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The discrete distribution is often used to describe complex instances in machine learning, such as images, sequences, and documents. Traditionally, clustering of discrete distributions (D2C) has been approached using Wasserstein barycenter…

机器学习 · 计算机科学 2024-08-19 Zixiao Wang , Dong Qiao , Jicong Fan

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…

机器学习 · 计算机科学 2021-10-29 Khang Le , Huy Nguyen , Quang Nguyen , Tung Pham , Hung Bui , Nhat Ho

We introduce weak barycenters of a family of probability distributions, based on the recently developed notion of optimal weak transport of mass by Gozlanet al. (2017) and Backhoff-Veraguas et al. (2020). We provide a theoretical analysis…

机器学习 · 统计学 2023-03-13 Elsa Cazelles , Felipe Tobar , Joaquín Fontbona

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…

机器学习 · 统计学 2025-05-27 Kaheon Kim , Rentian Yao , Changbo Zhu , Xiaohui Chen

We propose a hybrid resampling method to approximate finitely supported Wasserstein barycenters on large-scale datasets, which can be combined with any exact solver. Nonasymptotic bounds on the expected error of the objective value as well…

统计计算 · 统计学 2021-05-28 Florian Heinemann , Axel Munk , Yoav Zemel

We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we propose a sampling gradient quantization scheme that allows…

最优化与控制 · 数学 2020-10-28 Roman Krawtschenko , César A. Uribe , Alexander Gasnikov , Pavel Dvurechensky

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…

机器学习 · 统计学 2022-05-31 Tim Tsz-Kit Lau , Han Liu

Wasserstein Barycenter (WB) is one of the most fundamental optimization problems in optimal transportation. Given a set of distributions, the goal of WB is to find a new distribution that minimizes the average Wasserstein distance to them.…

机器学习 · 计算机科学 2024-04-23 Qingyuan Yang , Hu Ding

A robust clustering method for probabilities in Wasserstein space is introduced. This new "trimmed $k$-barycenters" approach relies on recent results on barycenters in Wasserstein space that allow intensive computation, as required by…

统计方法学 · 统计学 2019-02-06 E. del Barrio , J. A. Cuesta-Albertos , C. Matrán , A. Mayo-Íscar

In this paper, we focus on computational aspects of the Wasserstein barycenter problem. We propose two algorithms to compute Wasserstein barycenters of $m$ discrete measures of size $n$ with accuracy $\e$. The first algorithm, based on…

最优化与控制 · 数学 2021-02-25 Darina Dvinskikh , Daniil Tiapkin

Wasserstein barycentres represent average distributions between multiple probability measures for the Wasserstein distance. The numerical computation of Wasserstein barycentres is notoriously challenging. A common approach is to use…

数值分析 · 数学 2026-03-30 Eloi Tanguy , Julie Delon , Nathaël Gozlan

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…

最优化与控制 · 数学 2023-07-26 Lénaïc Chizat , Tomas Vaškevičius

The discrete Wasserstein barycenter problem is a minimum-cost mass transport problem for a set of discrete probability measures. Although an exact barycenter is computable through linear programming, the underlying linear program can be…

最优化与控制 · 数学 2022-02-09 Steffen Borgwardt , Stephan Patterson

Wasserstein barycenters provide a principled approach for aggregating probability measures, while preserving the geometry of their ambient space. Existing discrete methods are not scalable as they assume access to the complete set of…

机器学习 · 统计学 2026-03-10 Eduardo Fernandes Montesuma , Yassir Bendou , Mike Gartrell

An algorithm for approximating the p-Wasserstein distance between histograms defined on unstructured discrete grids is presented. It is based on the computation of a barycenter constrained to be supported on a low dimensional subspace,…

数值分析 · 数学 2020-09-24 Nicolas Papadakis

We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…

机器学习 · 统计学 2025-05-29 Gabriele Visentin , Patrick Cheridito

Due to its invariance to rigid transformations such as rotations and reflections, Procrustes-Wasserstein (PW) was introduced in the literature as an optimal transport (OT) distance, alternative to Wasserstein and more suited to tasks such…

机器学习 · 统计学 2025-07-02 Davide Adamo , Marco Corneli , Manon Vuillien , Emmanuelle Vila

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…

机器学习 · 统计学 2021-05-26 Viet Huynh , Nhat Ho , Nhan Dam , XuanLong Nguyen , Mikhail Yurochkin , Hung Bui , and Dinh Phung

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…

最优化与控制 · 数学 2025-11-07 Woosuk L. Jung , Henry Wolkowicz

We study in this paper a variant of Wasserstein barycenter problem, which we refer to as tree-Wasserstein barycenter, by leveraging a specific class of ground metrics, namely tree metrics, for Wasserstein distance. Drawing on the tree…

机器学习 · 统计学 2020-02-28 Tam Le , Viet Huynh , Nhat Ho , Dinh Phung , Makoto Yamada