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Wasserstein barycenters provide a geometric notion of the weighted average of probability measures based on optimal transport. In this paper, we present a scalable algorithm to compute Wasserstein-2 barycenters given sample access to the…

Machine Learning · Computer Science 2022-01-02 Alexander Korotin , Lingxiao Li , Justin Solomon , Evgeny Burnaev

This paper proposes a new distance metric between clusterings that incorporates information about the spatial distribution of points and clusters. Our approach builds on the idea of a Hilbert space-based representation of clusters as a…

Machine Learning · Computer Science 2015-03-18 Parasaran Raman , Jeff M. Phillips , Suresh Venkatasubramanian

This study focuses on finite-sample inference on the non-linear Bures-Wasserstein manifold and introduces a generalized bootstrap procedure for estimating Bures-Wasserstein barycenters. We provide non-asymptotic statistical guarantees for…

Statistics Theory · Mathematics 2024-11-26 Alexey Kroshnin , Vladimir Spokoiny , Alexandra Suvorikova

The design of sensor networks capable of reaching a consensus on a globally optimal decision test, without the need for a fusion center, is a problem that has received considerable attention in the last years. Many consensus algorithms have…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-11-13 Gesualdo Scutari , Sergio Barbarossa

We address the problem of finding a "best" deterministic query answer to a query over a probabilistic database. For this purpose, we propose the notion of a consensus world (or a consensus answer) which is a deterministic world (answer)…

Databases · Computer Science 2008-12-12 Jian Li , Amol Deshpande

We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…

Optimization and Control · Mathematics 2026-04-17 Zeyi Chen , Ariel Neufeld , Qikun Xiang

Consensus clustering fuses diverse basic partitions (i.e., clustering results obtained from conventional clustering methods) into an integrated one, which has attracted increasing attention in both academic and industrial areas due to its…

Machine Learning · Computer Science 2019-06-04 Hongfu Liu , Zhiqiang Tao , Zhengming Ding

Let $\mathcal{P}_{2,ac}$ be the set of Borel probabilities on $\mathbb{R}^d$ with finite second moment and absolutely continuous with respect to Lebesgue measure. We consider the problem of finding the barycenter (or Fr\'echet mean) of a…

Computation · Statistics 2016-04-25 Pedro C. Álvarez-Esteban , E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…

Methodology · Statistics 2022-02-14 Ryo Okano , Masaaki Imaizumi

Wasserstein barycenter is the centroid of a collection of discrete probability distributions which minimizes the average of the $\ell_2$-Wasserstein distance. This paper focuses on the computation of Wasserstein barycenters under the case…

Optimization and Control · Mathematics 2021-01-19 Yitian Qian , Shaohua Pan

We address the challenge of sequential data-driven decision-making under context distributional uncertainty. This problem arises in numerous real-world scenarios where the learner optimizes black-box objective functions in the presence of…

Machine Learning · Computer Science 2025-03-27 Francesco Micheli , Efe C. Balta , Anastasios Tsiamis , John Lygeros

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson

We study the computation of doubly regularized Wasserstein barycenters, a recently introduced family of entropic barycenters governed by inner and outer regularization strengths. Previous research has demonstrated that various…

Optimization and Control · Mathematics 2023-07-26 Lénaïc Chizat , Tomas Vaškevičius

Conformal prediction yields a prediction set with guaranteed $1-\alpha$ coverage of the true target under the i.i.d. assumption, which may not hold and lead to a gap between $1-\alpha$ and the actual coverage. Prior studies bound the gap…

Machine Learning · Computer Science 2025-03-07 Rui Xu , Chao Chen , Yue Sun , Parvathinathan Venkitasubramaniam , Sihong Xie

This paper presents a unified computational framework for the estimation of distances, geodesics and barycenters of merge trees. We extend recent work on the edit distance [106] and introduce a new metric, called the Wasserstein distance…

Graphics · Computer Science 2021-09-21 Mathieu Pont , Jules Vidal , Julie Delon , Julien Tierny

Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider…

Optimization and Control · Mathematics 2023-03-14 Hsu Kao , Vijay Subramanian

We develop a novel clustering method for distributional data, where each data point is regarded as a probability distribution on the real line. For distributional data, it has been challenging to develop a clustering method that utilizes…

Methodology · Statistics 2025-06-24 Ryo Okano , Masaaki Imaizumi

Inspired by recent advances in distributed algorithms for approximating Wasserstein barycenters, we propose a novel distributed algorithm for this problem. The main novelty is that we consider time-varying computational networks, which are…

Optimization and Control · Mathematics 2023-07-26 Olga Yufereva , Michael Persiianov , Pavel Dvurechensky , Alexander Gasnikov , Dmitry Kovalev

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…

Machine Learning · Statistics 2025-06-09 Jacob Feitelberg , Kyuseong Choi , Anish Agarwal , Raaz Dwivedi