Related papers: Fast Computation of Wasserstein Barycenters
We propose an efficient federated dual decomposition algorithm for calculating the Wasserstein barycenter of several distributions, including choosing the support of the solution. The algorithm does not access local data and uses only…
A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique,…
Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…
Distributed systems require fusing heterogeneous local probability distributions into a global summary over sparse and unreliable communication networks. Traditional consensus algorithms, which average distributions in Euclidean space,…
This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff between approximation and estimation errors in statistics.…
Due to its invariance to rigid transformations such as rotations and reflections, Procrustes-Wasserstein (PW) was introduced in the literature as an optimal transport (OT) distance, alternative to Wasserstein and more suited to tasks such…
Wasserstein Barycenter (WB) is one of the most fundamental optimization problems in optimal transportation. Given a set of distributions, the goal of WB is to find a new distribution that minimizes the average Wasserstein distance to them.…
In this work we consider regularized Wasserstein barycenters (average in Wasserstein distance) in Fourier basis. We prove that random Fourier parameters of the barycenter converge to some Gaussian random vector by distribution. The…
Clustering is an important exploratory data analysis technique to group objects based on their similarity. The widely used $K$-means clustering method relies on some notion of distance to partition data into a fewer number of groups. In the…
In this work, we propose a method for computing centroids, or barycenters, in the spectral Wasserstein-2 metric for sets of power spectral densities, where the barycenters are restricted to belong to the set of all-pole spectra with a…
We consider the problem of computing a Wasserstein barycenter for a set of discrete probability distributions with finite supports, which finds many applications in areas such as statistics, machine learning and image processing. When the…
The Wasserstein barycenter problem is to compute the average of $m$ given probability measures, which has been widely studied in many different areas; however, real-world data sets are often noisy and huge, which impedes its applications in…
We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…
A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…
We present a framework to simultaneously align and smooth data in the form of multiple point clouds sampled from unknown densities with support in a d-dimensional Euclidean space. This work is motivated by applications in bioinformatics…
We propose a new \cu{class-optimal} algorithm for the distributed computation of Wasserstein Barycenters over networks. Assuming that each node in a graph has a probability distribution, we prove that every node can reach the barycenter of…
This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…
Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…
The optimal transportation problem defines a geometry of probability measures which leads to a definition for weighted averages (barycenters) of measures, finding application in the machine learning and computer vision communities as a…
We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…