English

Uniform Consistency of Generalized Fr\'echet Means

Statistics Theory 2024-08-15 v1 Metric Geometry Probability Statistics Theory

Abstract

We study a generalization of the Fr\'echet mean on metric spaces, which we call ϕ\phi-means. Our generalization is indexed by a convex function ϕ\phi. We find necessary and sufficient conditions for ϕ\phi-means to be finite and provide a tight bound for the diameter of the intrinsic mean set. We also provide sufficient conditions under which all the ϕ\phi-means coincide in a single point. Then, we prove the consistency of the sample ϕ\phi-mean to its population analogue. We also find conditions under which classes of ϕ\phi-means converge uniformly, providing a Glivenko-Cantelli result. Finally, we illustrate applications of our results and provide algorithms for the computation of ϕ\phi-means.

Keywords

Cite

@article{arxiv.2408.07534,
  title  = {Uniform Consistency of Generalized Fr\'echet Means},
  author = {Andrea Aveni and Sayan Mukherjee},
  journal= {arXiv preprint arXiv:2408.07534},
  year   = {2024}
}