Fréchet barycenters in the Monge-Kantorovich spaces

MaRDI QIDQ4557945zbMATH OpenFDO

Authors Alexey Kroshnin

Publication date 27 November 2018

Full work available at URL https://arxiv.org/abs/1702.05740, http://www.heldermann.de/JCA/JCA25/JCA254/jca25084.htm#jca251

zbMATH Keywords

optimal transportWasserstein spacelaw of large numbersWasserstein barycenter

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Optimal transportation (49Q22) Probability measures on topological spaces (60B05) Special maps on metric spaces (54E40) Set functions and measures on spaces with additional structure (28C99)

Abstract: We consider the space $mathcalP(X)$ of probability measures on arbitrary Radon space $X$ endowed with a transportation cost $J(mu,u)$ generated by a nonnegative continuous cost function. For a probability distribution on $mathcalP(X)$ we formulate a notion of average with respect to this transportation cost, called here the Fr'echet barycenter, prove a version of the law of large numbers for Fr'echet barycenters, and discuss the structure of $mathcalP(X)$ related to the transportation cost $J$.

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Cites work

• Barycenters in the Wasserstein space
• Existence and consistency of Wasserstein barycenters
• Gradient flows in metric spaces and in the space of probability measures
• Measure theory. Vol. I and II
• Optimal Transport
• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• Regularized barycenters in the Wasserstein space

Cited in

(5)

• Entropic-Wasserstein barycenters: PDE characterization, regularity, and CLT
• Elements of statistical inference in 2-Wasserstein space
• Fusions of a probability distribution
• Wasserstein medians: robustness, PDE characterization, and numerics
• Statistical inference for Bures-Wasserstein barycenters

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