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.
A new algorithm computes Wasserstein barycenters without entropic regularization.
We present a novel algorithm to estimate the barycenter of arbitrary probability distributions with respect to the Sinkhorn divergence. Based on a Frank-Wolfe optimization strategy, our approach proceeds by populating the support of the barycenter incrementally, without requiring any pre-allocation. We consider discret…
Efficient federated algorithm for calculating transportation barycenter.
New algorithm for computing Wasserstein barycenters with guarantees.