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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…
This paper provides a simple procedure to fit generative networks to target distributions, with the goal of a small Wasserstein distance (or other optimal transport costs). The approach is based on two principles: (a) if the source…
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…
Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…
Wasserstein barycenter, built on the theory of optimal transport, provides a powerful framework to aggregate probability distributions, and it has increasingly attracted great attention within the machine learning community. However, it…
In this article, we formulate topology optimization problems concerning the mass distribution as minimization problems for functionals on the Wasserstein space. We relax optimization problems regarding non-convex objective functions on the…
We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on…
This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…
An algorithm for approximating the p-Wasserstein distance between histograms defined on unstructured discrete grids is presented. It is based on the computation of a barycenter constrained to be supported on a low dimensional subspace,…
The topological patterns exhibited by many real-world networks motivate the development of topology-based methods for assessing the similarity of networks. However, extracting topological structure is difficult, especially for large and…
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…
In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…
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…
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…
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…
We propose a new clustering method based on optimal transportation. We solve optimal transportation with variational principles, and investigate the use of power diagrams as transportation plans for aggregating arbitrary domains into a…
Inspired by recent advances in distributed algorithms for approximating Wasserstein barycenters, we propose a novel distributed algorithm for this problem. The main novelty is that we consider time-varying computational networks, which are…
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…
We introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to…
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…