In this paper, a regularization of Wasserstein barycenters for random measures supported on @math is introduced via convex penalization. The existence and uniqueness of such barycenters is first proved for a large class of penalization functions. The Bregman divergence associated to the penalization term is then considered to obtain a stability result on penalized barycenters. This allows the comparison of data made of @math absolutely continuous probability measures, within the more realistic setting where one only has access to a dataset of random variables sampled from unknown distributions. The convergence of the penalized empirical barycenter of a set of @math iid random probability measures towards its population counterpart is finally analyzed. This approach is shown to be appropriate for the statistical analysis of either discrete or absolutely continuous random measures. It also allows to construct, from a set of discrete measures, consistent estimators of population Wasserstein barycenters that are absolutely continuous.
* Statistical inference using optimal transport. The penalized barycenter problem is motivated by the nonparametric method introduced in @cite_2 for the classical density estimation problem from discrete samples. It is based on a variational regularization approach involving the Wasserstein distance as a data fidelity term. However, the adaptation of this work for the penalization of Wasserstein barycenter has not been considered so far.
@cite_2
1629559917 2744110160 2949090854 1639961155
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances to each element in that set. We propose two original algorithms to compute Wasserstein barycenters that build upon the subgradient method. A direct implementation of these algorithms is, however, too costly because it would require the repeated resolution of large primal and dual optimal transport problems to compute subgradients. Extending the work of Cuturi (2013), we propose to smooth the Wasserstein distance used in the definition of Wasserstein barycenters with an entropic regularizer and recover in doing so a strictly convex objective whose gradients can be computed for a considerably cheaper computational cost using matrix scaling algorithms. We use these algorithms to visualize a large family of images and to solve a constrained clustering problem. This article introduces a new non-linear dictionary learning method for histograms in the probability simplex. The method leverages optimal transport theory, in the sense that our aim is to reconstruct histograms using so called displacement interpolations (a.k.a. Wasserstein barycenters) between dictionary atoms; such atoms are themselves synthetic histograms in the probability simplex. Our method simultaneously estimates such atoms, and, for each datapoint, the vector of weights that can optimally reconstruct it as an optimal transport barycenter of such atoms. Our method is computationally tractable thanks to the addition of an entropic regularization to the usual optimal transportation problem, leading to an approximation scheme that is efficient, parallel and simple to differentiate. Both atoms and weights are learned using a gradient-based descent method. Gradients are obtained by automatic differentiation of the generalized Sinkhorn iterations that yield barycenters with entropic smoothing. Because of its formulation relying on Wasserstein barycenters instead of the usual matrix product between dictionary and codes, our method allows for non-linear relationships between atoms and the reconstruction of input data. We illustrate its application in several different image processing settings. This paper is concerned by the study of barycenters for random probability measures in the Wasserstein space. Using a duality argument, we give a precise characterization of the population barycenter for various parametric classes of random probability measures with compact support. In particular, we make a connection between averaging in the Wasserstein space as introduced in Agueh and Carlier (2011), and taking the expectation of optimal transport maps with respect to a fixed reference measure. We also discuss the usefulness of this approach in statistics for the analysis of deformable models in signal and image processing. In this setting, the problem of estimating a population barycenter from n independent and identically distributed random probability measures is also considered. This paper proposes a new definition of the averaging of discrete probability distributions as a barycenter over the Monge-Kantorovich optimal transport space. To overcome the time complexity involved by the numerical solving of such problem, the original Wasserstein metric is replaced by a sliced approximation over 1D distributions. This enables us to introduce a new fast gradient descent algorithm to compute Wasserstein barycenters of point clouds. This new notion of barycenter of probabilities is likely to find applications in computer vision where one wants to average features defined as distributions. We show an application to texture synthesis and mixing, where a texture is characterized by the distribution of the response to a multi-scale oriented filter bank. This leads to a simple way to navigate over a convex domain of color textures.