相关论文: An Efficient HPR Algorithm for the Wasserstein Bar…

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 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…

We consider the block coordinate descent methods of Gauss-Seidel type with proximal regularization (BCD-PR), which is a classical method of minimizing general nonconvex objectives under constraints that has a wide range of practical…

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,…

We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…

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…

In this work, we propose a method for computing centroids, or barycenters, in the spectral Wasserstein-2 metric for sets of power spectral densities, where the barycenters are restricted to belong to the set of all-pole spectra with a…

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…

Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…

In this work, we propose a numerical method to compute the Wasserstein Hamiltonian flow (WHF), which is a Hamiltonian system on the probability density manifold. Many well-known PDE systems can be reformulated as WHFs. We use parameterized…

We consider probabilistic models for sequential observations which exhibit gradual transitions among a finite number of states. We are particularly motivated by applications such as human activity analysis where observed accelerometer time…

The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…

The fairness of clustering algorithms has gained widespread attention across various areas, including machine learning, In this paper, we study fair $k$-means clustering in Euclidean space. Given a dataset comprising several groups, the…

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…

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…

Along with developing of Peaceman-Rachford Splittling Method (PRSM), many batch algorithms based on it have been studied very deeply. But almost no algorithm focused on the performance of stochastic version of PRSM. In this paper, we…

Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…

We consider synthesis and analysis of probability measures using the entropy-regularized Wasserstein-2 cost and its unbiased version, the Sinkhorn divergence. The synthesis problem consists of computing the barycenter, with respect to these…

This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…

In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…