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相关论文: A novel notion of barycenter for probability distr…

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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 barycenters provide a geometrically meaningful way to aggregate probability distributions, built on the theory of optimal transport. They are difficult to compute in practice, however, leading previous work to restrict their…

机器学习 · 计算机科学 2020-10-27 Lingxiao Li , Aude Genevay , Mikhail Yurochkin , Justin Solomon

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

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

We present a stochastic algorithm to compute the barycenter of a set of probability distributions under the Wasserstein metric from optimal transport. Unlike previous approaches, our method extends to continuous input distributions and…

机器学习 · 计算机科学 2018-06-08 Sebastian Claici , Edward Chien , Justin Solomon

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

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

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…

最优化与控制 · 数学 2015-08-11 Ethan Anderes , Steffen Borgwardt , Jacob Miller

We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…

机器学习 · 统计学 2014-06-18 Marco Cuturi , Arnaud Doucet

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…

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 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 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…

最优化与控制 · 数学 2020-02-21 Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov , César A. Uribe , Angelia Nedić

Wasserstein barycenters provide a geometric notion of the weighted average of probability measures based on optimal transport. In this paper, we present a scalable algorithm to compute Wasserstein-2 barycenters given sample access to the…

机器学习 · 计算机科学 2022-01-02 Alexander Korotin , Lingxiao Li , Justin Solomon , Evgeny Burnaev

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…

最优化与控制 · 数学 2018-09-24 César A. Uribe , Darina Dvinskikh , Pavel Dvurechensky , Alexander Gasnikov , Angelia Nedić

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 introduce a generalization of the Wasserstein barycenter, to a case where the initial probability measures live on different subspaces of R^d. We study the existence and uniqueness of this barycenter, we show how it is…

概率论 · 数学 2021-05-21 Julie Delon , Nathaël Gozlan , Alexandre Saint-Dizier

The optimal transportation problem defines a geometry of probability measures which leads to a definition for weighted averages (barycenters) of measures, finding application in the machine learning and computer vision communities as a…

机器学习 · 统计学 2026-03-31 David Gentile , James M. Murphy

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

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
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