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We propose a hybrid resampling method to approximate finitely supported Wasserstein barycenters on large-scale datasets, which can be combined with any exact solver. Nonasymptotic bounds on the expected error of the objective value as well…

Computation · Statistics 2021-05-28 Florian Heinemann , Axel Munk , Yoav Zemel

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…

Machine Learning · Computer Science 2023-12-27 Xu Wang , Jiawei Huang , Qingyuan Yang , Jinpeng Zhang

We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we propose a sampling gradient quantization scheme that allows…

Optimization and Control · Mathematics 2020-10-28 Roman Krawtschenko , César A. Uribe , Alexander Gasnikov , Pavel Dvurechensky

The Wasserstein barycenter has been widely studied in various fields, including natural language processing, and computer vision. However, it requires a high computational cost to solve the Wasserstein barycenter problem because the…

Artificial Intelligence · Computer Science 2022-02-14 Yuki Takezawa , Ryoma Sato , Zornitsa Kozareva , Sujith Ravi , Makoto Yamada

Wasserstein barycenters correspond to optimal solutions of transportation problems for several marginals, and as such have a wide range of applications ranging from economics to statistics and computer science. When the marginal probability…

Optimization and Control · Mathematics 2015-08-11 Ethan Anderes , Steffen Borgwardt , Jacob Miller

Computing the unregularized Wasserstein barycenter for measure-valued data is a challenging optimization task. Recent algorithms have been tailored to either discrete measures as point clouds or continuous measures discretized on regular…

Optimization and Control · Mathematics 2026-05-13 Peng Xu , Changbo Zhu , Xiaohui Chen

We propose to compute Wasserstein barycenters (WBs) by solving for Monge maps with variational principle. We discuss the metric properties of WBs and explore their connections, especially the connections of Monge WBs, to K-means clustering…

Machine Learning · Computer Science 2023-03-31 Liang Mi

Wasserstein barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their…

Machine Learning · Computer Science 2020-10-27 Lingxiao Li , Aude Genevay , Mikhail Yurochkin , Justin Solomon

Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Pedro Cisneros-Velarde , Francesco Bullo

This paper presents a computational framework for the concise encoding of an ensemble of persistence diagrams, in the form of weighted Wasserstein barycenters [100], [102] of a dictionary of atom diagrams. We introduce a multi-scale…

Machine Learning · Computer Science 2023-09-18 Keanu Sisouk , Julie Delon , Julien Tierny

Computing Wasserstein barycenters of discrete measures has recently attracted considerable attention due to its wide variety of applications in data science. In general, this problem is NP-hard, calling for practical approximative…

Numerical Analysis · Mathematics 2023-01-25 Johannes von Lindheim

We prove the large deviations principle for empirical Bures-Wasserstein barycenters of independent, identically-distributed samples of covariance matrices and covariance operators. As an application, we explore some consequences of our…

Probability · Mathematics 2024-09-18 Adam Quinn Jaffe , Leonardo V. Santoro

This paper presents an efficient algorithm for the progressive approximation of Wasserstein barycenters of persistence diagrams, with applications to the visual analysis of ensemble data. Given a set of scalar fields, our approach enables…

Graphics · Computer Science 2019-10-10 Jules Vidal , Joseph Budin , Julien Tierny

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

Wasserstein Barycenter is a principled approach to represent the weighted mean of a given set of probability distributions, utilizing the geometry induced by optimal transport. In this work, we present a novel scalable algorithm to…

Machine Learning · Computer Science 2021-11-30 Jiaojiao Fan , Amirhossein Taghvaei , Yongxin Chen

We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of…

Optimization and Control · Mathematics 2020-02-21 Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov , César A. Uribe , Angelia Nedić

We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our…

Machine Learning · Statistics 2021-05-26 Viet Huynh , Nhat Ho , Nhan Dam , XuanLong Nguyen , Mikhail Yurochkin , Hung Bui , and Dinh Phung

This paper studies the statistical estimation of exact Wasserstein barycenters. Existing non-asymptotic results for empirical barycenters exhibit a severe curse of dimensionality. Motivated by the semi-dual formulation of the barycenter…

Statistics Theory · Mathematics 2026-05-06 Pengtao Li , Changbo Zhu , Xiaohui Chen

Barycentric averaging is a principled way of summarizing populations of measures. Existing algorithms for estimating barycenters typically parametrize them as weighted sums of Diracs and optimize their weights and/or locations. However,…

Machine Learning · Statistics 2021-02-16 Samuel Cohen , Michael Arbel , Marc Peter Deisenroth

This work presents an algorithm to sample from the Wasserstein barycenter of absolutely continuous measures. Our method is based on the gradient flow of the multimarginal formulation of the Wasserstein barycenter, with an additive…

Machine Learning · Computer Science 2021-05-06 Chiheb Daaloul , Thibaut Le Gouic , Jacques Liandrat , Magali Tournus