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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…

Optimization and Control · Mathematics 2026-02-06 Matt Jacobs , Bohan Zhou

Discrete Wasserstein barycenters correspond to optimal solutions of transportation problems for a set of probability measures with finite support. Discrete barycenters are measures with finite support themselves and exhibit two favorable…

Optimization and Control · Mathematics 2020-04-24 Steffen Borgwardt

As interest in graph data has grown in recent years, the computation of various geometric tools has become essential. In some area such as mesh processing, they often rely on the computation of geodesics and shortest paths in discretized…

Computational Geometry · Computer Science 2023-03-28 Marc Theveneau , Nicolas Keriven

This paper considers the problem of measure estimation under the barycentric coding model (BCM), in which an unknown measure is assumed to belong to the set of Wasserstein-2 barycenters of a finite set of known measures. Estimating a…

Machine Learning · Statistics 2022-06-29 Matthew Werenski , Ruijie Jiang , Abiy Tasissa , Shuchin Aeron , James M. Murphy

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…

Statistics Theory · Mathematics 2021-09-21 Nazar Buzun

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,…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Ali Baheri , Alireza Vahid

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…

Optimization and Control · Mathematics 2017-03-30 Young-Heon Kim , Brendan Pass

Wasserstein distributionally robust optimization estimators are obtained as solutions of min-max problems in which the statistician selects a parameter minimizing the worst-case loss among all probability models within a certain distance…

Statistics Theory · Mathematics 2021-03-04 Jose Blanchet , Karthyek Murthy , Nian Si

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

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

Computing Wasserstein barycenters is a fundamental geometric problem with widespread applications in machine learning, statistics, and computer graphics. However, it is unknown whether Wasserstein barycenters can be computed in polynomial…

Optimization and Control · Mathematics 2021-11-16 Jason M. Altschuler , Enric Boix-Adsera

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…

Optimization and Control · Mathematics 2018-09-24 César A. Uribe , Darina Dvinskikh , Pavel Dvurechensky , Alexander Gasnikov , Angelia Nedić

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

In this paper we tackle the problem of comparing distributions of random variables and defining a mean pattern between a sample of random events. Using barycenters of measures in the Wasserstein space, we propose an iterative version as an…

Statistics Theory · Mathematics 2013-12-12 Emmanuel Boissard , Thibaut Le Gouic , Jean-Michel Loubes

A robust clustering method for probabilities in Wasserstein space is introduced. This new "trimmed $k$-barycenters" approach relies on recent results on barycenters in Wasserstein space that allow intensive computation, as required by…

Methodology · Statistics 2019-02-06 E. del Barrio , J. A. Cuesta-Albertos , C. Matrán , A. Mayo-Íscar

Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve…

Machine Learning · Statistics 2015-08-26 Marco Cuturi , Gabriel Peyré

We introduce and study a novel model-selection strategy for Bayesian learning, based on optimal transport, along with its associated predictive posterior law: the Wasserstein population barycenter of the posterior law over models. We first…

Machine Learning · Statistics 2022-11-10 Julio Backhoff-Veraguas , Joaquin Fontbona , Gonzalo Rios , Felipe Tobar

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…

Methodology · Statistics 2019-08-28 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

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…

Optimization and Control · Mathematics 2020-12-29 Lei Yang , Jia Li , Defeng Sun , Kim-Chuan Toh

We present the first minimax risk bounds for estimators of the spectral measure in multivariate linear factor models, where observations are linear combinations of regularly varying latent factors. Non-asymptotic convergence rates are…

Statistics Theory · Mathematics 2024-11-12 Xuhui Zhang , Jose Blanchet , Youssef Marzouk , Viet Anh Nguyen , Sven Wang