Constrained Hellinger-Kantorovich barycenters: least-cost soft and conic multi-marginal formulations
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arXiv
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| Format: | Preprint |
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2024
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| _version_ | 1866909461866610688 |
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| author | Buze, Maciej |
| author_facet | Buze, Maciej |
| contents | We show that the problem of finding the barycenter in the Hellinger-Kantorovich setting admits a least-cost soft multi-marginal formulation, provided that a one-sided hard marginal constraint is introduced. The constrained approach is then shown to admit a conic multi-marginal reformulation based on defining a single joint multi-marginal perspective cost function in the conic multi-marginal formulation, as opposed to separate two-marginal perspective cost functions for each two-marginal problem in the coupled-two-marginal formulation, as was studied previously in literature. We further establish that, as in the Wasserstein metric, the recently introduced framework of unbalanced multi-marginal optimal transport can be reformulated using the notion of the least cost. Subsequently, we discuss an example when input measures are Dirac masses and numerically solve an example for Gaussian measures. Finally, we also explore why the constrained approach can be seen as a natural extension of a Wasserstein space barycenter to the unbalanced setting. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2402_11268 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Constrained Hellinger-Kantorovich barycenters: least-cost soft and conic multi-marginal formulations Buze, Maciej Optimization and Control 49Q22, 49Q20 We show that the problem of finding the barycenter in the Hellinger-Kantorovich setting admits a least-cost soft multi-marginal formulation, provided that a one-sided hard marginal constraint is introduced. The constrained approach is then shown to admit a conic multi-marginal reformulation based on defining a single joint multi-marginal perspective cost function in the conic multi-marginal formulation, as opposed to separate two-marginal perspective cost functions for each two-marginal problem in the coupled-two-marginal formulation, as was studied previously in literature. We further establish that, as in the Wasserstein metric, the recently introduced framework of unbalanced multi-marginal optimal transport can be reformulated using the notion of the least cost. Subsequently, we discuss an example when input measures are Dirac masses and numerically solve an example for Gaussian measures. Finally, we also explore why the constrained approach can be seen as a natural extension of a Wasserstein space barycenter to the unbalanced setting. |
| title | Constrained Hellinger-Kantorovich barycenters: least-cost soft and conic multi-marginal formulations |
| topic | Optimization and Control 49Q22, 49Q20 |
| url | https://arxiv.org/abs/2402.11268 |