Computing Wasserstein Barycenter via operator splitting: the method of averaged marginals Article Swipe
YOU?
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· 2023
· Open Access
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· DOI: https://doi.org/10.48550/arxiv.2309.05315
The Wasserstein barycenter (WB) is an important tool for summarizing sets of probability measures. It finds applications in applied probability, clustering, image processing, etc. When the measures' supports are finite, computing a (balanced) WB can be done by solving a linear optimization problem whose dimensions generally exceed standard solvers' capabilities. In the more general setting where measures have different total masses, we propose a convex nonsmooth optimization formulation for the so-called unbalanced WB problem. Due to their colossal dimensions, we introduce a decomposition scheme based on the Douglas-Rachford splitting method that can be applied to both balanced and unbalanced WB problem variants.Our algorithm, which has the interesting interpretation of being built upon averaging marginals, operates a series of simple (and exact) projections that can be parallelized and even randomized, making it suitable for large-scale datasets. Numerical comparisons against state-of-the-art methods on several data sets from the literature illustrate the method's performance.
Related Topics
- Type
- preprint
- Language
- en
- Landing Page
- https://doi.org/10.48550/arxiv.2309.05315
- OA Status
- green
- References
- 29
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4386651498
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4386651498Canonical identifier for this work in OpenAlex
- DOI
-
https://doi.org/10.48550/arxiv.2309.05315Digital Object Identifier
- Title
-
Computing Wasserstein Barycenter via operator splitting: the method of averaged marginalsWork title
- Type
-
preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2023Year of publication
- Publication date
-
2023-09-11Full publication date if available
- Authors
-
Daniel Mimouni, Paul Malisani, Ji Zhu, Welington de OliveiraList of authors in order
- Landing page
-
https://doi.org/10.48550/arxiv.2309.05315Publisher landing page
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
-
https://doi.org/10.48550/arxiv.2309.05315Direct OA link when available
- Concepts
-
Operator (biology), Operator splitting, Applied mathematics, Mathematics, Computer science, Chemistry, Transcription factor, Repressor, Gene, BiochemistryTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
- References (count)
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29Number of works referenced by this work
- Related works (count)
-
10Other works algorithmically related by OpenAlex
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| abstract_inverted_index.introduce | 80 |
| abstract_inverted_index.measures' | 26 |
| abstract_inverted_index.measures. | 13 |
| abstract_inverted_index.nonsmooth | 65 |
| abstract_inverted_index.so-called | 70 |
| abstract_inverted_index.splitting | 88 |
| abstract_inverted_index.(balanced) | 32 |
| abstract_inverted_index.algorithm, | 102 |
| abstract_inverted_index.barycenter | 2 |
| abstract_inverted_index.dimensions | 44 |
| abstract_inverted_index.illustrate | 147 |
| abstract_inverted_index.literature | 146 |
| abstract_inverted_index.marginals, | 113 |
| abstract_inverted_index.unbalanced | 71, 98 |
| abstract_inverted_index.Wasserstein | 1 |
| abstract_inverted_index.clustering, | 20 |
| abstract_inverted_index.comparisons | 136 |
| abstract_inverted_index.dimensions, | 78 |
| abstract_inverted_index.formulation | 67 |
| abstract_inverted_index.interesting | 106 |
| abstract_inverted_index.large-scale | 133 |
| abstract_inverted_index.probability | 12 |
| abstract_inverted_index.processing, | 22 |
| abstract_inverted_index.projections | 121 |
| abstract_inverted_index.randomized, | 128 |
| abstract_inverted_index.summarizing | 9 |
| abstract_inverted_index.applications | 16 |
| abstract_inverted_index.optimization | 41, 66 |
| abstract_inverted_index.parallelized | 125 |
| abstract_inverted_index.performance. | 150 |
| abstract_inverted_index.probability, | 19 |
| abstract_inverted_index.variants.Our | 101 |
| abstract_inverted_index.capabilities. | 49 |
| abstract_inverted_index.decomposition | 82 |
| abstract_inverted_index.interpretation | 107 |
| abstract_inverted_index.Douglas-Rachford | 87 |
| abstract_inverted_index.state-of-the-art | 138 |
| cited_by_percentile_year | |
| countries_distinct_count | 1 |
| institutions_distinct_count | 4 |
| sustainable_development_goals[0].id | https://metadata.un.org/sdg/16 |
| sustainable_development_goals[0].score | 0.5299999713897705 |
| sustainable_development_goals[0].display_name | Peace, Justice and strong institutions |
| citation_normalized_percentile |