Adjusted Wasserstein distances for bridging empirical and true distributions with applications to MDS

This paper examines how metric adjustments to Multidimensional Scaling (MDS) can enhance its effectiveness as a visual tool for pattern recognition.

The distance under consideration, referred to as Max-D-SW, is an adjustment of the Max-Sliced Wasserstein distance.

In contrast to the original formulation, which optimizes over single unit directions, Max-D-SW aggregates contributions over orthonormal bases.

This modification provides a clear numerical advantage in MDS outcomes, particularly when applied to heavy-tailed distributions.

We also establish sample-complexity bounds showing that Max-D-SW remains statistically tractable, with rates comparable to those of its max-sliced counterpart.

Moreover, we show that a better sample complexity for a metric does not necessarily translate into better performance when the metric is used as an input for MDS.