Convex generalized Fr\'echet means in a metric tree
Abstract
We are interested in measures of central tendency for a population on a network, which is modeled by a metric tree. The location parameters that we study are generalized Fr\'echet means obtained by minimizing the objective function where is a generic convex nondecreasing loss. We leverage the geometry of the tree and the geodesic convexity of the objective to develop a notion of directional derivative in the tree, which helps up locate and characterize the minimizers. Estimation is performed using a sample analog. We extend to a metric tree the notion of stickiness defined by Hotz et al. (2013), we show that this phenomenon has a non-asymptotic component and we obtain a sticky law of large numbers. For the particular case of the Fr\'echet median, we develop non-asymptotic concentration bounds and sticky central limit theorems.
Cite
@article{arxiv.2310.17435,
title = {Convex generalized Fr\'echet means in a metric tree},
author = {Gabriel Romon and Victor-Emmanuel Brunel},
journal= {arXiv preprint arXiv:2310.17435},
year = {2023}
}