Vertical Sliced Wasserstein Distances for Meta-Measures

We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal transport in large-scale, non-Euclidean datasets. Analogous to the sliced Wasserstein distance in $\mathbb{R}^d$, our approach projects measures onto the real line via 1-Lipschitz observables and computes the Wasserstein distances between the resulting pushforward distributions. We define a hierarchy of pseudo-metrics by restricting observables to a nested chain of subspaces. A central theoretical contribution is an injectivity result linking the metric covering dimension of the support of a measure to the specific order in the hierarchy that guarantees unique recovery. This serves as a metric-space analogue to the Cramér-Wold Device for Euclidean distributions. We demonstrate that this hierarchy offers a tunable trade-off between sharpness as a lower bound on the Wasserstein distance and computational efficiency. We also present a discrete computational model for finite grids and numerical experiments validating the efficacy and utility of these approximations.

The Sliced Wasserstein (SW) distance has emerged as a computationally attractive alternative to the Wasserstein distance by leveraging one-dimensional optimal transport along random projections. Standard estimators of the SW distance rely on Monte Carlo averages of one-dimensional Wasserstein distances computed via quantile functions, which require sorting projected samples and access to full datasets. In this work, we introduce a new class of estimators for the Sliced Wasserstein distance based on cumulative distribution functions (CDFs) of projected measures, that avoid sorting and scale via massive dataset parallelism. This class includes several estimators, some of them being indexed by hyperparameters controlling their variance or smoothness. We show that they are especially well suited to scenarios in which CDFs are more tractable than quantile functions, such as mixtures of Gaussians, and moreover that they are also naturally compatible with federated learning, since CDFs of projected data can be computed and aggregated locally without requiring the exchange of raw samples.

We propose sliced Orlicz-Wasserstein (SOW) distance which is a generalization of sliced Wasserstein (SW) distance. SOW replaces the $L^p$ norm in SW with a Luxemburg norm cost induced by an Orlicz function $φ$. First, we prove that SOW distance is a metric on the space of measures with finite Orlicz norm, and show that it recovers the SW distance when the Orlicz function is $φ(x)=x^p$. Next, we derive the topological properties of the SOW distance. In particular, we show that convergence under SOW implies weak convergence, and the converse is true under the compact support condition. We then present the theoretical results for estimating the SOW distance. We derive sample complexity for both the distance itself and the powered functional of the distance, and prove their minimax optimality. In addition, we discuss the computational algorithm for approximating the SOW distance by Monte-Carlo estimation and bisection search, as well as the associated approximation error and computational complexity analysis. Our experimental results reveal the superior computational efficiency of SOW compared with Orlicz-Wasserstein (OW) distance. Also, in the experiments, we demonstrate the favorable flexibility of SOW distance over SW in detecting differences between distributions by comparing their performance in two-sample tests and evaluating generative models on image datasets.