arXiv:2509.10166stat.MLcs.LG2025-09被引 2

提出用排斥点集提升球面积分精度,优化切片Wasserstein距离计算。

Repulsive Monte Carlo on the sphere for the sliced Wasserstein distance

  • 采用排斥点过程构建低方差采样点集,提升高维球面积分效率。
  • 实验证明UnifOrtho在高维下显著降低切片Wasserstein估计方差。
  • 推荐低维用随机准蒙特卡洛,高维用UnifOrtho,DPP方法仅在特定条件下有效。

本文研究在任意维度单位球面上用蒙特卡洛方法计算函数积分的问题。虽然方法通用,但核心目标是计算定义在ℝᵈ上的两个测度之间的切片Wasserstein距离(SW),其本质即为在d维球面上的积分。由于能缓解高维诅咒,切片Wasserstein距离在机器学习中被广泛用作可计算的近似或独立距离度量。现有数值基准显示,我们关注的是节点具有排斥性(负相关)的求积法。负相关性在适配具体积分任务时可降低方差。本文首次系统提取并论证了来自确定性点过程(DPPs)、排斥点过程及专用于切片Wasserstein的排斥求积法。随后进行数值对比。此外,分析了正交蒙特卡洛估计器UnifOrtho的方差,揭示其在高维下成功的原因,并指出文献中的反例。最终建议:低维使用随机准蒙特卡洛,高维使用UnifOrtho;DPP基方法仅在准蒙特卡洛表现良好时才优;排斥求积法虽有适度方差降低,但尚需更多理论支持以增强鲁棒性。

原文摘要 · Abstract (English)

In this paper, we consider the problem of computing the integral of a function on the unit sphere, in any dimension, using Monte Carlo methods. Although the methods we present are general, our guiding thread is the sliced Wasserstein distance between two measures on $\mathbb{R}^d$, which is precisely an integral on the $d$-dimensional sphere. The sliced Wasserstein distance (SW) has gained momentum in machine learning either as a proxy to the less computationally tractable Wasserstein distance, or as a distance in its own right, due in particular to its built-in alleviation of the curse of dimensionality. There has been recent numerical benchmarks of quadratures for the sliced Wasserstein, and our viewpoint differs in that we concentrate on quadratures where the nodes are repulsive, i.e. negatively dependent. Indeed, negative dependence can bring variance reduction when the quadrature is adapted to the integration task. Our first contribution is to extract and motivate quadratures from the recent literature on determinantal point processes (DPPs) and repelled point processes, as well as repulsive quadratures from the literature specific to the sliced Wasserstein distance. We then numerically benchmark these quadratures. Moreover, we analyze the variance of the UnifOrtho estimator, an orthogonal Monte Carlo estimator. Our analysis sheds light on UnifOrtho's success for the estimation of the sliced Wasserstein in large dimensions, as well as counterexamples from the literature. Our final recommendation for the computation of the sliced Wasserstein distance is to use randomized quasi-Monte Carlo in low dimensions and UnifOrtho in large dimensions. DPP-based quadratures only shine when quasi-Monte Carlo also does, while repelled quadratures show moderate variance reduction in general, but more theoretical effort is needed to make them robust.

蒙特卡洛切片Wasserstein点过程高维积分

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