Characterization of barycenters in the Wasserstein space by averaging optimal transport maps
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Publication:4615429
DOI10.1051/PS/2017020zbMATH Open1409.62049arXiv1212.2562OpenAlexW1536509825MaRDI QIDQ4615429FDOQ4615429
Authors: Jérémie Bigot, Thierry Klein 
Publication date: 28 January 2019
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Abstract: This paper is concerned by the study of barycenters for random probability measures in the Wasserstein space. Using a duality argument, we give a precise characterization of the population barycenter for various parametric classes of random probability measures with compact support. In particular, we make a connection between averaging in the Wasserstein space as introduced in Agueh and Carlier (2011), and taking the expectation of optimal transport maps with respect to a fixed reference measure. We also discuss the usefulness of this approach in statistics for the analysis of deformable models in signal and image processing. In this setting, the problem of estimating a population barycenter from n independent and identically distributed random probability measures is also considered.
Full work available at URL: https://arxiv.org/abs/1212.2562
Recommendations
optimal transportWasserstein spacedualitydeformable modelsconvergence of random variablesFréchet meancurve and image warpingempirical and population barycentersparametric classes of random probability measures
Nonparametric estimation (62G05) Directional data; spatial statistics (62H11) Asymptotic distribution theory in statistics (62E20) Variational problems in a geometric measure-theoretic setting (49Q20) Random measures (60G57)
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