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Generalized Wasserstein Barycenters

Generalized Wasserstein Barycenters

We propose a generalization, where negative weights are allowed, of the Wasserstein barycenter of $n$ probability measures. The barycenter is found, as usual, as a minimum of a functional. In this paper, we prove existence of a minimizer for probability measures on a separable Hilbert space and uniqueness in the …