English

Central limit theorems for Fr\'echet means on stratified spaces

Probability 2023-11-17 v1 Metric Geometry Statistics Theory Statistics Theory

Abstract

Fr\'echet means of samples from a probability measure μ\mu on any smoothly stratified metric space M with curvature bounded above are shown to satisfy a central limit theorem (CLT). The methods and results proceed by introducing and proving analytic properties of the "escape vector" of any finitely supported measure δ\delta in M, which records infinitesimal variation of the Fr\'echet mean μˉ\bar\mu of μ\mu in response to perturbation of μ\mu by adding the mass tδt\delta for t0t \to 0. The CLT limiting distribution NN on the tangent cone TT at the Fr\'echet mean is characterized in four ways. The first uses tangential collapse LL to compare TT with a linear space and then applies a distortion map to the usual linear CLT to transfer back to TT. Distortion is defined by applying escape after taking preimages under LL. The second characterization constructs singular analogues of Gaussian measures on smoothly stratified spaces and expresses NN as the escape vector of any such "Gaussian mass". The third characterization expresses NN as the directional derivative, in the space of measures on MM, of the barycenter map at μ\mu in the (random) direction given by any Gaussian mass. The final characterization expresses NN as the directional derivative, in the space CC of continuous real-valued functions on TT, of a minimizer map, with the derivative taken at the Fr\'echet function FCF \in C along the (random) direction given by the negative of the Gaussian tangent field induced by μ\mu. Precise mild hypotheses on the measure μ\mu guarantee these CLTs, whose convergence is proved via the second characterization of NN by formulating a duality between Gaussian masses and Gaussian tangent fields.

Keywords

Cite

@article{arxiv.2311.09455,
  title  = {Central limit theorems for Fr\'echet means on stratified spaces},
  author = {Jonathan C. Mattingly and Ezra Miller and Do Tran},
  journal= {arXiv preprint arXiv:2311.09455},
  year   = {2023}
}

Comments

66 pages. This is the last in a four-part series that started with shadow geometry, geometry of measures on stratified spaces, and a CLT for random tangent fields

R2 v1 2026-06-28T13:22:47.995Z