A canonical barycenter via Wasserstein regularization

DOI10.1137/17M1123055MaRDI QIDQ4609596zbMATH OpenWikidataFDO

Authors Young-Heon Kim, Brendan Pass

Publication date 5 April 2018

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.09754

zbMATH Keywords

optimal transportWasserstein distancemetric measure spacebarycenter

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Probabilistic metric spaces (54E70)

Abstract: We introduce a weak notion of barycenter of a probability measure $mu$ on a metric measure space $$, with the metric $d$ and reference measure $$. Under the assumption that optimal transport plans are given by mappings, we prove that our barycenter $B(mu)$ is well defined; it is a probability measure on $X$ supported on the set of the usual metric barycenter points of the given measure $mu$. The definition uses the canonical embedding of the metric space $X$ into its Wasserstein space $P(X)$, pushing a given measure $mu$ forward to a measure on $P(X)$. We then regularize the measure by the Wasserstein distance to the reference measure $$, and obtain a uniquely defined measure on $X$ supported on the barycentric points of $mu$. We investigate various properties of $B(mu)$

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Cited in

(7)

• Entropic-Wasserstein barycenters: PDE characterization, regularity, and CLT
• Generalized barycenters and variance maximization on metric spaces
• Barycenters in the Wasserstein space
• Barycenter in Wasserstein spaces: existence and consistency
• Optimal transport and barycenters for dendritic measures
• scientific article; zbMATH DE number 7370561 (Why is no real title available?)
• Sided and Symmetrized Bregman Centroids

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