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 -means. Our generalization is indexed by a convex function . We find necessary and sufficient conditions for -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 -means coincide in a single point. Then, we prove the consistency of the sample -mean to its population analogue. We also find conditions under which classes of -means converge uniformly, providing a Glivenko-Cantelli result. Finally, we illustrate applications of our results and provide algorithms for the computation of -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}
}