Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

2579 · May 202519922001200920172026
48 results for 2-Wasserstein barycenters

Study entropic regularization of Gaussian measures and processes on Hilbert space.

problem Regularizing 2-Wasserstein distance for infinite-dimensional Gaussian measures and processes.
method Minimum Mutual Information property, closed form formulas, Fréchet differentiability, Sinkhorn barycenter equation.
result Entropic 2-Wasserstein distance and Sinkhorn divergence are Fréchet differentiable in Hilbert space.

This work studies Gaussian geometry under entropy-regularized 2-Wasserstein distance.

problem Understanding Gaussian distributions in uncertainty quantification and diffusivity.
method Entropy-regularized 2-Wasserstein distance, closed-form solutions, fixed-point characterization.
result Closed-form expressions for the 2-Sinkhorn divergence and fixed-point barycenter.

Develops a new model for synthesizing and analyzing probability measures.

problem Synthesis and analysis of probability measures.
method Linear barycentric coding model (LBCM) using linear optimal transport (LOT) metric.
result Closed-form solution to 2-Wasserstein barycenters for compatible measures.

A new dynamical formulation of log-PCA captures local principal modes of geodesic variations.

problem Learning principal variations of random probability measures under Wasserstein geometry.
method Introducing a new dynamical formulation of log-PCA as a variational approach.
result Deriving a general statistical convergence rate for empirical WT-PCA.

Extends DAMs to Gaussian distributions for efficient pattern storage and retrieval.

problem Limited storage capacity and retrieval methods for non-vector pattern representations.
method Introduces a log-sum-exp energy function over Gaussian distributions, using optimal transport maps for retrieval dynamics.
result Proves exponential storage capacity and provides quantitative retrieval guarantees.

A new Wasserstein KK-means method for clustering probability distributions.

problem Clustering probability distributions using the Wasserstein metric.
method Distance-based KK-means with SDP relaxation for Wasserstein barycenters.
result Distance-based KK-means outperforms centroid-based KK-means for clustering probability distributions.

This work extends stochastic localization to joint probability measures for data analysis.

problem Data distributional analysis in high-dimensional probability.
method Unified stochastic localization under Eldan's α-scheme, coupled probability measures via shared Brownian motion.
result Eldan's α-distance as a scalable surrogate for Wasserstein distance.

New algorithm for computing Wasserstein barycenters with guarantees.

problem Computing Wasserstein barycenters with varying regularization strengths.
method Damped Sinkhorn iterations followed by exact maximization/minimization steps.
result First non-asymptotic convergence guarantees for approximating Wasserstein barycenters.

The space of Gaussian measures on a Euclidean space is geodesically convex in the L2L^2-Wasserstein space. This space is a finite dimensional manifold since Gaussian measures are parameterized by means and covariance matrices. By restricting to the space of Gaussian measures inside the L2L^2-Wasserstein space, we manag…

2008-01-15abs ↗pdf ↗

Develops a method to efficiently compute Wasserstein barycenters with variational distributions.

problem High computational burden in computing Wasserstein barycenters for high-dimensional and continuous settings.
method Introduces a variational distribution to approximate the continuous Wasserstein barycenter, reformulating the problem as an optimization with c-cyclical monotonicity.
result The method provides a tractable dual formulation for efficient computation of Wasserstein barycenters, demonstrated on real applications.

A new method for barycenter of probability measures using entropic optimal transport.

problem Finding a weighted average of probability distributions.
method Doubly regularized Wasserstein barycenters with entropic optimal transport.
result The new formulation is debiased and has a smooth density, leading to efficient estimation and optimization.

New algorithm computes optimal transport barycenter efficiently.

problem Computing optimal transport barycenter for high-dimensional probability distributions.
method Wasserstein-Descent H˙1\dot{\mathbb{H}}^1-Ascent (WDHA) algorithm.
result Exact barycenter computation in nearly linear time and linear space complexity.

Proposes variational Wasserstein barycenters for geometric clustering.

problem Geometric clustering problems, especially K-means and co-clustering.
method Solves for Monge maps using variational principle, explores connections to K-means and co-clustering.
result Demonstrates feasibility and use of variational Wasserstein barycenters in clustering.

Paper introduces SGA for barycenter optimization in optimal transport.

problem Optimizing Wasserstein barycenter for discrete distributions.
method Sobolev gradient ascent algorithm tailored to Wasserstein geometry.
result SGA achieves convergence rate similar to subgradient descent.

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 allows the support of the barycenter to be adjusted in each iteration. We tackle the…

2018-02-15abs ↗pdf ↗

A new method for averaging probability distributions based on optimal weak mass transport.

problem Averaging probability distributions in a geometric way.
method Weak barycenters based on optimal weak mass transport.
result Extracts common geometric information shared by all input distributions.

Paper solves barycenter of probability distributions using Sinkhorn divergence.

problem Computing the barycenter of a set of probability distributions under the Sinkhorn divergence.
method Recast as unconstrained functional optimization and develop Sinkhorn Descent (SD) method.
result SD converges to a stationary point at a sublinear rate and asymptotically finds a global minimizer.

New method proves absolute continuity of Wasserstein barycenters on manifolds with lower Ricci curvature bound.

problem Proving absolute continuity of Wasserstein barycenters on manifolds with lower Ricci curvature bound.
method Introducing new displacement functionals exploiting Hessian equality and revisiting Souslin space theory, Dunford-Pettis theorem, and de la Vallée Poussin criterion for uniform integrability.
result Absolute continuity of Wasserstein barycenters is established for a general class of manifolds with lower Ricci curvature bound.

A scalable algorithm approximates Wasserstein Barycenters using neural networks.

problem Representing the weighted mean of probability distributions in high dimensions.
method Input Convex Neural Networks (ICNNs) for Kantorovich dual formulation of Wasserstein-2 distance.
result Generative model representation of the Barycenter with infinite samples.

Efficient federated algorithm for calculating transportation barycenter.

problem Efficiently calculating the free-support transportation barycenter in a federated setting.
method Single-loop dual decomposition algorithm that uses only aggregated information.
result Significantly scalable and low-complexity algorithm for federated computation.

The paper explores geometry of probability measures and barycenter maps.

problem Understanding the space of probability measures and their barycenter.
method Information geometry, Fisher metric, dualistic structures, divergences, geodesics.
result Recent developments in the geometry of probability measures and barycenter.

A new method for averaging data on manifolds is proposed, offering simplicity and efficiency.

problem The difficulty of computing Fréchet means on manifolds, especially Stiefel and Grassmann.
method Proposed RL-barycenters, simpler arithmetic means projected onto the manifold.
result RL-barycenters yield simple yet effective means on Stiefel and Grassmann manifolds.

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: sensors in a sensor network may be placed far apart, affecting their individual meas…

2017-05-21abs ↗pdf ↗

New method for scalable barycenter computation using Wasserstein gradient flows.

problem Scalability and integration of label information in barycenter computation.
method Gradient flows in Wasserstein space, time discretization, mini-batch optimal transport, modular regularization, task-aware functions, supervised information integration.
result Empirically validated new state-of-the-art barycenter solver with labeled barycenters outperforming unlabeled ones.

Scalable algorithm for computing Wasserstein-2 barycenters without bias.

problem Computing Wasserstein-2 barycenters efficiently and accurately.
method Input convex neural networks and cycle-consistency regularization.
result Our approach avoids introducing bias and does not require minimax optimization.

Efficiently computes optimal transport maps and Wasserstein barycenters using conditional normalizing flows.

problem Computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces.
method Uses conditional normalizing flows to approximate distributions and solve the primal problem.
result Shows computational feasibility for hundreds of input distributions and yields accurate results.

We study barycenters in the space of probability measures on a Riemannian manifold, equipped with the Wasserstein metric. Under reasonable assumptions, we establish absolute continuity of the barycenter of general measures ΩP(P(M))Ω\in P(P(M)) on Wasserstein space, extending on one hand, results in the Euclidean case (for ba…

2014-12-24abs ↗pdf ↗

Paper tackles robust optimal transport with improved computational complexity and barycenter approximation.

problem Computing robust optimal transport and its barycenter efficiently.
method Sinkhorn-based algorithms for robust optimal transport and iterative Bregman projections for barycenter approximation.
result Improved computational complexity for robust optimal transport and barycenter approximation.