Quantitative stability of barycenters in the Wasserstein space (Q6193773): Difference between revisions

The effect of approximations of a statistical or computational nature of probability measures on the corresponding barycenters are considered. Under suitable assumptions, it is proved that the Wasserstein barycenters depend in a Hoelder-continuous way on their marginals. Corollaries are deduced about the ststistical estimation of a barycenter with a finite number of marginals, empirical estimation of barycenters, and the behavior when discretizing the marginals. A quantitative estimate of the strong convexity of the variance functionals is obtained. Some examples are discussed.