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Marginal-constrained modified Wasserstein barycenters for Gaussian distributions and Gaussian mixtures (joint work with Geneviève Dusson and Maxime Daléry).

Virginie Ehrlacher

( (CERMICS École des Ponts ParisTech) )

Salle de Conférénces

le 22 mai 2025 à 15:30

The aim of this work is to present new approaches to define Wasserstein-like barycenters for Gaussian distributions and Gaussian mixtures, while imposing the marginals of the barycenter. For instance, Wasserstein barycenters do not preserve marginals in general. In this work, we first characterize sufficient and necessary conditions for the Wasserstein barycenter between two Gaussian distributions to preserve marginals, and provide necessary conditions in the case of more than two Gaussians. This preliminary analysis enable us to propose modified Wasserstein barycenters that have prescribed marginals of the distributions, both for Gaussian distributions and for mixtures of Gaussian distributions. In the case of Gaussian distributions, the marginal-constrained modified Wasserstein barycenters can be analytically computed, while for Gaussian mixtures, computing the marginal-preserving barycenter consists in a postprocessing of the Gaussian mixture Wasserstein barycenter. In both cases, we provide numerical simulations illustrating the difference between Wasserstein barycenters and modified marginal-constrained Wasserstein barycenters. We illustrate the interest of the latter for interpolation tasks between probability measures. In particular, we motivate this work by applications in quantum chemistry, for electronic structure calculations in molecules.