Stochastics and Statistics Seminar Series Thibaut Le Gouic, MIT
Sampler for the Wasserstein barycenter
Abstract: Wasserstein barycenters have become a central object in applied optimal transport as a tool to summarize complex objects that can be represented as distributions. Such objects include posterior distributions in Bayesian statistics, functions in functional data analysis and images in graphics. In a nutshell a Wasserstein barycenter is a probability distribution that provides a…