English

Fr\'echet barycenters in the Monge-Kantorovich spaces

Probability 2020-10-06 v2

Abstract

We consider the space P(X)\mathcal{P}(X) of probability measures on arbitrary Radon space XX endowed with a transportation cost J(μ,ν)J(\mu, \nu) generated by a nonnegative continuous cost function. For a probability distribution on P(X)\mathcal{P}(X) we formulate a notion of average with respect to this transportation cost, called here the Fr\'echet barycenter, prove a version of the law of large numbers for Fr\'echet barycenters, and discuss the structure of P(X)\mathcal{P}(X) related to the transportation cost JJ.

Keywords

Cite

@article{arxiv.1702.05740,
  title  = {Fr\'echet barycenters in the Monge-Kantorovich spaces},
  author = {Alexey Kroshnin},
  journal= {arXiv preprint arXiv:1702.05740},
  year   = {2020}
}

Comments

21 pages