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Fast computation of Wasserstein barycenters

Abstract:

We present new algorithms to compute the mean of a set of N empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter \citepagueh2011barycenters,rabin2012, is the measure that minimizes the sum of its Wasserstein distances to each element in that set. We argue through a simple example that Wasserstein barycenters have appealing properties that differentiate them from other barycenters proposed recently, which all build on kernel smoothin...

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Publication status:
Published
Peer review status:
Peer reviewed

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Institution:
University of Oxford
Division:
MPLS Division
Department:
Statistics
Oxford college:
Hertford College
Role:
Author
ORCID:
0000-0002-7662-419X
Publisher:
Journal of Machine Learning Research Publisher's website
Host title:
Proceedings of Machine Learning Research
Journal:
Proceedings of Machine Learning Research Journal website
Volume:
32
Issue:
2
Pages:
685-693
Publication date:
2014-06-21
Acceptance date:
2014-04-09
Event location:
Beijing, China
EISSN:
1533-7928
ISSN:
1532-4435
Keywords:
Pubs id:
pubs:502924
UUID:
uuid:176f66e9-3fef-4847-b638-ace71b630ec5
Local pid:
pubs:502924
Source identifiers:
502924
Deposit date:
2019-08-16

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