Toland duality and particle approximations for signed Wasserstein barycenters
arXiv.org
Toland duality and particle approximations for signed Wasserstein barycenters
We study the problem of minimizing a weighted sum of squared Wasserstein distances with signed coefficients. In the case of a single positive coefficient, we derive two convex dual formulations: one expressed in terms of Brenier potentials, and one as a projection problem in convex order. Such dual formulations arise via Toland duality by exploiting different notions of convexity within the problem. They generalize those recently established for the metric extrapolation problem, which corresponds to signed barycenters between only two measures. For general signed barycenters, we identify necessary optimality conditions that reduce the problem to the case with one positive coefficient. On the numerical side, we propose a grid-free, particle-based algorithm built on entropic regularization and Sinkhorn iterations to compute signed barycenters with arbitrary coefficients.
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