Related papers: Computing Barycentres of Measures for Generic Tran…
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…
We consider the population Wasserstein barycenter problem for random probability measures supported on a finite set of points and generated by an online stream of data. This leads to a complicated stochastic optimization problem where the…
Barycenter problems encode important geometric information about a metric space. While these problems are typically studied with positive weight coefficients associated to each distance term, more general signed Wasserstein barycenter…
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…
The Wasserstein barycenter (WB) is an important tool for summarizing sets of probability measures. It finds applications in applied probability, clustering, image processing, etc. When the measures' supports are finite, computing a…
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:…
We study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, we consider the associated class of Wasserstein barycenters…
In this paper we tackle the problem of comparing distributions of random variables and defining a mean pattern between a sample of random events. Using barycenters of measures in the Wasserstein space, we propose an iterative version as an…
Computing Wasserstein barycenters (a.k.a. Optimal Transport barycenters) is a fundamental problem in geometry which has recently attracted considerable attention due to many applications in data science. While there exist polynomial-time…
We study the computation of doubly regularized Wasserstein barycenters, a recently introduced family of entropic barycenters governed by inner and outer regularization strengths. Previous research has demonstrated that various…
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…
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…
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…
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…
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…
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…
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 $O(\sqrt{N/n})$…
Computing Wasserstein barycenters is a fundamental geometric problem with widespread applications in machine learning, statistics, and computer graphics. However, it is unknown whether Wasserstein barycenters can be computed in polynomial…
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…
In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…