中文
相关论文

相关论文: Doubly Regularized Entropic Wasserstein Barycenter…

200 篇论文

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

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 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

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

As interest in graph data has grown in recent years, the computation of various geometric tools has become essential. In some area such as mesh processing, they often rely on the computation of geodesics and shortest paths in discretized…

计算几何 · 计算机科学 2023-03-28 Marc Theveneau , Nicolas Keriven

Computationally solving multi-marginal optimal transport (MOT) with squared Euclidean costs for $N$ discrete probability measures has recently attracted considerable attention, in part because of the correspondence of its solutions with…

数值分析 · 数学 2022-02-03 Johannes von Lindheim

We present a framework to simultaneously align and smooth data in the form of multiple point clouds sampled from unknown densities with support in a d-dimensional Euclidean space. This work is motivated by applications in bioinformatics…

统计方法学 · 统计学 2019-08-28 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

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

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

The Wasserstein barycenter (WB) is an important tool for summarizing sets of probability measures. It finds applications in applied probability, clustering, image processing, etc. When the measures' supports are finite, computing a…

最优化与控制 · 数学 2024-10-25 Daniel Mimouni , P Malisani , J. Zhu , W. de Oliveira

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

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

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 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…

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…

信号处理 · 电气工程与系统科学 2026-02-17 Rumeshika Pallewela , Filip Elvander

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…

最优化与控制 · 数学 2026-04-17 Zeyi Chen , Ariel Neufeld , Qikun Xiang

Optimal transport (OT) barycenters are a mathematically grounded way of averaging probability distributions while capturing their geometric properties. In short, the barycenter task is to take the average of a collection of probability…

The primary choice to summarize a finite collection of random objects is by using measures of central tendency, such as mean and median. In the field of optimal transport, the Wasserstein barycenter corresponds to the Fr\'{e}chet or…

统计方法学 · 统计学 2025-09-03 Kisung You , Dennis Shung , Mauro Giuffrè

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…

机器学习 · 计算机科学 2023-09-22 Kevin C. Cheng , Shuchin Aeron , Michael C. Hughes , Eric L. Miller

The Wasserstein barycenter problem seeks a probability measure that minimizes the weighted average of the Wasserstein distances to a given collection of probability measures. We study the discrete setting, where each measure has finite…

最优化与控制 · 数学 2025-11-07 Jiaqi Wang , Weijun Xie