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Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

The discrete Wasserstein barycenter problem is a minimum-cost mass transport problem for a set of probability measures with finite support. In this paper, we show that finding a barycenter of sparse support is hard, even in dimension 2 and…

Optimization and Control · Mathematics 2022-02-09 Steffen Borgwardt , Stephan Patterson

We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" probability measure of interest and a simpler reference measure.…

Computation · Statistics 2017-12-27 Youssef Marzouk , Tarek Moselhy , Matthew Parno , Alessio Spantini

Discrete Wasserstein barycenters correspond to optimal solutions of transportation problems for a set of probability measures with finite support. Discrete barycenters are measures with finite support themselves and exhibit two favorable…

Optimization and Control · Mathematics 2020-04-24 Steffen Borgwardt

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 a general formulation of regularized Wasserstein barycenters that enjoys favorable regularity, approximation, stability and (grid-free) optimization properties. This barycenter is defined as the unique probability measure that…

Optimization and Control · Mathematics 2025-07-28 Lénaïc Chizat

We present a method for computing an approximate Riemannian barycenter of a collection of points lying on a Riemannian manifold. Our approach relies on the use of theoretically proven under- and over-approximations of the Riemannian…

Differential Geometry · Mathematics 2025-07-08 Simon Mataigne , P. -A. Absil , Nina Miolane

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

This paper proposes new algorithms for the metric learning problem. We start by noticing that several classical metric learning formulations from the literature can be viewed as modified covariance matrix estimation problems. Leveraging…

Machine Learning · Statistics 2022-11-23 Antoine Collas , Arnaud Breloy , Guillaume Ginolhac , Chengfang Ren , Jean-Philippe Ovarlez

We propose a new \cu{class-optimal} algorithm for the distributed computation of Wasserstein Barycenters over networks. Assuming that each node in a graph has a probability distribution, we prove that every node can reach the barycenter of…

Optimization and Control · Mathematics 2018-09-24 César A. Uribe , Darina Dvinskikh , Pavel Dvurechensky , Alexander Gasnikov , Angelia Nedić

We define barycentric coordinates on a Riemannian manifold using Karcher's center of mass technique applied to point masses for n+1 sufficiently close points, determining an n-dimensional Riemannian simplex defined as a "Karcher simplex."…

Numerical Analysis · Mathematics 2016-10-06 Stefan W. von Deylen , David Glickenstein , Max Wardetzky

A randomized version of the recently developed barycenter method for derivative--free optimization has desirable properties of a gradient search. We developed a complex version to avoid evaluations at high--gradient points. The method,…

Optimization and Control · Mathematics 2021-02-23 Felipe M Pait

In this paper, a regularization of Wasserstein barycenters for random measures supported on $\mathbb{R}^{d}$ is introduced via convex penalization. The existence and uniqueness of such barycenters is first proved for a large class of…

Statistics Theory · Mathematics 2019-03-20 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients…

Optimization and Control · Mathematics 2025-05-06 Thomas O. Gallouët , Andrea Natale , Gabriele Todeschi

Covariance matrices have attracted attention for machine learning applications due to their capacity to capture interesting structure in the data. The main challenge is that one needs to take into account the particular geometry of the…

Machine Learning · Computer Science 2019-09-13 Daniel Brooks , Olivier Schwander , Frederic Barbaresco , Jean-Yves Schneider , Matthieu Cord

We consider robust variants of the standard optimal transport, named robust optimal transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show that Sinkhorn-based algorithms can approximate the optimal cost…

Machine Learning · Computer Science 2021-10-29 Khang Le , Huy Nguyen , Quang Nguyen , Tung Pham , Hung Bui , Nhat Ho

We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…

Functional Analysis · Mathematics 2025-12-29 Ho Yun , Yoav Zemel

The superior performance of ensemble methods with infinite models are well known. Most of these methods are based on optimization problems in infinite-dimensional spaces with some regularization, for instance, boosting methods and convex…

Machine Learning · Statistics 2017-12-18 Atsushi Nitanda , Taiji Suzuki

Adapting large-scale foundation models to new domains with limited supervision remains a fundamental challenge due to latent distribution mismatch, unstable optimization dynamics, and miscalibrated uncertainty propagation. This paper…

Machine Learning · Computer Science 2026-03-27 Aueaphum Aueawatthanaphisut , Kuepon Auewattanapisut

A new pairwise cost function is proposed for the optimal transport barycenter problem, adopting the form of the minimal action between two points, with a Lagrangian that takes into account an underlying probability distribution. Under this…

Computation · Statistics 2025-11-11 Zichu Wang , Esteban G. Tabak
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