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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

The discrete distribution is often used to describe complex instances in machine learning, such as images, sequences, and documents. Traditionally, clustering of discrete distributions (D2C) has been approached using Wasserstein barycenter…

Machine Learning · Computer Science 2024-08-19 Zixiao Wang , Dong Qiao , Jicong Fan

Efficiently aggregating data from different sources is a challenging problem, particularly when samples from each source are distributed differently. These differences can be inherent to the inference task or present for other reasons:…

Machine Learning · Computer Science 2017-11-15 Matthew Staib , Sebastian Claici , Justin Solomon , Stefanie Jegelka

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…

Machine Learning · Computer Science 2021-02-25 Julien Lacombe , Julie Digne , Nicolas Courty , Nicolas Bonneel

The Wasserstein barycenter problem seeks a probability measure that minimizes the weighted average of the Wasserstein distances to a given collection of probability measures. We study the discrete setting, where each measure has finite…

Optimization and Control · Mathematics 2025-11-07 Jiaqi Wang , Weijun Xie

In this paper, we address a fundamental limitation of the classical Wasserstein barycenter -- its sensitivity to outliers and its reliance on finite first/second moment assumptions. To overcome these issues, we propose the robust…

Methodology · Statistics 2026-03-10 Zixiong Cheng , Hang Liu

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…

Machine Learning · Statistics 2017-06-14 Nhat Ho , XuanLong Nguyen , Mikhail Yurochkin , Hung Hai Bui , Viet Huynh , Dinh Phung

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…

Optimization and Control · Mathematics 2015-08-11 Ethan Anderes , Steffen Borgwardt , Jacob Miller

We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we propose a sampling gradient quantization scheme that allows…

Optimization and Control · Mathematics 2020-10-28 Roman Krawtschenko , César A. Uribe , Alexander Gasnikov , Pavel Dvurechensky

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…

Optimization and Control · Mathematics 2023-07-26 Olga Yufereva , Michael Persiianov , Pavel Dvurechensky , Alexander Gasnikov , Dmitry Kovalev

We consider the problem of computing a Wasserstein barycenter for a set of discrete probability distributions with finite supports, which finds many applications in areas such as statistics, machine learning and image processing. When the…

Optimization and Control · Mathematics 2020-12-29 Lei Yang , Jia Li , Defeng Sun , Kim-Chuan Toh

Wasserstein barycenter is the centroid of a collection of discrete probability distributions which minimizes the average of the $\ell_2$-Wasserstein distance. This paper focuses on the computation of Wasserstein barycenters under the case…

Optimization and Control · Mathematics 2021-01-19 Yitian Qian , Shaohua Pan

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 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

In this paper, we propose and analyze an efficient Halpern-Peaceman-Rachford (HPR) algorithm for solving the Wasserstein barycenter problem (WBP) with fixed supports. While the Peaceman-Rachford (PR) splitting method itself may not be…

Optimization and Control · Mathematics 2022-11-29 Guojun Zhang , Yancheng Yuan , Defeng Sun

Discrete Wasserstein barycenters correspond to optimal solutions of transportation problems for a set of probability measures with finite support. Discrete barycenters are measures with finite support themselves and exhibit two favorable…

Optimization and Control · Mathematics 2020-04-24 Steffen Borgwardt

We propose to compute Wasserstein barycenters (WBs) by solving for Monge maps with variational principle. We discuss the metric properties of WBs and explore their connections, especially the connections of Monge WBs, to K-means clustering…

Machine Learning · Computer Science 2023-03-31 Liang Mi

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

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

Equilibrium multi-population matching (matching for teams) is a problem from mathematical economics which is related to multi-marginal optimal transport. A special but important case is the Wasserstein barycenter problem, which has…

Numerical Analysis · Mathematics 2014-11-14 Guillaume Carlier , Adam Oberman , Edouard Oudet