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Bibliographic Details
Main Authors: Lin, Zhengqi, Ruszczyński, Andrzej
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2507.19627
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Table of Contents:
  • We propose an efficient federated dual decomposition algorithm for calculating the Wasserstein barycenter of several distributions, including choosing the support of the solution. The algorithm does not access local data and uses only highly aggregated information. It also does not require repeated solutions to mass transportation problems. Because of the absence of any matrix-vector operations, the algorithm exhibits a very low complexity of each iteration and significant scalability. We illustrate its virtues and compare it to the state-of-the-art methods on several examples of mixture models.