A Fast Globally Linearly Convergent Algorithm for the Computation of Wasserstein Barycenters

12 Sep 2018 Lei Yang Jia Li Defeng Sun Kim-Chuan Toh

We consider the problem of computing a Wasserstein barycenter for a set of discrete probability distributions with finite supports, which finds many applications in areas such as statistics, machine learning and image processing. When the support points of the barycenter are pre-specified, this problem can be modeled as a linear programming (LP) problem whose size can be extremely large... (read more)

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Entropy Regularization
Regularization