Robust Wasserstein barycenter

Abstract

In this paper, we address a fundamental limitation of the classical Wasserstein barycenter -- its sensitivity to outliers. To overcome these issues, we propose the robust Wasserstein barycenter (RWB) based on a recent concept of the robust optimal transport. Theoretical guarantees, including existence and consistency, are established for the proposed RWB. Through extensive numerical experiments on both simulated and real-world data -- including image processing and financial data analysis -- we demonstrate that the RWB exhibits superior robustness compared to the classical Wasserstein barycenter.