Nonpositive curvature, the variance functional, and the Wasserstein barycenter

DOI10.1090/PROC/14840zbMATH Open1435.53031arXiv1503.06460OpenAlexW2982576367WikidataQ126861769 ScholiaQ126861769MaRDI QIDQ5218219FDOQ5218219

Brendan Pass, Young-Heon Kim

Publication date: 2 March 2020

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: This paper connects nonpositive sectional curvature of a Riemannian manifold with the displacement convexity of the variance functional on the space $P(M)$ of probability measures over $M$. We show that $M$ has nonpositive sectional curvature and has trivial topology (i.e, is homeomorphic to $mathbf{R}^n$) if and only if the variance functional on $P(M)$ 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 $P(M)$ (that is, an element of $P(P(M))$). These results are applied to invariant measures under isometry group actions, giving a comparison for the variance functional between the Wasserstein projection and the $L^2$ projection to the set of invariant measures.

Full work available at URL: https://arxiv.org/abs/1503.06460

zbMATH Keywords

Riemannian manifoldBorel measureWasserstein barycenters

Mathematics Subject Classification ID

Optimal transportation (49Q22) Variational problems in a geometric measure-theoretic setting (49Q20) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21)

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Cited In (5)

• Generalized barycenters and variance maximization on metric spaces
• Geometric mean flows and the Cartan barycenter on the Wasserstein space over positive definite matrices
• Optimal transport and barycenters for dendritic measures
• Matrix displacement convexity along density flows
• Exponential and Gaussian concentration of 1-Lipschitz maps

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