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Wasserstein barycenters provide a geometric notion of the weighted average of probability measures based on optimal transport. In this paper, we present a scalable algorithm to compute Wasserstein-2 barycenters given sample access to the…

Machine Learning · Computer Science 2022-01-02 Alexander Korotin , Lingxiao Li , Justin Solomon , Evgeny Burnaev

Wasserstein Barycenter is a principled approach to represent the weighted mean of a given set of probability distributions, utilizing the geometry induced by optimal transport. In this work, we present a novel scalable algorithm to…

Machine Learning · Computer Science 2021-11-30 Jiaojiao Fan , Amirhossein Taghvaei , Yongxin Chen

We present a stochastic algorithm to compute the barycenter of a set of probability distributions under the Wasserstein metric from optimal transport. Unlike previous approaches, our method extends to continuous input distributions and…

Machine Learning · Computer Science 2018-06-08 Sebastian Claici , Edward Chien , Justin Solomon

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…

Machine Learning · Statistics 2014-06-18 Marco Cuturi , Arnaud Doucet

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…

Machine Learning · Computer Science 2020-10-27 Lingxiao Li , Aude Genevay , Mikhail Yurochkin , Justin Solomon

In this paper, we focus on the analysis of the regularized Wasserstein barycenter problem. We provide uniqueness and a characterization of the barycenter for two important classes of probability measures: (i) Gaussian distributions and (ii)…

Optimization and Control · Mathematics 2022-08-09 S. Kum , M. H. Duong , Y. Lim , S. Yun

We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of…

Optimization and Control · Mathematics 2020-02-21 Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov , César A. Uribe , Angelia Nedić

Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…

Numerical Analysis · Mathematics 2023-03-13 Guillaume Carlier , Alex Delalande , Quentin Merigot

Wasserstein barycentres represent average distributions between multiple probability measures for the Wasserstein distance. The numerical computation of Wasserstein barycentres is notoriously challenging. A common approach is to use…

Numerical Analysis · Mathematics 2026-03-30 Eloi Tanguy , Julie Delon , Nathaël Gozlan

We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…

Optimization and Control · Mathematics 2026-04-17 Zeyi Chen , Ariel Neufeld , Qikun Xiang

Wasserstein barycenters provide a principled approach for aggregating probability measures, while preserving the geometry of their ambient space. Existing discrete methods are not scalable as they assume access to the complete set of…

Machine Learning · Statistics 2026-03-10 Eduardo Fernandes Montesuma , Yassir Bendou , Mike Gartrell

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

This work presents an algorithm to sample from the Wasserstein barycenter of absolutely continuous measures. Our method is based on the gradient flow of the multimarginal formulation of the Wasserstein barycenter, with an additive…

Machine Learning · Computer Science 2021-05-06 Chiheb Daaloul , Thibaut Le Gouic , Jacques Liandrat , Magali Tournus

We propose a hybrid resampling method to approximate finitely supported Wasserstein barycenters on large-scale datasets, which can be combined with any exact solver. Nonasymptotic bounds on the expected error of the objective value as well…

Computation · Statistics 2021-05-28 Florian Heinemann , Axel Munk , Yoav Zemel

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, 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…

Machine Learning · Computer Science 2022-12-20 Jinjin Chi , Zhiyao Yang , Jihong Ouyang , Ximing Li

The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that…

Machine Learning · Statistics 2025-09-17 Kisung You

Computing the unregularized Wasserstein barycenter for measure-valued data is a challenging optimization task. Recent algorithms have been tailored to either discrete measures as point clouds or continuous measures discretized on regular…

Optimization and Control · Mathematics 2026-05-13 Peng Xu , Changbo Zhu , Xiaohui Chen

The increasingly common use of neural network classifiers in industrial and social applications of image analysis has allowed impressive progress these last years. Such methods are however sensitive to algorithmic bias, i.e. to an under- or…

Machine Learning · Statistics 2021-11-15 Laurent Risser , Alberto Gonzalez Sanz , Quentin Vincenot , Jean-Michel Loubes

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…

Optimization and Control · Mathematics 2020-02-21 Alexey Kroshnin , Darina Dvinskikh , Pavel Dvurechensky , Alexander Gasnikov , Nazarii Tupitsa , Cesar Uribe
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