$p$-Wasserstein barycenters
Abstract
We study barycenters of probability measures on with respect to the -Wasserstein metric (). We prove that -- -Wasserstein barycenters of absolutely continuous measures are unique, and again absolutely continuous -- -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 [SIAM J. Math. Anal. 43 (2011), no.2, 904--924] to exponents . A key ingredient is a quantitative injectivity estimate for the (highly non-injective) map from -point configurations to their -barycenter on the support of an optimal multi-marginal plan. We also discuss the statistical meaning of -Wasserstein barycenters in one dimension.
Keywords
Cite
@article{arxiv.2405.09381,
title = {$p$-Wasserstein barycenters},
author = {Camilla Brizzi and Gero Friesecke and Tobias Ried},
journal= {arXiv preprint arXiv:2405.09381},
year = {2024}
}