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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

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48 results for Wasserstein-2 barycenter

New method synthesizes and analyzes probability measures using entropy-regularized optimal transport.

problem Synthesize and analyze probability measures with entropy-regularized optimal transport.
method Entropy-regularized Wasserstein-2 cost and Sinkhorn divergence for synthesis and analysis.
result Computed barycentric coefficients and their stability for classification of corrupted point cloud data.

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.

The paper proposes a method to ensure fairness in machine learning models.

problem Ensuring fairness in machine learning models powered by supervised learning.
method Optimal affine transport and Wasserstein-2 barycenter to characterize the Pareto frontier between prediction error and statistical disparity.
result The proposed method effectively balances prediction accuracy and fairness, as demonstrated by numerical simulations.

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.

Paper tackles measure estimation in barycentric coding model.

problem Estimating an unknown measure in the barycentric coding model.
method Geometric, statistical, and computational insights; quadratic optimization problem; empirical i.i.d. samples algorithm.
result Proves precise rates of convergence for algorithm, ensuring statistical consistency.

Improved outlier detection in hierarchical Gaussian Processes using Wasserstein-2 kernels.

problem Outlier detection limitations in stacked Gaussian Processes.
method Proposed a hybrid kernel combining Euclidean and Wasserstein-2 distances, emphasizing variance in Wasserstein-2 computations.
result Improved performance and enhanced out-of-distribution detection on various datasets.

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.

We propose a novel end-to-end non-minimax algorithm for training optimal transport mappings for the quadratic cost (Wasserstein-2 distance). The algorithm uses input convex neural networks and a cycle-consistency regularization to approximate Wasserstein-2 distance. In contrast to popular entropic and quadratic regular…

2019-09-28abs ↗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.

We present a framework for Nesterov's accelerated gradient flows in probability space to design efficient mean-field Markov chain Monte Carlo (MCMC) algorithms for Bayesian inverse problems. Here four examples of information metrics are considered, including Fisher-Rao metric, Wasserstein-2 metric, Kalman-Wasserstein m…

2019-09-04abs ↗pdf ↗

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.

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.

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.

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.

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.

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.

FPI methods compute barycenters of Gaussian sets for various dissimilarity measures.

problem Efficiently compute barycenters of Gaussian sets for multiple dissimilarity measures.
method Fixed-Point Iterations (FPI) for several dissimilarity measures.
result FPI provides a useful toolbox for fusion/reduction of Gaussian sets.