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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 learning a real-valued function that satisfies the Demographic Parity constraint. It demands the distribution of the predicted output to be independent of the sensitive attribute. We consider the case that the…

Machine Learning · Statistics 2020-06-24 Evgenii Chzhen , Christophe Denis , Mohamed Hebiri , Luca Oneto , Massimiliano Pontil

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

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

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

The optimal transport and Wasserstein barycenter of Gaussian distributions have been solved. In literature, the closed form formulas of the Monge map, the Wasserstein distance and the Wasserstein barycenter have been given. Moreover, when…

Optimization and Control · Mathematics 2025-04-22 Keyu Chen , Yunxin Zhang

We address the challenge of sequential data-driven decision-making under context distributional uncertainty. This problem arises in numerous real-world scenarios where the learner optimizes black-box objective functions in the presence of…

Machine Learning · Computer Science 2025-03-27 Francesco Micheli , Efe C. Balta , Anastasios Tsiamis , John Lygeros

We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…

Machine Learning · Computer Science 2024-04-02 Zhuoran Yang , Yufeng Zhang , Yongxin Chen , Zhaoran Wang

Dataset Distillation (DD) aims to generate a compact synthetic dataset that enables models to achieve performance comparable to training on the full large dataset, significantly reducing computational costs. Drawing from optimal transport…

Computer Vision and Pattern Recognition · Computer Science 2025-07-03 Haoyang Liu , Yijiang Li , Tiancheng Xing , Peiran Wang , Vibhu Dalal , Luwei Li , Jingrui He , Haohan Wang

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

A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…

Methodology · Statistics 2018-12-20 Alexander Petersen , Hans-Georg Müller

In this work, we propose a method for computing centroids, or barycenters, in the spectral Wasserstein-2 metric for sets of power spectral densities, where the barycenters are restricted to belong to the set of all-pole spectra with a…

Signal Processing · Electrical Eng. & Systems 2026-02-17 Rumeshika Pallewela , Filip Elvander

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

We present and study a novel algorithm for the computation of 2-Wasserstein population barycenters of absolutely continuous probability measures on Euclidean space. The proposed method can be seen as a stochastic gradient descent procedure…

Optimization and Control · Mathematics 2023-10-24 Julio Backhoff-Veraguas , Joaquin Fontbona , Gonzalo Rios , Felipe Tobar

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

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…

Statistics Theory · Mathematics 2019-08-27 Jérémie Bigot

Gaussian Process based Bayesian Optimization is a widely applied algorithm to learn and optimize under uncertainty, well-known for its sample efficiency. However, recently -- and more frequently -- research studies have empirically…

Machine Learning · Statistics 2025-05-20 Antonio Candelieri , Andrea Ponti , Francesco Archetti

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

Optimization and Control · Mathematics 2024-06-18 Nicolas Lanzetti , Antonio Terpin , Florian Dörfler

Increasingly complex data analysis tasks motivate the study of the dependency of distributions of multivariate continuous random variables on scalar or vector predictors. Statistical regression models for distributional responses so far…

Methodology · Statistics 2021-07-21 Jianing Fan , Hans-Georg Müller

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…

Optimization and Control · Mathematics 2021-02-25 Darina Dvinskikh , Daniil Tiapkin
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