Duality and geodesics for probabilistic frames (Q2401290)

From MaRDI portal
Revision as of 01:21, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Duality and geodesics for probabilistic frames
scientific article

    Statements

    Duality and geodesics for probabilistic frames (English)
    0 references
    0 references
    8 September 2017
    0 references
    In this paper, the authors study a generalization of frames called probabilistic frames. Developed in a series of papers by \textit{M. Ehler} [J. Fourier Anal. Appl. 18, No. 1, 1--20 (2012; Zbl 1247.42026)] and \textit{M. Ehler} and the second author [J. Stat. Plann. Inference 142, No. 3, 645--659 (2012; Zbl 1229.62069); in: Finite frames. Theory and applications. Boston, MA: Birkhäuser. 415--436 (2013; Zbl 1262.42013)], probabilistic frames are an intuitive way to generalize finite frames to the space of probability measures with finite second moment. In this setting, the defining characteristics of a frame amount to a restriction on the mean and covariance matrix of the probability measure. Because of this characterization, a natural space to explore probabilistic frames is the Wasserstein space of probability measures with finite second moment, a metric space with distance defined by an optimal transport problem. The goal of this paper is to investigate two main topics on probabilistic frames in this setting. The first topic is the notion of duality, which is studied in Section 2. The second goal of the paper is to investigate paths of probabilistic frames. Indeed, looking at the geodesic between any two probabilistic frames, it is natural to ask if all probability measures along this path are probabilistic frames. This is discussed in Section 3.
    0 references
    frames
    0 references
    probabilistic frames
    0 references
    optimal transport
    0 references
    Wasserstein metric
    0 references
    duality
    0 references

    Identifiers