Generalized Wasserstein barycenters between probability measures living on different subspaces - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue The Annals of Applied Probability Année : 2022

Generalized Wasserstein barycenters between probability measures living on different subspaces

Résumé

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 multimarginal 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.
Fichier principal
Vignette du fichier
main_arxiv.pdf (2.36 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-03231278 , version 1 (20-05-2021)

Identifiants

  • HAL Id : hal-03231278 , version 1

Citer

Julie Delon, Nathael Gozlan, Alexandre Saint-Dizier. Generalized Wasserstein barycenters between probability measures living on different subspaces. The Annals of Applied Probability, 2022. ⟨hal-03231278⟩
128 Consultations
231 Téléchargements

Partager

Gmail Facebook X LinkedIn More