Speaker
Lénaïc Chizat (École Polytechnique Fédérale de Lausanne)
Date & Time
Tue, 31 October 2023, 14:00 to 15:30
Venue
Online Seminar
Resources
Abstract
Wasserstein barycenters are natural objects to summarize a family of probability distributions, but they suffer from the curse of dimensionality, both statistically and computationally. In this talk, I will propose a new look at the entropic regularization of Wasserstein barycenters. I will show that, via a "double entropic regularization" of the problem, one obtains a notion of barycenter with none of these drawbacks. In addition, and perhaps counter-intuitively, with well-chosen regularization strengths, this double regularization approximates the true Wasserstein barycenter better than with a single regularization.
In this talk, the problem of barycenter serves as a common thread to expose recent results in the theory of entropic optimal transport from a statistical, approximation and computational viewpoint, which are valid more generally.
References:
Zoom link: https://us02web.zoom.us/j/81379290349
Meeting ID: 813 7929 0349
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