déc. 2025
| Intervenant : | Eloi Tanguy |
| Institution : | Université Paris Cité |
| Heure : | 10h30 - 11h30 |
| Lieu : | 2L8 |
Wasserstein barycentres represent average distributions between multiple probability measures for the Wasserstein distance.
The numerical computation of Wasserstein barycentres is notoriously challenging. A common approach is to use Sinkhorn iterations, where an entropic regularisation term is introduced to make the problem more manageable. Another approach involves using fixed-point methods, akin to those employed for computing Fréchet means on manifolds. The convergence of such methods for 2-Wasserstein barycentres, specifically with a quadratic cost function and absolutely continuous measures, was studied by Alvarez-Esteban et al.. In this paper, we delve into the main ideas behind this fixed-point method and explore how it can be generalised to accommodate more diverse transport costs and generic probability measures, thereby extending its applicability to a broader range of problems. We show convergence results for this approach and illustrate its numerical behaviour on several barycentre problems.