The Signed Wasserstein Barycenter Problem
Matt Jacobs, Bohan Zhou

TL;DR
This paper investigates the properties of the signed Wasserstein barycenter problem, focusing on solution uniqueness and duality, especially when negative weights are involved, which complicates the convexity of the problem.
Contribution
It extends the uniqueness results for signed barycenters to general costs with one positive weight and introduces a dual formulation with conditions for optimality in the general case.
Findings
Established uniqueness of solutions with a single positive weight.
Introduced a dual problem framework using Kantorovich potentials.
Provided sufficient conditions for stationary solutions to be optimal.
Abstract
Barycenter problems encode important geometric information about a metric space. While these problems are typically studied with positive weight coefficients associated to each distance term, more general signed Wasserstein barycenter problems have recently drawn a great deal of interest. These mixed sign problems have appeared in statistical inference setting as a way to generalize least squares regression to measure valued outputs and have appeared in numerical methods to improve the accuracy of Wasserstein gradient flow solvers. Unfortunately, the presence of negatively weighted distance terms destroys the Euclidean convexity of the unsigned problem, resulting in a much more challenging optimization task. The main focus of this work is to study properties of the signed barycenter problem for a general transport cost with a focus on establishing uniqueness of solutions. In particular,…
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Taxonomy
TopicsGeometric Analysis and Curvature Flows · Stochastic Gradient Optimization Techniques · Markov Chains and Monte Carlo Methods
