Generalized Wasserstein barycenters between probability measures living on different subspaces

DOI10.1214/22-AAP1922MaRDI QIDQ6179329zbMATH OpenOpenAlexFDO

Authors Julie Delon, N. Gozlan, Alexandre Saint-Dizier

Publication date 16 January 2024

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.09755

zbMATH Keywords

multimarginal optimal transportoptimal transportWasserstein barycenterWasserstein distance

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimality conditions for problems involving relations other than differential equations (49K21) Duality theory (optimization) (49N15) Probabilistic measure theory (60A10)

Abstract: In this paper, we introduce a generalization of the Wasserstein barycenter, to a case where the initial probability measures live on different subspaces of R^d. We study the existence and uniqueness of this barycenter, we show how it is related to a larger multi-marginal optimal transport problem, and we propose a dual formulation. Finally, we explain how to compute numerically this generalized barycenter on discrete distributions, and we propose an explicit solution for Gaussian distributions.

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Cited in

(7)

• A GPM-based algorithm for solving regularized Wasserstein barycenter problems in some spaces of probability measures
• Wasserstein barycenters of compactly supported measures
• Wasserstein medians: robustness, PDE characterization, and numerics
• Computing Wasserstein barycenters via operator splitting: the method of averaged marginals
• p-Wasserstein barycenters
• Sparse Wasserstein barycenters and application to reduced order modeling
• Mathematical imaging and surface processing. Abstracts from the workshop held February 2--7, 2025

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