Distributed Wasserstein Barycenters via Displacement Interpolation

التفاصيل البيبلوغرافية
العنوان: Distributed Wasserstein Barycenters via Displacement Interpolation
المؤلفون: Cisneros-Velarde, Pedro, Bullo, Francesco
سنة النشر: 2020
المجموعة: Computer Science
مصطلحات موضوعية: Electrical Engineering and Systems Science - Systems and Control, Computer Science - Multiagent Systems, 60J20 (Primary), 49N99, 46N10 (Secondary)
الوصف: Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation in the Wasserstein space. We characterize the evolution of this algorithm and prove it computes the Wasserstein barycenter of the initial measures under various conditions. One version of the algorithm computes a standard Wasserstein barycenter, i.e., a barycenter based upon equal weights; and the other version computes a randomized Wasserstein barycenter, i.e., a barycenter based upon random weights for the initial measures. Finally, we specialize our algorithm to Gaussian distributions and draw a connection with the modeling of opinion dynamics in mathematical sociology.
Comment: 25 pages, 4 figures
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2012.08610
رقم الانضمام: edsarx.2012.08610
قاعدة البيانات: arXiv