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We study the fixed-support Wasserstein barycenter problem (FS-WBP), which consists in computing the Wasserstein barycenter of $m$ discrete probability measures supported on a finite metric space of size $n$. We show first that the…

Computational Complexity · Computer Science 2022-06-07 Tianyi Lin , Nhat Ho , Xi Chen , Marco Cuturi , Michael I. Jordan

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

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…

Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Pedro Cisneros-Velarde , Francesco Bullo

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…

Optimization and Control · Mathematics 2023-07-26 Lénaïc Chizat , Tomas Vaškevičius

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 develop a general theoretical and algorithmic framework for sparse approximation and structured prediction in $\mathcal{P}_2(\Omega)$ with Wasserstein barycenters. The barycenters are sparse in the sense that they are computed from an…

Numerical Analysis · Mathematics 2023-02-13 Minh-Hieu Do , Jean Feydy , Olga Mula

Computationally solving multi-marginal optimal transport (MOT) with squared Euclidean costs for $N$ discrete probability measures has recently attracted considerable attention, in part because of the correspondence of its solutions with…

Numerical Analysis · Mathematics 2022-02-03 Johannes von Lindheim

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

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…

Optimization and Control · Mathematics 2024-10-25 Daniel Mimouni , P Malisani , J. Zhu , W. de Oliveira

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

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…

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

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

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

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

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…

Optimization and Control · Mathematics 2022-02-15 Jason M. Altschuler , Enric Boix-Adsera

This paper is concerned by statistical inference problems from a data set whose elements may be modeled as random probability measures such as multiple histograms or point clouds. We propose to review recent contributions in statistics on…

Statistics Theory · Mathematics 2019-08-27 Jérémie Bigot

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

The Wasserstein barycenter problem is to compute the average of $m$ given probability measures, which has been widely studied in many different areas; however, real-world data sets are often noisy and huge, which impedes its applications in…

Machine Learning · Computer Science 2023-12-27 Xu Wang , Jiawei Huang , Qingyuan Yang , Jinpeng Zhang