Barycenters for the Hellinger-Kantorovich distance over R^d
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Publication:3387578
Abstract: We study the barycenter of the Hellinger--Kantorovich metric over non-negative measures on compact, convex subsets of . The article establishes existence, uniqueness (under suitable assumptions) and equivalence between a coupled-two-marginal and a multi-marginal formulation. We analyze the HK barycenter between Dirac measures in detail, and find that it differs substantially from the Wasserstein barycenter by exhibiting a local `clustering' behaviour, depending on the length scale of the input measures. In applications it makes sense to simultaneously consider all choices of this scale, leading to a 1-parameter family of barycenters. We demonstrate the usefulness of this family by analyzing point clouds sampled from a mixture of Gaussians and inferring the number and location of the underlying Gaussians.
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Cited in
(10)- Kantorovich-Rubinstein distance and barycenter for finitely supported measures: foundations and algorithms
- Barycenters in the Hellinger-Kantorovich space
- The Linearized Hellinger--Kantorovich Distance
- Unbalanced optimal total variation transport problems and generalized Wasserstein barycenters
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