  We propose a hybrid resampling method to approximate finitely supported
Wasserstein barycenters on large-scale datasets, which can be combined with any
exact solver. Nonasymptotic bounds on the expected error of the objective value
as well as the barycenters themselves allow to calibrate computational cost and
statistical accuracy. The rate of these upper bounds is shown to be optimal and
independent of the underlying dimension, which appears only in the constants.
Using a simple modification of the subgradient descent algorithm of Cuturi and
Doucet, we showcase the applicability of our method on a myriad of simulated
datasets, as well as a real-data example from cell microscopy which are out of
reach for state of the art algorithms for computing Wasserstein barycenters.
