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Related papers: Projection Robust Wasserstein Barycenters

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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 study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, we consider the associated class of Wasserstein barycenters…

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

Computing Wasserstein barycenters (a.k.a. Optimal Transport barycenters) is a fundamental problem in geometry which has recently attracted considerable attention due to many applications in data science. While there exist polynomial-time…

Optimization and Control · Mathematics 2022-02-15 Jason M. Altschuler , Enric Boix-Adsera

Projection robust Wasserstein (PRW) distance, or Wasserstein projection pursuit (WPP), is a robust variant of the Wasserstein distance. Recent work suggests that this quantity is more robust than the standard Wasserstein distance, in…

Machine Learning · Computer Science 2023-01-03 Tianyi Lin , Chenyou Fan , Nhat Ho , Marco Cuturi , Michael I. Jordan

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…

Computation · Statistics 2017-01-10 Jianbo Ye , Panruo Wu , James Z. Wang , Jia Li

Due to its invariance to rigid transformations such as rotations and reflections, Procrustes-Wasserstein (PW) was introduced in the literature as an optimal transport (OT) distance, alternative to Wasserstein and more suited to tasks such…

Machine Learning · Statistics 2025-07-02 Davide Adamo , Marco Corneli , Manon Vuillien , Emmanuelle Vila

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

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

We develop a general theoretical and algorithmic framework for sparse approximation and structured prediction in $\mathcal{P}_2(\Omega)$ with Wasserstein barycenters. The barycenters are sparse in the sense that they are computed from an…

Numerical Analysis · Mathematics 2023-02-13 Minh-Hieu Do , Jean Feydy , Olga Mula

Computing the Wasserstein barycenter of a set of probability measures under the optimal transport metric can quickly become prohibitive for traditional second-order algorithms, such as interior-point methods, as the support size of the…

Optimization and Control · Mathematics 2020-01-22 Dongdong Ge , Haoyue Wang , Zikai Xiong , Yinyu Ye

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

Wasserstein barycenters have become popular due to their ability to represent the average of probability measures in a geometrically meaningful way. In this paper, we present an algorithm to approximate the Wasserstein-2 barycenters of…

Machine Learning · Computer Science 2023-01-10 Alexander Korotin , Vage Egiazarian , Lingxiao Li , Evgeny Burnaev

The discrete Wasserstein barycenter problem is a minimum-cost mass transport problem for a set of probability measures with finite support. In this paper, we show that finding a barycenter of sparse support is hard, even in dimension 2 and…

Optimization and Control · Mathematics 2022-02-09 Steffen Borgwardt , Stephan Patterson

This paper is concerned by the study of barycenters for random probability measures in the Wasserstein space. Using a duality argument, we give a precise characterization of the population barycenter for various parametric classes of random…

Statistics Theory · Mathematics 2017-11-30 Jérémie Bigot , Thierry Klein

We consider robust variants of the standard optimal transport, named robust optimal transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show that Sinkhorn-based algorithms can approximate the optimal cost…

Machine Learning · Computer Science 2021-10-29 Khang Le , Huy Nguyen , Quang Nguyen , Tung Pham , Hung Bui , Nhat Ho

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…

Statistics Theory · Mathematics 2017-03-30 Jérémie Bigot , Raúl Gouet , Thierry Klein , Alfredo López

In this paper, we introduce a generalization of the Wasserstein barycenter, to a case where the initial probability measures live on different subspaces of R^d. We study the existence and uniqueness of this barycenter, we show how it is…

Probability · Mathematics 2021-05-21 Julie Delon , Nathaël Gozlan , Alexandre Saint-Dizier

In this paper, a regularization of Wasserstein barycenters for random measures supported on $\mathbb{R}^{d}$ is introduced via convex penalization. The existence and uniqueness of such barycenters is first proved for a large class of…

Statistics Theory · Mathematics 2019-03-20 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

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