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相关论文: Fast Computation of Wasserstein Barycenters

200 篇论文

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…

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…

最优化与控制 · 数学 2020-04-24 Steffen Borgwardt

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…

数值分析 · 数学 2023-02-13 Minh-Hieu Do , Jean Feydy , Olga Mula

This paper presents a unified computational framework for the estimation of distances, geodesics and barycenters of merge trees. We extend recent work on the edit distance [106] and introduce a new metric, called the Wasserstein distance…

图形学 · 计算机科学 2021-09-21 Mathieu Pont , Jules Vidal , Julie Delon , Julien Tierny

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

机器学习 · 计算机科学 2019-09-04 François-Pierre Paty , Marco Cuturi

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…

统计理论 · 数学 2019-08-27 Jérémie Bigot

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…

统计理论 · 数学 2026-05-06 Pengtao Li , Changbo Zhu , Xiaohui Chen

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…

人工智能 · 计算机科学 2022-02-14 Yuki Takezawa , Ryoma Sato , Zornitsa Kozareva , Sujith Ravi , Makoto Yamada

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…

统计理论 · 数学 2017-03-30 Jérémie Bigot , Raúl Gouet , Thierry Klein , Alfredo López

The Wasserstein barycenter is a geometric construct which captures the notion of centrality among probability distributions, and which has found many applications in machine learning. However, most algorithms for finding even an approximate…

数据结构与算法 · 计算机科学 2021-10-20 Zachary Izzo , Sandeep Silwal , Samson Zhou

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…

统计计算 · 统计学 2016-04-25 Pedro C. Álvarez-Esteban , E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

In this paper we propose to perform model ensembling in a multiclass or a multilabel learning setting using Wasserstein (W.) barycenters. Optimal transport metrics, such as the Wasserstein distance, allow incorporating semantic side…

机器学习 · 计算机科学 2019-02-14 Pierre Dognin , Igor Melnyk , Youssef Mroueh , Jerret Ross , Cicero Dos Santos , Tom Sercu

We study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, we consider the associated class of Wasserstein barycenters…

统计方法学 · 统计学 2026-05-20 Emmanouil Androulakis , Georgios I. Papayiannis , Athanasios N. Yannacopoulos

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…

最优化与控制 · 数学 2017-03-30 Young-Heon Kim , Brendan Pass

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…

最优化与控制 · 数学 2021-10-04 Adrian N. Bishop , Arnaud Doucet

We provide theoretical complexity analysis for new algorithms to compute the optimal transport (OT) distance between two discrete probability distributions, and demonstrate their favorable practical performance over state-of-art primal-dual…

数据结构与算法 · 计算机科学 2020-06-16 Wenshuo Guo , Nhat Ho , Michael I. Jordan

We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…

最优化与控制 · 数学 2020-09-11 Nazarii Tupitsa , Pavel Dvurechensky , Alexander Gasnikov , César A. Uribe

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are…

机器学习 · 计算机科学 2022-05-02 Bahar Taskesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn

The clustering problem, and more generally, latent factor discovery --or latent space inference-- is formulated in terms of the Wasserstein barycenter problem from optimal transport. The objective proposed is the maximization of the…

最优化与控制 · 数学 2026-02-18 Hongkang Yang , Esteban G. Tabak

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

机器学习 · 计算机科学 2018-11-15 Marco Cuturi , Gabriel Peyré