Fast computation of Wasserstein barycenters

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 th...

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Bibliographic Details
Main Authors: Cuturi, M, Doucet, A
Format: Conference item
Published: Journal of Machine Learning Research 2014