Related papers: On Robust Optimal Transport: Computational Complex…
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…
In this paper, we focus on computational aspects of the Wasserstein barycenter problem. We propose two algorithms to compute Wasserstein barycenters of $m$ discrete measures of size $n$ with accuracy $\e$. The first algorithm, based on…
We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive a convex programming dual reformulation for general nominal distributions, transport…
This short paper presents a general approach for computing robust Wasserstein barycenters of persistence diagrams. The classical method consists in computing assignment arithmetic means after finding the optimal transport plans between the…
We consider the population Wasserstein barycenter problem for random probability measures supported on a finite set of points and generated by an online stream of data. This leads to a complicated stochastic optimization problem where the…
Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…
We study the stability of entropically regularized optimal transport with respect to the marginals. Given marginals converging weakly, we establish a strong convergence for the Schr\"odinger potentials describing the density of the optimal…
Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…
Given a collection of probability measures, a practitioner sometimes needs to find an "average" distribution which adequately aggregates reference distributions. A theoretically appealing notion of such an average is the Wasserstein…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
Sinkhorn algorithm is the de-facto standard approximation algorithm for optimal transport, which has been applied to a variety of applications, including image processing and natural language processing. In theory, the proof of its…
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…
Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact algorithms for computing Optimal Transport can be slow, which has motivated the development of approximate numerical solvers (e.g. Sinkhorn…
The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…
We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…
This paper discusses the efficiency of Hybrid Primal-Dual (HPD) type algorithms to approximate solve discrete Optimal Transport (OT) and Wasserstein Barycenter (WB) problems, with and without entropic regularization. Our first contribution…
We study the complexity of approximating Wassertein barycenter of $m$ discrete measures, or histograms of size $n$ by contrasting two alternative approaches, both using entropic regularization. The first approach is based on the Iterative…
We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most $n$ components. We show…
We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…
An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…