相关论文: Doubly Regularized Entropic Wasserstein Barycenter…

We study the problem of estimating the barycenter of a distribution given i.i.d. data in a geodesic space. Assuming an upper curvature bound in Alexandrov's sense and a support condition ensuring the strong geodesic convexity of the…

This work studies the convergence and finite sample approximations of entropic regularized Wasserstein distances in the Hilbert space setting. Our first main result is that for Gaussian measures on an infinite-dimensional Hilbert space,…

Fr\'echet regression, or conditional Barycenters, is a flexible framework for modeling relationships between covariates (usually Euclidean) and response variables on general metric spaces, e.g., probability distributions or positive…

We are interested in martingale rearrangement couplings. As introduced by Wiesel [37] in order to prove the stability of Martingale Optimal Transport problems, these are projections in adapted Wasserstein distance of couplings between two…

We investigate the notion of Wasserstein median as an alternative to the Wasserstein barycenter, which has become popular but may be sensitive to outliers. In terms of robustness to corrupted data, we indeed show that Wasserstein medians…

Wasserstein barycenters and variance-like criteria based on the Wasserstein distance are used in many problems to analyze the homogeneity of collections of distributions and structural relationships between the observations. We propose the…

In this article, we study Wasserstein-type metrics and corresponding barycenters for mixtures of a chosen subset of probability measures called atoms hereafter. In particular, this works extends what was proposed by Delon and Desolneux [A…

Many time series can be modeled as a sequence of segments representing high-level discrete states, such as running and walking in a human activity application. Flexible models should describe the system state and observations in stationary…

Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…

A framework is proposed that addresses both conditional density estimation and latent variable discovery. The objective function maximizes explanation of variability in the data, achieved through the optimal transport barycenter generalized…

In this paper we provide conditions for a Wasserstein barycenter to be absolutely continuous with respect to its Hausdorff measure away from the vertices of the graph.

Gaussian smoothing has emerged as an effective technique for reducing the sample complexity of optimal transport. In this paper, we study the two-sample plug-in estimator of the Gaussian-smoothed Wasserstein cost…

We develop a general theory to address a consensus-based combination of estimations in a parallelized or distributed estimation setting. Taking into account the possibility of very discrepant estimations, instead of a full consensus we…

Wasserstein distributionally robust optimization (WDRO) strengthens statistical learning under model uncertainty by minimizing the local worst-case risk within a prescribed ambiguity set. Although WDRO has been extensively studied in…

The metric $d(A,B)=\left[ \tr\, A+\tr\, B-2\tr(A^{1/2}BA^{1/2})^{1/2}\right]^{1/2}$ on the manifold of $n\times n$ positive definite matrices arises in various optimisation problems, in quantum information and in the theory of optimal…

Scaling algorithms for entropic transport-type problems have become a very popular numerical method, encompassing Wasserstein barycenters, multi-marginal problems, gradient flows and unbalanced transport. However, a standard implementation…

Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasserstein distances suffers from a severe curse of…

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.…

We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measured in Wasserstein distance, which are applicable to a wide…

This work proposes new estimators for discrete optimal transport plans that enjoy Gaussian limits centered at the true solution. This behavior stands in stark contrast with the performance of existing estimators, including those based on…