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Wasserstein barycenters and variance-like criteria based on the Wasserstein distance are used in many problems to analyze the homogeneity of collections of distributions and structural relationships between the observations. We propose the…

Statistics Theory · Mathematics 2018-10-31 Eustasio Del Barrio , Paula Gordaliza , Hélène Lescornel , Jean-Michel Loubes

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

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

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…

Methodology · Statistics 2025-08-05 Esteban G. Tabak , Giulio Trigila , Wenjun Zhao

We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…

Machine Learning · Computer Science 2023-02-16 Alexander Cloninger , Keaton Hamm , Varun Khurana , Caroline Moosmüller

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 propose an efficient federated dual decomposition algorithm for calculating the Wasserstein barycenter of several distributions, including choosing the support of the solution. The algorithm does not access local data and uses only…

Machine Learning · Computer Science 2025-07-29 Zhengqi Lin , Andrzej Ruszczyński

This paper introduces a new nonlinear dictionary learning method for histograms in the probability simplex. The method leverages optimal transport theory, in the sense that our aim is to reconstruct histograms using so-called displacement…

The discrete Wasserstein barycenter problem is a minimum-cost mass transport problem for a set of probability measures with finite support. In this paper, we show that finding a barycenter of sparse support is hard, even in dimension 2 and…

Optimization and Control · Mathematics 2022-02-09 Steffen Borgwardt , Stephan Patterson

Discrete barycenters are the optimal solutions to mass transport problems for a set of discrete measures. Such transport problems arise in many applications of operations research and statistics. The best known algorithms for exact…

Optimization and Control · Mathematics 2019-04-24 Steffen Borgwardt , Stephan Patterson

The Wasserstein barycenter is a geometric construct which captures the notion of centrality among probability distributions, and which has found many applications in machine learning. However, most algorithms for finding even an approximate…

Data Structures and Algorithms · Computer Science 2021-10-20 Zachary Izzo , Sandeep Silwal , Samson Zhou

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

A robust clustering method for probabilities in Wasserstein space is introduced. This new "trimmed $k$-barycenters" approach relies on recent results on barycenters in Wasserstein space that allow intensive computation, as required by…

Methodology · Statistics 2019-02-06 E. del Barrio , J. A. Cuesta-Albertos , C. Matrán , A. Mayo-Íscar

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…

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

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

Optimal transport (OT) barycenters are a mathematically grounded way of averaging probability distributions while capturing their geometric properties. In short, the barycenter task is to take the average of a collection of probability…

Computational implementation of optimal transport barycenters for a set of target probability measures requires a form of approximation, a widespread solution being empirical approximation of measures. We provide an $O(\sqrt{N/n})$…

Optimization and Control · Mathematics 2025-11-19 Léo Portales , Edouard Pauwels , Elsa Cazelles

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

This paper considers the problem of estimating a matrix that encodes pairwise distances in a finite metric space (or, more generally, the edge weight matrix of a network) under the barycentric coding model (BCM) with respect to the…

Optimization and Control · Mathematics 2026-03-31 Rocío Díaz Martín , Ivan V. Medri , James M. Murphy