Seminar

Past

A novel notion of barycenter for probability distributions based on optimal weak mass transport

Elsa Cazelles

  • Date14 March 2024
  • Time 11h00 - 12h15
  • Room Auditorium 3 - JJ Laffont

Abstract

We introduce weak barycenters of a family of probability distributions, based on the recently developed notion of optimal weak transport of mass. We provide a theoretical analysis of this object and discuss its interpretation in the light of convex ordering between probability measures. In particular, we show that, rather than averaging the input distributions in a geometric way (as the Wasserstein barycenter based on classic optimal transport does) weak barycenters extract common geometric information shared by all the input distributions, encoded as a latent random variable that underlies all of them. We also provide an iterative algorithm to compute a weak barycenter for a finite family of input distributions, and a stochastic algorithm that computes them for arbitrary populations of laws. The latter approach is particularly well suited for the streaming setting, i.e., when distributions are observed sequentially. The notion of weak barycenter and our approaches to compute it are illustrated on synthetic examples, validated on 2D real-world data and compared to standard Wasserstein barycenters.

Related document(s)

Other seminars

To be announced

  • Seminar

  • MAD-Stat. Seminar

  • Date 4 March 2027

  • Place Auditorium JJ Laffont

  • Speaker or organiser Agnes Lagnoux (Ecole Normale Supérieure - Université Paris Sciences & Lettres)

Details

To be announced

  • Seminar

  • MAD-Stat. Seminar

  • Date 3 December 2026

  • Place Auditorium JJ Laffont

  • Speaker or organiser Eleanor Archer (Université Paris-Dauphine)

Details

To be announced

  • Seminar

  • MAD-Stat. Seminar

  • Date 26 November 2026

  • Place A définir

  • Speaker or organiser Jason D. Hartline (Northwestern University)

Details