Data-driven regularization of Wasserstein barycenters with an application to multivariate density registration

DOI10.1093/IMAIAI/IAZ023MaRDI QIDQ5006509zbMATH OpenOpenAlexWikidataFDO

Authors Jérémie Bigot, Elsa Cazelles, Nicolas Papadakis

Publication date 16 August 2021

Published in Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.08962

zbMATH Keywords

density estimationentropy regularized transport distancesGoldenshluger-Lepski's methodWasserstein barycenter

Mathematics Subject Classification ID

Random measures (60G57) Density estimation (62G07) Estimation in multivariate analysis (62H12) Data structures (68P05)

Abstract: 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 where researchers aim to automatically homogenize large datasets to compare and analyze characteristics within a same cell population. Inconveniently, the information acquired is most certainly noisy due to mis-alignment caused by technical variations of the environment. To overcome this problem, we propose to register multiple point clouds by using the notion of regularized barycenters (or Fr'{e}chet mean) of a set of probability measures with respect to the Wasserstein metric. A first approach consists in penalizing a Wasserstein barycenter with a convex functional as recently proposed in Bigot and al. (2018). A second strategy is to transform the Wasserstein metric itself into an entropy regularized transportation cost between probability measures as introduced in Cuturi (2013). The main contribution of this work is to propose data-driven choices for the regularization parameters involved in each approach using the Goldenshluger-Lepski's principle. Simulated data sampled from Gaussian mixtures are used to illustrate each method, and an application to the analysis of flow cytometry data is finally proposed. This way of choosing of the regularization parameter for the Sinkhorn barycenter is also analyzed through the prism of an oracle inequality that relates the error made by such data-driven estimators to the one of an ideal estimator.

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(10)

• Total variation regularized Fréchet regression for metric-space valued data
• A GPM-based algorithm for solving regularized Wasserstein barycenter problems in some spaces of probability measures
• Central limit theorems for entropy-regularized optimal transport on finite spaces and statistical applications
• On the analysis of adaptability in multi-source domain adaptation
• Stochastic approximation versus sample average approximation for Wasserstein barycenters
• Penalization of barycenters in the Wasserstein space
• Modeling Time-Varying Random Objects and Dynamic Networks
• Machine learning and optimal transport: some statistical and algorithmic tools
• Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters
• Doubly regularized entropic Wasserstein barycenter

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