P-Waterstone Barycenters

IF 1.3 2区 数学 Q1 MATHEMATICS
Camilla Brizzi , Gero Friesecke , Tobias Ried
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引用次数: 0

摘要

我们研究了关于 p-Wasserstein 度量 (1<p<∞) 的 Rd 上 N 个概率度量的原点。我们证明了- 绝对连续度量的 p-Wasserstein 副中心是唯一的,而且也是绝对连续的- p-Wasserstein 副中心允许多边际形式- 如果边际是绝对连续的,最优多边际计划是唯一的,而且是 Monge 形式的,其支持有一个明确的参数化,即任意边际空间上的图。这扩展了瓦瑟斯坦边际中心的阿格-卡利耶理论[1],使其指数 p≠2 。其中一个关键要素是对最优多边际计划支持上从 N 点配置到其 p 边际中心的映射(高度非注入)的定量注入性估计。我们还讨论了一维 p-Wasserstein 副中心的统计意义。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
p-Wasserstein barycenters
We study barycenters of N probability measures on Rd with respect to the p-Wasserstein metric (1<p<). We prove that
p-Wasserstein barycenters of absolutely continuous measures are unique, and again absolutely continuous
p-Wasserstein barycenters admit a multi-marginal formulation
– the optimal multi-marginal plan is unique and of Monge form if the marginals are
absolutely continuous, and its support has an explicit parametrization as a graph over any
marginal space. This extends the Agueh–Carlier theory of Wasserstein barycenters [1] to exponents p2. A key ingredient is a quantitative injectivity estimate for the (highly non-injective) map from N-point configurations to their p-barycenter on the support of an optimal multi-marginal plan. We also discuss the statistical meaning of p-Wasserstein barycenters in one dimension.
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来源期刊
CiteScore
3.30
自引率
0.00%
发文量
265
审稿时长
60 days
期刊介绍: Nonlinear Analysis focuses on papers that address significant problems in Nonlinear Analysis that have a sustainable and important impact on the development of new directions in the theory as well as potential applications. Review articles on important topics in Nonlinear Analysis are welcome as well. In particular, only papers within the areas of specialization of the Editorial Board Members will be considered. Authors are encouraged to check the areas of expertise of the Editorial Board in order to decide whether or not their papers are appropriate for this journal. The journal aims to apply very high standards in accepting papers for publication.
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