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This work presents an algorithm to sample from the Wasserstein barycenter of absolutely continuous measures. Our method is based on the gradient flow of the multimarginal formulation of the Wasserstein barycenter, with an additive…

Machine Learning · Computer Science 2021-05-06 Chiheb Daaloul , Thibaut Le Gouic , Jacques Liandrat , Magali Tournus

We consider the problem of computing a Wasserstein barycenter for a set of discrete probability distributions with finite supports, which finds many applications in areas such as statistics, machine learning and image processing. When the…

Optimization and Control · Mathematics 2020-12-29 Lei Yang , Jia Li , Defeng Sun , Kim-Chuan Toh

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:…

Machine Learning · Computer Science 2017-11-15 Matthew Staib , Sebastian Claici , Justin Solomon , Stefanie Jegelka

Distributed consensus in the Wasserstein metric space of probability measures on the real line is introduced in this work. Convergence of each agent's measure to a common measure is proven under a weak network connectivity condition. The…

Optimization and Control · Mathematics 2021-10-04 Adrian N. Bishop , Arnaud Doucet

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

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

The optimal transport barycenter (a.k.a. Wasserstein barycenter) is a fundamental notion of averaging that extends from the Euclidean space to the Wasserstein space of probability distributions. Computation of the unregularized barycenter…

Machine Learning · Statistics 2025-05-27 Kaheon Kim , Rentian Yao , Changbo Zhu , Xiaohui Chen

This paper presents an efficient algorithm for the progressive approximation of Wasserstein barycenters of persistence diagrams, with applications to the visual analysis of ensemble data. Given a set of scalar fields, our approach enables…

Graphics · Computer Science 2019-10-10 Jules Vidal , Joseph Budin , Julien Tierny

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

Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…

Machine Learning · Computer Science 2024-07-01 Vitaly Feldman , Audra McMillan , Satchit Sivakumar , Kunal Talwar

Let $\mathcal{P}_{2,ac}$ be the set of Borel probabilities on $\mathbb{R}^d$ with finite second moment and absolutely continuous with respect to Lebesgue measure. We consider the problem of finding the barycenter (or Fr\'echet mean) of a…

Computation · Statistics 2016-04-25 Pedro C. Álvarez-Esteban , E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

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

Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…

Machine Learning · Computer Science 2020-02-21 Marin Ballu , Quentin Berthet , Francis Bach

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 2021-05-26 Viet Huynh , Nhat Ho , Nhan Dam , XuanLong Nguyen , Mikhail Yurochkin , Hung Bui , and Dinh Phung

The Wasserstein barycenter has been widely studied in various fields, including natural language processing, and computer vision. However, it requires a high computational cost to solve the Wasserstein barycenter problem because the…

Artificial Intelligence · Computer Science 2022-02-14 Yuki Takezawa , Ryoma Sato , Zornitsa Kozareva , Sujith Ravi , Makoto Yamada

In a variety of research areas, the weighted bag of vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation…

Computation · Statistics 2017-01-10 Jianbo Ye , Panruo Wu , James Z. Wang , Jia Li

This paper is focused on the statistical analysis of probability measures $\nu_{1},\ldots,\nu_{n}$ on $\mathbb{R}$ that can be viewed as independent realizations of an underlying stochastic process. We consider the situation of practical…

Statistics Theory · Mathematics 2017-03-30 Jérémie Bigot , Raúl Gouet , Thierry Klein , Alfredo López

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

We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…

Statistics Theory · Mathematics 2020-04-30 Jonathan Niles-Weed , Quentin Berthet

This paper studies the statistical estimation of exact Wasserstein barycenters. Existing non-asymptotic results for empirical barycenters exhibit a severe curse of dimensionality. Motivated by the semi-dual formulation of the barycenter…

Statistics Theory · Mathematics 2026-05-06 Pengtao Li , Changbo Zhu , Xiaohui Chen