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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

In this thesis, we consider the Wasserstein barycenter problem of discrete probability measures from computational and statistical sides. The statistical focus is estimating the sample size of measures necessary to calculate an…

Optimization and Control · Mathematics 2021-10-26 Darina Dvinskikh

The primary choice to summarize a finite collection of random objects is by using measures of central tendency, such as mean and median. In the field of optimal transport, the Wasserstein barycenter corresponds to the Fr\'{e}chet or…

Methodology · Statistics 2025-09-03 Kisung You , Dennis Shung , Mauro Giuffrè

We introduce and study a novel model-selection strategy for Bayesian learning, based on optimal transport, along with its associated predictive posterior law: the Wasserstein population barycenter of the posterior law over models. We first…

Machine Learning · Statistics 2022-11-10 Julio Backhoff-Veraguas , Joaquin Fontbona , Gonzalo Rios , Felipe Tobar

We study a general formulation of regularized Wasserstein barycenters that enjoys favorable regularity, approximation, stability and (grid-free) optimization properties. This barycenter is defined as the unique probability measure that…

Optimization and Control · Mathematics 2025-07-28 Lénaïc Chizat

Let $\mathcal{P}_{2,ac}$ be the set of Borel probabilities on $\mathbb{R}^d$ with finite second moment and absolutely continuous with respect to Lebesgue measure. We consider the problem of finding the barycenter (or Fr\'echet mean) of a…

Computation · Statistics 2016-04-25 Pedro C. Álvarez-Esteban , E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

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 introduce a new method for training generative adversarial networks by applying the Wasserstein-2 metric proximal on the generators. The approach is based on Wasserstein information geometry. It defines a parametrization invariant…

Machine Learning · Computer Science 2021-02-16 Alex Tong Lin , Wuchen Li , Stanley Osher , Guido Montufar

We study in this paper a variant of Wasserstein barycenter problem, which we refer to as tree-Wasserstein barycenter, by leveraging a specific class of ground metrics, namely tree metrics, for Wasserstein distance. Drawing on the tree…

Machine Learning · Statistics 2020-02-28 Tam Le , Viet Huynh , Nhat Ho , Dinh Phung , Makoto Yamada

The optimal transport barycenter (a.k.a. Wasserstein barycenter) is a fundamental notion of averaging that extends from the Euclidean space to the Wasserstein space of probability distributions. Computation of the unregularized barycenter…

Machine Learning · Statistics 2025-05-27 Kaheon Kim , Rentian Yao , Changbo Zhu , Xiaohui Chen

The training of Generative Adversarial Networks (GANs) requires a large amount of data, stimulating the development of new augmentation methods to alleviate the challenge. Oftentimes, these methods either fail to produce enough new data or…

Computer Vision and Pattern Recognition · Computer Science 2022-11-15 Iaroslav Bespalov , Nazar Buzun , Oleg Kachan , Dmitry V. Dylov

We consider probabilistic models for sequential observations which exhibit gradual transitions among a finite number of states. We are particularly motivated by applications such as human activity analysis where observed accelerometer time…

Machine Learning · Computer Science 2023-09-22 Kevin C. Cheng , Shuchin Aeron , Michael C. Hughes , Eric L. Miller

Distributed consensus in the Wasserstein metric space of probability measures on the real line is introduced in this work. Convergence of each agent's measure to a common measure is proven under a weak network connectivity condition. The…

Optimization and Control · Mathematics 2021-10-04 Adrian N. Bishop , Arnaud Doucet

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…

Optimization and Control · Mathematics 2018-09-24 César A. Uribe , Darina Dvinskikh , Pavel Dvurechensky , Alexander Gasnikov , Angelia Nedić

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 propose a novel end-to-end non-minimax algorithm for training optimal transport mappings for the quadratic cost (Wasserstein-2 distance). The algorithm uses input convex neural networks and a cycle-consistency regularization to…

Machine Learning · Computer Science 2020-12-11 Alexander Korotin , Vage Egiazarian , Arip Asadulaev , Alexander Safin , Evgeny Burnaev

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 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

We present a framework to simultaneously align and smooth data in the form of multiple point clouds sampled from unknown densities with support in a d-dimensional Euclidean space. This work is motivated by applications in bioinformatics…

Methodology · Statistics 2019-08-28 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

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…