Related papers: $p$-Wasserstein barycenters

This paper is concerned with the problem of defining and estimating statistics for distributions on spaces such as Riemannian manifolds and more general metric spaces. The challenge comes, in part, from the fact that statistics such as…

Letting $P$ be a convex polytope in $\mathbb{R}^d$ with $n>d$ vertices, we study geometric and analytical properties of the set of generalized barycentric coordinates relative to any point $p\in P$. We prove that such sets are polytopes in…

We study existence of probability measure valued jump-diffusions described by martingale problems. We develop a simple device that allows us to embed Wasserstein spaces and other similar spaces of probability measures into locally compact…

We introduce a notion of barycenter of a probability measure related to the symmetric mean of a collection of nonnegative real numbers. Our definition is inspired by the work of Hal\'asz and Sz\'ekely, who in 1976 proved a law of large…

The subject of this paper is the estimation of a probability measure on ${\mathbb R}^d$ from data observed with an additive noise, under the Wasserstein metric of order $p$ (with $p\geq 1$). We assume that the distribution of the errors is…

This paper presents a new method for conditional probability density simulation. The method is design to work with unstructured data set when data are not characterized by the same covariates yet share common information. Specific examples…

Let $K$ be a convex body in $\mathbb{R}^n$ (i.e., a compact convex set with nonempty interior). Given a point $p$ in the interior of $K$, a hyperplane $h$ passing through $p$ is called barycentric if $p$ is the barycenter of $K \cap h$. In…

We present a novel algorithm to estimate the barycenter of arbitrary probability distributions with respect to the Sinkhorn divergence. Based on a Frank-Wolfe optimization strategy, our approach proceeds by populating the support of the…

We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…

We introduce and study a natural notion of probabilistic 1-Lipschitz maps. We prove that the space of all probabilistic 1-Lipschitz maps defined on a probabilistic metric space G is also a probabilistic metric space. Moreover, when G is a…

Entropy regularization in optimal transport (OT) has been the driver of many recent interests for Wasserstein metrics and barycenters in machine learning. It allows to keep the appealing geometrical properties of the unregularized…

We study $p$-Wasserstein spaces over the branching spaces $\mathbb{R}^2$ and $[-1,1]^2$ equipped with the maximum norm metric. We show that these spaces are isometrically rigid for all $p\geq1,$ meaning that all isometries of these spaces…

We discuss two ways to construct standard probability measures, called push-down measures, from internal probability measures. We show that the Wasserstein distance between an internal probability measure and its push-down measure is…

In this paper, the issue of averaging data on a manifold is addressed. While the Fr\'echet mean resulting from Riemannian geometry appears ideal, it is unfortunately not always available and often computationally very expensive. To overcome…

We study the Wasserstein (or earthmover) metric on the space $P(X)$ of probability measures on a metric space $X$. We show that, if a finite metric space $X$ embeds stochastically with distortion $D$ in a family of finite metric trees, then…

We give the solution of the Monge-Kantorovitch problem on the Wiener space for the singular Wasserstein metric which is defined with respect to the distance of the underlying Cameron-Martin space. We show, under the hypothesis that this…

We introduce principal curves in Wasserstein space, and in general compact metric spaces. Our motivation for the Wasserstein case comes from optimal-transport-based trajectory inference, where a developing population of cells traces out a…

We prove the following isoperimetric type inequality: Given a finite absolutely continuous Borel measure on ${\mathbb R}^n$, halfspaces have maximal measure among all subsets with prescribed barycenter. As a consequence, we make progress…

Let $k\ge1$ be an integer, and $(M,g)$ be a smooth, closed Riemannian manifold of dimension $2k+1\le n\le 2k+3$, or $(M,g)$ be locally conformally flat of dimension $n\ge 2k+1$. Applying the Bahri-Coron barycenter method, we show the…

This paper connects nonpositive sectional curvature of a Riemannian manifold with the displacement convexity of the variance functional on the space $P(M)$ of probability measures over $M$. We show that $M$ has nonpositive sectional…