# Averaging Spatio-temporal Signals using Optimal Transport and Soft Alignments

arXiv: https://arxiv.org/abs/2203.05813 · HTML: https://mlsanity.com/paper/2203.05813/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 13 of its 31 references that are in the map.
- First posted on arXiv 11 Mar 2022.

## Builds on (most cited first, 13 of 13)

- [Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distances](https://mlsanity.com/paper/1306.0895/) (2013)
- [Soft-DTW: a Differentiable Loss Function for Time-Series](https://mlsanity.com/paper/1703.01541/) (2017)
- [DeepJDOT: Deep Joint Distribution Optimal Transport for Unsupervised Domain Adaptation](https://mlsanity.com/paper/1803.10081/) (2018)
- [Sinkhorn Divergences for Unbalanced Optimal Transport](https://mlsanity.com/paper/1910.12958/) (2019)
- [Optimal Transport for Diffeomorphic Registration](https://mlsanity.com/paper/1706.05218/) (2017)
- [Scaling Algorithms for Unbalanced Transport Problems](https://mlsanity.com/paper/1607.05816/) (2016)
- [Debiased Sinkhorn barycenters](https://mlsanity.com/paper/2006.02575/) (2020)
- [Semi-dual Regularized Optimal Transport](https://mlsanity.com/paper/1811.05527/) (2018)
- [Wasserstein regularization for sparse multi-task regression](https://mlsanity.com/paper/1805.07833/) (2018)
- [Spatio-Temporal Alignments: Optimal transport through space and time](https://mlsanity.com/paper/1910.03860/) (2019)
- [Aligning Time Series on Incomparable Spaces](https://mlsanity.com/paper/2006.12648/) (2020)
- [A Transportation Lp Distance for Signal Analysis](https://mlsanity.com/paper/1609.08669/) (2016)
- [Time Series Alignment with Global Invariances](https://mlsanity.com/paper/2002.03848/) (2020)

## Built on by (most cited first, 2 of 2)

- [Match-And-Deform: Time Series Domain Adaptation through Optimal Transport and Temporal Alignment](https://mlsanity.com/paper/2308.12686/) (2023)
- [Warped Time Series Anomaly Detection](https://mlsanity.com/paper/2404.12134/) (2024)

## Abstract (arXiv)

Several fields in science, from genomics to neuroimaging, require monitoring populations (measures) that evolve with time. These complex datasets, describing dynamics with both time and spatial components, pose new challenges for data analysis. We propose in this work a new framework to carry out averaging of these datasets, with the goal of synthesizing a representative template trajectory from multiple trajectories. We show that this requires addressing three sources of invariance: shifts in time, space, and total population size (or mass/amplitude). Here we draw inspiration from dynamic time warping (DTW), optimal transport (OT) theory and its unbalanced extension (UOT) to propose a criterion that can address all three issues. This proposal leverages a smooth formulation of DTW (Soft-DTW) that is shown to capture temporal shifts, and UOT to handle both variations in space and size. Our proposed loss can be used to define spatio-temporal barycenters as Fr'echet means. Using Fenchel duality, we show how these barycenters can be computed efficiently, in parallel, via a novel variant of entropy-regularized debiased UOT. Experiments on handwritten letters and brain imaging data confirm our theoretical findings and illustrate the effectiveness of the proposed loss for spatio-temporal data.
