Statistical data analysis in the Wasserstein space

DOI10.1051/PROC/202068001MaRDI QIDQ3300134zbMATH OpenOpenAlexFDO

Authors Jérémie Bigot

Publication date 27 July 2020

Published in ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1907.08417

zbMATH Keywords

data analysisoptimal transportWasserstein metric

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Factor analysis and principal components; correspondence analysis (62H25) Statistics on metric spaces (62R20) Transportation, logistics and supply chain management (90B06)

Abstract: This paper is concerned by statistical inference problems from a data set whose elements may be modeled as random probability measures such as multiple histograms or point clouds. We propose to review recent contributions in statistics on the use of Wasserstein distances and tools from optimal transport to analyse such data. In particular, we highlight the benefits of using the notions of barycenter and geodesic PCA in the Wasserstein space for the purpose of learning the principal modes of geometric variation in a dataset. In this setting, we discuss existing works and we present some research perspectives related to the emerging field of statistical optimal transport.

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