimal Transport Kernels for Cell Complexes22 Jul 2025
- 2024Learning signals defined on graphs with optimal transport and Gaussian process regression21 Oct 2024
- 2024Gaussian process regression with Sliced Wasserstein Weisfeiler-Lehman graph kernels6 Feb 2024
- 2023Improved learning theory for kernel distribution regression with two-stage sampling28 Aug 2023
- 2023Vecchia Gaussian Process Ensembles on Internal Representations of Deep Neural Networks26 May 2023