Related papers: Wasserstein barycenters can be computed in polynom…
This paper is focused on the statistical analysis of probability measures $\nu_{1},\ldots,\nu_{n}$ on $\mathbb{R}$ that can be viewed as independent realizations of an underlying stochastic process. We consider the situation of practical…
Various statistical tasks, including sampling or computing Wasserstein barycenters, can be reformulated as fixed-point problems for operators on probability distributions. Accelerating standard fixed-point iteration schemes provides a…
In a previous paper, we have shown that any Boolean formula can be encoded as a linear programming problem in the framework of Bayesian probability theory. When applied to NP-complete algorithms, this leads to the fundamental conclusion…
We study the existence and uniqueness of the barycenter of a signed distribution of probability measures on a Hilbert space. The barycenter is found, as usual, as a minimum of a functional. In the case where the positive part of the signed…
Many real-world problems can be formulated as the alignment between two geometric patterns. Previously, a great amount of research focus on the alignment of 2D or 3D patterns in the field of computer vision. Recently, the alignment problem…
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…
In a variety of research areas, the weighted bag of vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation…
Computationally solving multi-marginal optimal transport (MOT) with squared Euclidean costs for $N$ discrete probability measures has recently attracted considerable attention, in part because of the correspondence of its solutions with…
Barcodes form a complete set of invariants for interval decomposable persistence modules and are an important summary in topological data analysis. The set of barcodes is equipped with a canonical one-parameter family of metrics, 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…
Wasserstein distances are widely used in modern data analysis but pose significant computational and statistical challenges in high dimensions. The sliced Wasserstein distance alleviates these challenges by leveraging one-dimensional…
This paper is concerned by statistical inference problems from a data set whose elements may be modeled as random probability measures such as multiple histograms or point clouds. We propose to review recent contributions in statistics on…
We prove quantitative stability estimates for Wasserstein barycenters on Alexandrov spaces with curvature bounded from below. The proof combines the variational strategy of Carlier--Delalande--M\'erigot with heat-kernel regularization,…
We develop a fixed-point iterative algorithm that computes the matrix projection with respect to the Bures distance on the set of positive definite matrices that are invariant under some symmetry. We prove that the fixed-point iteration…
In general dimension, there is no known total polynomial algorithm for either convex hull or vertex enumeration, i.e. an algorithm whose complexity depends polynomially on the input and output sizes. It is thus important to identify…
We study first-order optimization algorithms for computing the barycenter of Gaussian distributions with respect to the optimal transport metric. Although the objective is geodesically non-convex, Riemannian GD empirically converges…
Many time series can be modeled as a sequence of segments representing high-level discrete states, such as running and walking in a human activity application. Flexible models should describe the system state and observations in stationary…
We extend the recently introduced genetic column generation algorithm for high-dimensional multi-marginal optimal transport from symmetric to general problems. We use the algorithm to calculate accurate mesh-free Wasserstein barycenters and…
The proliferation of large data sets and Bayesian inference techniques motivates demand for better data sparsification. Coresets provide a principled way of summarizing a large dataset via a smaller one that is guaranteed to match the…
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…