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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.

168,657 papers · 148 categories

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2457 · Feb 202019922001200920172026
48 results for barycenter

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.

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.

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.

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.

A new algorithm for estimating continuous entropic barycenters under arbitrary costs.

problem Estimating the average of probability distributions under arbitrary cost functions.
method Dual reformulation of Entropic Optimal Transport (EOT) problem based on weak OT.
result Established quality bounds for the recovered solution and seamless integration with EBM learning.

Develops adiabatic theory for ACW flow on surfaces.

problem Evolution of large closed surfaces under area-constrained Willmore flow.
method Constructs a map on a four-dimensional manifold of barycenters to characterize ACW flow dynamics.
result Explicit four-dimensional effective dynamics of barycenters serves as an asymptotic approximation for ACW flow.

We propose to compute Wasserstein barycenters (WBs) by solving for Monge maps with variational principle. We discuss the metric properties of WBs and explore their connections, especially the connections of Monge WBs, to K-means clustering and co-clustering. We also discuss the feasibility of Monge WBs on unbalanced me…

2020-02-24abs ↗pdf ↗

Proposes MFSWB for marginal fairness in SWB, improving efficiency and performance.

problem Achieving marginal fairness in SWB averaging.
method Defining MFSWB as a constrained SWB problem, proposing two surrogate problems and a new slicing distribution.
result Surrogate MFSWB problems effectively minimize distances to marginals and encourage marginal fairness.

We introduce a weak notion of barycenter of a probability measure μμ on a metric measure space (X,d,m)(X, d, {\bf m}), with the metric dd and reference measure m{\bf m}. Under the assumption that optimal transport plans are given by mappings, we prove that our barycenter B(μ)B(μ) is well defined; it is a probability measur…

2017-03-28abs ↗pdf ↗

Generative model improved using Liouville PDE-based sliced-Wasserstein flow.

problem Improving generative models for fair regression.
method Transformed sliced-Wasserstein flow into Liouville PDE-based formalism, handling density estimation with normalizing flows of neural ODE.
result Outperforms in convergence and fairness with reduced variance.

Study absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.

problem Absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.
method Approximation framework to handle singularity, geometrically transparent.
result Precise analytic condition on cost profile for necessary assumptions.

In this paper we propose to perform model ensembling in a multiclass or a multilabel learning setting using Wasserstein (W.) barycenters. Optimal transport metrics, such as the Wasserstein distance, allow incorporating semantic side information such as word embeddings. Using W. barycenters to find the consensus between…

2019-02-13abs ↗pdf ↗

We propose a new \cu{class-optimal} algorithm for the distributed computation of Wasserstein Barycenters over networks. Assuming that each node in a graph has a probability distribution, we prove that every node can reach the barycenter of all distributions held in the network by using local interactions compliant with…

2018-03-08abs ↗pdf ↗