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We study the problem of learning a real-valued function that satisfies the Demographic Parity constraint. It demands the distribution of the predicted output to be independent of the sensitive attribute. We consider the case that the…

Machine Learning · Statistics 2020-06-24 Evgenii Chzhen , Christophe Denis , Mohamed Hebiri , Luca Oneto , Massimiliano Pontil

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…

Statistics Theory · Mathematics 2013-12-12 Emmanuel Boissard , Thibaut Le Gouic , Jean-Michel Loubes

In this work we consider regularized Wasserstein barycenters (average in Wasserstein distance) in Fourier basis. We prove that random Fourier parameters of the barycenter converge to some Gaussian random vector by distribution. The…

Statistics Theory · Mathematics 2021-09-21 Nazar Buzun

Ensemble forecasts and their combination are examined from the perspective of probability spaces. Manipulating ensemble forecasts as discrete probability distributions, multi-model ensemble (MME) forecasts are reformulated as barycenters of…

Applications · Statistics 2025-03-24 Camille Le Coz , Alexis Tantet , Rémi Flamary , Riwal Plougonven

A data-driven formulation of the optimal transport problem is presented and solved using adaptively refined meshes to decompose the problem into a sequence of finite linear programming problems. Both the marginal distributions and their…

Numerical Analysis · Mathematics 2017-10-11 Weikun Chen , Esteban G. Tabak

The so-called \emph{simplified} Wasserstein barycenter problem, also known as the cheapest hub problem, consists in selecting one point from each of $k$ given sets, each set consisting of $n$ points, with the aim of minimizing the sum of…

Optimization and Control · Mathematics 2025-11-07 Woosuk L. Jung , Henry Wolkowicz

We propose a learning framework for graph kernels, which is theoretically grounded on regularizing optimal transport. This framework provides a novel optimal transport distance metric, namely Regularized Wasserstein (RW) discrepancy, which…

Machine Learning · Computer Science 2021-10-11 Asiri Wijesinghe , Qing Wang , Stephen Gould

Wasserstein barycenters have become popular due to their ability to represent the average of probability measures in a geometrically meaningful way. In this paper, we present an algorithm to approximate the Wasserstein-2 barycenters of…

Machine Learning · Computer Science 2023-01-10 Alexander Korotin , Vage Egiazarian , Lingxiao Li , Evgeny Burnaev

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

We introduce and study a variant of the Wasserstein distance on the space of probability measures, specially designed to deal with measures whose support has a dendritic, or treelike structure with a particular direction of orientation. Our…

Optimization and Control · Mathematics 2020-11-18 Young-Heon Kim , Brendan Pass , David J. Schneider

We propose to study and promote the robustness of a model as per its performance through the interpolation of training data distributions. Specifically, (1) we augment the data by finding the worst-case Wasserstein barycenter on the…

Machine Learning · Computer Science 2023-08-29 Jiacheng Zhu , Jielin Qiu , Aritra Guha , Zhuolin Yang , Xuanlong Nguyen , Bo Li , Ding Zhao

Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…

Machine Learning · Statistics 2022-10-18 Sloan Nietert , Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive a convex programming dual reformulation for general nominal distributions, transport…

Optimization and Control · Mathematics 2025-03-27 Jie Wang , Rui Gao , Yao Xie

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…

Statistics Theory · Mathematics 2025-05-29 Washington Mio , Tom Needham

Increasingly complex data analysis tasks motivate the study of the dependency of distributions of multivariate continuous random variables on scalar or vector predictors. Statistical regression models for distributional responses so far…

Methodology · Statistics 2021-07-21 Jianing Fan , Hans-Georg Müller

We propose a multi-class point optimization formulation based on continuous Wasserstein barycenters. Our formulation is designed to handle hundreds to thousands of optimization objectives and comes with a practical optimization scheme. We…

Graphics · Computer Science 2022-11-09 Corentin Salaün , Iliyan Georgiev , Hans-Peter Seidel , Gurprit Singh

The optimal transport and Wasserstein barycenter of Gaussian distributions have been solved. In literature, the closed form formulas of the Monge map, the Wasserstein distance and the Wasserstein barycenter have been given. Moreover, when…

Optimization and Control · Mathematics 2025-04-22 Keyu Chen , Yunxin Zhang

Wasserstein dictionary learning is an unsupervised approach to learning a collection of probability distributions that generate observed distributions as Wasserstein barycentric combinations. Existing methods for Wasserstein dictionary…

Machine Learning · Computer Science 2022-10-24 Marshall Mueller , Shuchin Aeron , James M. Murphy , Abiy Tasissa

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

We introduce a weak notion of barycenter of a probability measure $\mu$ on a metric measure space $(X, d, {\bf m})$, with the metric $d$ and reference measure ${\bf m}$. Under the assumption that optimal transport plans are given by…

Optimization and Control · Mathematics 2017-03-30 Young-Heon Kim , Brendan Pass