3 papers
cs.LG2025
Federated Calculation of the Free-Support Transportation Barycenter by Single-Loop Dual Decomposition
Zhengqi Lin, Andrzej Ruszczyński
We propose an efficient federated dual decomposition algorithm for calculating the Wasserstein barycenter of several distributions, including choosing the support of the solution.…
cs.LG2023
Fast Dual Subgradient Optimization of the Integrated Transportation Distance Between Stochastic Kernels
Zhengqi Lin, Andrzej Ruszczynski
A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves a…
math.OC2023
An Integrated Transportation Distance Between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems
Zhengqi Lin, Andrzej Ruszczynski
We introduce a distance between kernels based on the Wasserstein distances between their values, study its properties, and prove that it is a metric on an appropriately defined spa…