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Computing the unregularized Wasserstein barycenter for measure-valued data is a challenging optimization task. Recent algorithms have been tailored to either discrete measures as point clouds or continuous measures discretized on regular…

Optimization and Control · Mathematics 2026-05-13 Peng Xu , Changbo Zhu , Xiaohui Chen

We propose the linear barycentric coding model (LBCM) which utilizes the linear optimal transport (LOT) metric for analysis and synthesis of probability measures. We provide a closed-form solution to the variational problem characterizing…

Machine Learning · Statistics 2025-04-09 Matthew Werenski , Brendan Mallery , Shuchin Aeron , James M. Murphy

This paper considers the problem of measure estimation under the barycentric coding model (BCM), in which an unknown measure is assumed to belong to the set of Wasserstein-2 barycenters of a finite set of known measures. Estimating a…

Machine Learning · Statistics 2022-06-29 Matthew Werenski , Ruijie Jiang , Abiy Tasissa , Shuchin Aeron , James M. Murphy

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…

Machine Learning · Statistics 2022-05-31 Tim Tsz-Kit Lau , Han Liu

We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…

Optimization and Control · Mathematics 2024-08-20 Yifan Chen , Wuchen Li

The Riemannian barycentre is one of the most widely used statistical descriptors for probability distributions on Riemannian manifolds. At present, existing algorithms are able to compute the Riemannian barycentre of a probability…

Probability · Mathematics 2020-02-26 Salem Said

The Gromov-Wasserstein (GW) transport problem is a relaxation of classic optimal transport, which seeks a transport between two measures while preserving their internal geometry. Due to meeting this theoretical underpinning, it is a…

Numerical Analysis · Mathematics 2024-03-14 Florian Beier , Robert Beinert

In this paper we investigate the numerical approximation of an analogue of the Wasserstein distance for optimal transport on graphs that is defined via a discrete modification of the Benamou--Brenier formula. This approach involves the…

Numerical Analysis · Mathematics 2017-07-24 Matthias Erbar , Martin Rumpf , Bernhard Schmitzer , Stefan Simon

Computing the Wasserstein barycenter of a set of probability measures under the optimal transport metric can quickly become prohibitive for traditional second-order algorithms, such as interior-point methods, as the support size of the…

Optimization and Control · Mathematics 2020-01-22 Dongdong Ge , Haoyue Wang , Zikai Xiong , Yinyu Ye

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 paper, we consider the problem of computing the barycenter of a set of probability distributions under the Sinkhorn divergence. This problem has recently found applications across various domains, including graphics, learning, and…

Machine Learning · Computer Science 2020-07-22 Zebang Shen , Zhenfu Wang , Alejandro Ribeiro , Hamed Hassani

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 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

Wasserstein barycenters correspond to optimal solutions of transportation problems for several marginals, and as such have a wide range of applications ranging from economics to statistics and computer science. When the marginal probability…

Optimization and Control · Mathematics 2015-08-11 Ethan Anderes , Steffen Borgwardt , Jacob Miller

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on…

Machine Learning · Statistics 2024-06-19 Alex G. Zalles , Kai M. Hung , Ann E. Finneran , Lydia Beaudrot , César A. Uribe

We present a novel framework based on optimal transport for the challenging problem of comparing graphs. Specifically, we exploit the probabilistic distribution of smooth graph signals defined with respect to the graph topology. This allows…

Machine Learning · Computer Science 2019-12-09 Hermina Petric Maretic , Mireille EL Gheche , Giovanni Chierchia , Pascal Frossard

In this paper, we focus on the analysis of the regularized Wasserstein barycenter problem. We provide uniqueness and a characterization of the barycenter for two important classes of probability measures: (i) Gaussian distributions and (ii)…

Optimization and Control · Mathematics 2022-08-09 S. Kum , M. H. Duong , Y. Lim , S. Yun

We present a framework for building unsupervised representations of entities and their compositions, where each entity is viewed as a probability distribution rather than a vector embedding. In particular, this distribution is supported…

Computation and Language · Computer Science 2020-03-03 Sidak Pal Singh , Andreas Hug , Aymeric Dieuleveut , Martin Jaggi

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