cs.LGOct 14, 2026

Vertical Sliced Wasserstein Distances for Meta-Measures

Authors: Elaheh Akbari, Ahmadreza Moradipari, Kyungtae Han, Hamed Pirsiavash, Yikun Bai, Rocio Diaz Martin, Soheil Kolouri

Organizations: College of Connected Computing, Vanderbilt University · Toyota Motor North America, InfoTech Labs · Department of Computer Science, University of California, Davis · Department of Mathematics, Purdue University · 

Abstract

Many modern learning problems require comparing probability distributions whose individual observations are themselves probability measures, naturally giving rise to meta-measures in P(P(Ω))\mathcal{P}(\mathcal{P}(Ω)). However, optimal transport distances on this space can be prohibitively expensive to evaluate. We introduce the vertical sliced Wasserstein (VSW\mathrm{VSW}) distance, a scalable metric on P(P(Ω))\mathcal{P}(\mathcal{P}(Ω)). Rather than slicing along the transport geometry of P(Ω)\mathcal{P}(Ω), VSW\mathrm{VSW} projects each inner measure using continuous test functions and compares the resulting one-dimensional distributions with one-dimensional Wasserstein distance. We prove that VSW\mathrm{VSW} is a valid metric on P(P(Ω))\mathcal{P}(\mathcal{P}(Ω)), metrizes weak convergence, and admits dimension-independent statistical convergence guarantees. Empirically, VSW\mathrm{VSW} provides high accuracy and efficiency compared with existing distances for meta-measures. We further derive a practical particle gradient for the empirical VSW22\mathrm{VSW}_2^2 objective and demonstrate its use for gradient-based transport of meta-measures. VSW\mathrm{VSW} provides a simple and scalable alternative for comparing and optimizing distributions of distributions.

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