Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendable geodesics

被引:25
作者
Ahidar-Coutrix, A. [1 ]
Le Gouic, T. [1 ,2 ]
Paris, Q. [2 ]
机构
[1] Aix Marseille Univ, I2M, Cent Marseille, CNRS, Marseille, France
[2] Natl Res Univ Higher Sch Econ, Moscow, Russia
关键词
51F99; 51K10; 62G05; EXTRINSIC SAMPLE MEANS; CONCENTRATION INEQUALITIES; WASSERSTEIN; CAT(1)-SPACES; MANIFOLDS; EXISTENCE;
D O I
10.1007/s00440-019-00950-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper provides rates of convergence for empirical (generalised) barycenters on compact geodesic metric spaces under general conditions using empirical processes techniques. Our main assumption is termed a variance inequality and provides a strong connection between usual assumptions in the field of empirical processes and central concepts of metric geometry. We study the validity of variance inequalities in spaces of non-positive and non-negative Aleksandrov curvature. In this last scenario, we show that variance inequalities hold provided geodesics, emanating from a barycenter, can be extended by a constant factor. We also relate variance inequalities to strong geodesic convexity. While not restricted to this setting, our results are largely discussed in the context of the 2-Wasserstein space.
引用
收藏
页码:323 / 368
页数:46
相关论文
共 63 条
[1]   RIEMANNIAN Lp CENTER OF MASS: EXISTENCE, UNIQUENESS, AND CONVEXITY [J].
Afsari, Bijan .
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2011, 139 (02) :655-673
[2]   BARYCENTERS IN THE WASSERSTEIN SPACE [J].
Agueh, Martial ;
Carlier, Guillaume .
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2011, 43 (02) :904-924
[3]  
Alexander S., 2017, Alexandrov Geometry
[4]   A fixed-point approach to barycenters in Wasserstein space [J].
Alvarez-Esteban, Pedro C. ;
del Barrio, E. ;
Cuesta-Albertos, J. A. ;
Matran, C. .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2016, 441 (02) :744-762
[5]  
AMBROSIO L, 2004, OXFORD LECT SERIES M, V25
[6]  
AMBROSIO L., 2005, Lectures in Mathematics ETH Zurich
[7]  
[Anonymous], ARXIV181208037
[8]  
[Anonymous], 2019, ARXIV190201778
[9]  
[Anonymous], 1989, Theory of statistical inference and information
[10]  
[Anonymous], 2008, Fundamental Principles of Mathematical Sciences