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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…

最优化与控制 · 数学 2025-07-28 Lénaïc Chizat

The Wasserstein barycenter extends the Euclidean mean to the space of probability measures by minimizing the weighted sum of squared 2-Wasserstein distances. We develop a free-support algorithm for computing Wasserstein barycenters that…

机器学习 · 统计学 2025-09-17 Kisung You

Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation…

系统与控制 · 电气工程与系统科学 2022-02-28 Pedro Cisneros-Velarde , Francesco Bullo

Wasserstein Barycenter is a principled approach to represent the weighted mean of a given set of probability distributions, utilizing the geometry induced by optimal transport. In this work, we present a novel scalable algorithm to…

机器学习 · 计算机科学 2021-11-30 Jiaojiao Fan , Amirhossein Taghvaei , Yongxin Chen

We present and study a novel algorithm for the computation of 2-Wasserstein population barycenters of absolutely continuous probability measures on Euclidean space. The proposed method can be seen as a stochastic gradient descent procedure…

最优化与控制 · 数学 2023-10-24 Julio Backhoff-Veraguas , Joaquin Fontbona , Gonzalo Rios , Felipe Tobar

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

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…

最优化与控制 · 数学 2020-12-29 Lei Yang , Jia Li , Defeng Sun , Kim-Chuan Toh

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…

统计理论 · 数学 2019-03-20 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

In this paper we tackle the problem of comparing distributions of random variables and defining a mean pattern between a sample of random events. Using barycenters of measures in the Wasserstein space, we propose an iterative version as an…

统计理论 · 数学 2013-12-12 Emmanuel Boissard , Thibaut Le Gouic , Jean-Michel Loubes

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…

机器学习 · 计算机科学 2021-05-06 Chiheb Daaloul , Thibaut Le Gouic , Jacques Liandrat , Magali Tournus

Wasserstein barycenter, built on the theory of optimal transport, provides a powerful framework to aggregate probability distributions, and it has increasingly attracted great attention within the machine learning community. However, it…

机器学习 · 计算机科学 2022-12-20 Jinjin Chi , Zhiyao Yang , Jihong Ouyang , Ximing Li

Collecting and aggregating information from several probability measures or histograms is a fundamental task in machine learning. One of the popular solution methods for this task is to compute the barycenter of the probability measures…

机器学习 · 计算机科学 2021-09-29 Minhui Huang , Shiqian Ma , Lifeng Lai

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…

机器学习 · 计算机科学 2020-02-21 Marin Ballu , Quentin Berthet , Francis Bach

We consider the population Wasserstein barycenter problem for random probability measures supported on a finite set of points and generated by an online stream of data. This leads to a complicated stochastic optimization problem where the…

最优化与控制 · 数学 2021-12-06 Daniil Tiapkin , Alexander Gasnikov , Pavel Dvurechensky

We study the complexity of approximating Wassertein barycenter of $m$ discrete measures, or histograms of size $n$ by contrasting two alternative approaches, both using entropic regularization. The first approach is based on the Iterative…

This paper is concerned by the study of barycenters for random probability measures in the Wasserstein space. Using a duality argument, we give a precise characterization of the population barycenter for various parametric classes of random…

统计理论 · 数学 2017-11-30 Jérémie Bigot , Thierry Klein

We study the existence and uniqueness of the barycenter of a signed distribution of probability measures on a Hilbert space. The barycenter is found, as usual, as a minimum of a functional. In the case where the positive part of the signed…

概率论 · 数学 2025-07-08 Francesco Tornabene , Marco Veneroni , Giuseppe Savaré

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

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:…

机器学习 · 计算机科学 2017-11-15 Matthew Staib , Sebastian Claici , Justin Solomon , Stefanie Jegelka

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…

机器学习 · 计算机科学 2023-12-27 Xu Wang , Jiawei Huang , Qingyuan Yang , Jinpeng Zhang