Medians and Means in Riemannian Geometry: Existence, Uniqueness and Computation

DOI10.1007/978-3-642-30232-9_8zbMATH Open1319.58008arXiv1111.3120OpenAlexW1628709819MaRDI QIDQ5325898FDOQ5325898

Le Yang, Marc Arnaudon, Frédéric Barbaresco

Publication date: 31 July 2013

Published in: Matrix Information Geometry (Search for Journal in Brave)

Abstract: This paper is a short summary of our recent work on the medians and means of probability measures in Riemannian manifolds. Firstly, the existence and uniqueness results of local medians are given. In order to compute medians in practical cases, we propose a subgradient algorithm and prove its convergence. After that, Fr'echet medians are considered. We prove their statistical consistency and give some quantitative estimations of their robustness with the aid of upper curvature bounds. We also show that, in compact Riemannian manifolds, the Fr'echet medians of generic data points are always unique. Stochastic and deterministic algorithms are proposed for computing Riemannian p-means. The rate of convergence and error estimates of these algorithms are also obtained. Finally, we apply the medians and the Riemannian geometry of Toeplitz covariance matrices to radar target detection.

Full work available at URL: https://arxiv.org/abs/1111.3120

Mathematics Subject Classification ID

Point estimation (62F10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic approximation (62L20) Integration on manifolds; measures on manifolds (58C35)

Cited In (18)

• Medians and means in Finsler geometry
• Strong laws of large numbers for generalizations of Fréchet mean sets
• Modelling mean fields in networks of coupled oscillators
• Splines on manifolds: a survey
• Parameter estimation and model-based clustering with spherical normal distribution on the unit hypersphere
• Structure preserving matrix means on the Marcus-Minc stochastic matrices
• Anomalous recurrence of Markov chains on negatively curved manifolds
• Information geometry of Busemann-barycenter for probability measures
• Wavelet Sparse Regularization for Manifold-Valued Data
• A Majorization-Minimization Algorithm for Computing the Karcher Mean of Positive Definite Matrices
• Quantization and clustering on Riemannian manifolds with an application to air traffic analysis
• A topological study of functional data and Fréchet functions of metric measure spaces
• Topologically Constrained Template Estimation via Morse--Smale Complexes Controls Its Statistical Consistency
• Riemannian median and its estimation
• The Kähler mean of block-Toeplitz matrices with Toeplitz structured blocks
• Convex risk measures for the aggregation of multiple information sources and applications in insurance
• Recent Advances in Stochastic Riemannian Optimization
• Median and center hyperplanes in Minkowski spaces -- a unified approach

This page was built for publication: Medians and Means in Riemannian Geometry: Existence, Uniqueness and Computation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5325898)