Nonpositive curvature, the variance functional, and the Wasserstein barycenter
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Publication:5218219
Abstract: This paper connects nonpositive sectional curvature of a Riemannian manifold with the displacement convexity of the variance functional on the space of probability measures over . We show that has nonpositive sectional curvature and has trivial topology (i.e, is homeomorphic to ) if and only if the variance functional on is displacement convex. This is followed by a Jensen type inequality for the variance functional with respect to Wasserstein barycenters, as well as by a result comparing the variance of the Wasserstein and linear barycenters of a probability measure on (that is, an element of ). These results are applied to invariant measures under isometry group actions, giving a comparison for the variance functional between the Wasserstein projection and the projection to the set of invariant measures.
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