Fr\'echet barycenters in the Monge-Kantorovich spaces
Probability
2020-10-06 v2
Abstract
We consider the space of probability measures on arbitrary Radon space endowed with a transportation cost generated by a nonnegative continuous cost function. For a probability distribution on 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 related to the transportation cost .
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