Related papers: Parallel Streaming Wasserstein Barycenters
Barycenter problems encode important geometric information about a metric space. While these problems are typically studied with positive weight coefficients associated to each distance term, more general signed Wasserstein barycenter…
Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…
In this paper, we study the problem of learning a mixture of Gaussians with streaming data: given a stream of $N$ points in $d$ dimensions generated by an unknown mixture of $k$ spherical Gaussians, the goal is to estimate the model…
We provide theoretical complexity analysis for new algorithms to compute the optimal transport (OT) distance between two discrete probability distributions, and demonstrate their favorable practical performance over state-of-art primal-dual…
In statistical learning for real-world large-scale data problems, one must often resort to "streaming" algorithms which operate sequentially on small batches of data. In this work, we present an analysis of the information-theoretic limits…
Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…
The sliced Wasserstein (SW) distance has been widely recognized as a statistically effective and computationally efficient metric between two probability measures. A key component of the SW distance is the slicing distribution. There are…
We develop a class of barycenter problems based on mean field control problems in three dimensions with associated reactive-diffusion systems of unnormalized multi-species densities. This problem is the generalization of the Wasserstein…
This paper provides a simple procedure to fit generative networks to target distributions, with the goal of a small Wasserstein distance (or other optimal transport costs). The approach is based on two principles: (a) if the source…
Federated learning (FL) is a subfield of machine learning that avoids sharing local data with a central server, which can enhance privacy and scalability. The inability to consolidate data leads to a unique problem called dataset imbalance,…
Constructing flexible probability models that respect constraints on key functionals -- such as the mean -- is a fundamental problem in nonparametric statistics. Existing approaches lack systematic tools for enforcing such constraints while…
We introduce a weak notion of barycenter of a probability measure $\mu$ on a metric measure space $(X, d, {\bf m})$, with the metric $d$ and reference measure ${\bf m}$. Under the assumption that optimal transport plans are given by…
Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are…
We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…
Hyperspectral images capture vast amounts of high-dimensional spectral information about a scene, making labeling an intensive task that is resistant to out-of-the-box statistical methods. Unsupervised learning of clusters allows for…
This paper presents a methodology for creating streaming, distributed inference algorithms for Bayesian nonparametric (BNP) models. In the proposed framework, processing nodes receive a sequence of data minibatches, compute a variational…
We consider the problem of distributed estimation under the Bayesian criterion and explore the design of optimal quantizers in such a system. We show that, for a conditionally unbiased and efficient estimator at the fusion center and when…
An algorithm for approximating the p-Wasserstein distance between histograms defined on unstructured discrete grids is presented. It is based on the computation of a barycenter constrained to be supported on a low dimensional subspace,…
A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…
In this paper, we consider the problem of computing the barycenter of a set of probability distributions under the Sinkhorn divergence. This problem has recently found applications across various domains, including graphics, learning, and…