Related papers: Generalized barycenters and variance maximization …
In this paper, based on the Fr{\'e}chet mean, we define a notion of barycenter corresponding to a usual notion of statistical mean. We prove the existence of Wasserstein barycenters of random distributions defined on a geodesic space (E,…
We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…
The discrete Wasserstein barycenter problem is a minimum-cost mass transport problem for a set of probability measures with finite support. In this paper, we show that finding a barycenter of sparse support is hard, even in dimension 2 and…
The Wasserstein metric is an important measure of distance between probability distributions, with applications in machine learning, statistics, probability theory, and data analysis. This paper provides upper and lower bounds on…
We study the geometric structure of the space of random measures $\mathcal{P}_p(\mathcal{P}_p(X))$, endowed with the Wasserstein on Wasserstein metric, where $(X, d)$ is a complete separable metric space. In this setting, we prove a metric…
Borel probability measures living on metric spaces are fundamental mathematical objects. There are several meaningful distance functions that make the collection of the probability measures living on a certain space a metric space. We are…
The Kantorovich-Rubinshtein metric is an $L^1$-like metric on spaces of probability distributions that enjoys several serendipitous properties. It is complete separable if the underlying metric space of points is complete separable, and in…
We introduce and investigate in this short report the new notion of uniform measure (distribution) on the arbitrary compact metric space. We consider also some possible applications of these measures in the theory of imbedding theorems and…
Given a metrizable space $Z$, denote by ${\rm PM}(Z)$ the space of continuous bounded pseudometrics on $Z$, and denote by ${\rm AM}(Z)$ the one of continuous bounded admissible metrics on $Z$, the both of which are equipped with the…
A celebrated result in convex geometry is Gr\"unbaum's inequality, which quantifies how much volume of a convex body can be cut off by a hyperplane passing through its barycenter. In this work, we establish a series of sharp Gr\"unbaum-type…
We study the perturbation of a measure $\mu \in \mathscr{P}(\mathbb{R})$ consisting in superposing two copies of $\mu$, each slightly shifted by a small distance $\pm h$. The difference between $\mu$ and its perturbation is measured with a…
Consider the invariance principle for a random walk with random environment (denoted by $\mu$) in time on $\bfR$ in a weak quenched sense. We show that a sequence of the random probability measures on $\bfR$ generated by a bounded Lipschitz…
This work proves certain general orbifold compactness results for spaces of Riemannian metrics, generalizing earlier results along these lines for Einstein metrics or metrics with bounded Ricci curvature. This is then applied to prove such…
Let $\mathcal{P} (\mathfrak{J})$ denote the lattice of projections of a JBW$^*$-algebra $\mathfrak{J}$, and let $X$ be a Banach space. A bounded finitely additive $X$-valued measure on $\mathcal{P}(\mathfrak{J})$ is a mapping $\mu:…
This paper considers the problem of measure estimation under the barycentric coding model (BCM), in which an unknown measure is assumed to belong to the set of Wasserstein-2 barycenters of a finite set of known measures. Estimating a…
We show that in any complete metric space the probability measures $\mu$ with compact and connected support are the ones having the property that the optimal tranportation distance to any other probability measure $\nu$ living on the…
As opposed to standard empirical risk minimization (ERM), distributionally robust optimization aims to minimize the worst-case risk over a larger ambiguity set containing the original empirical distribution of the training data. In this…
Estimating the rate of convergence of the empirical measure of an i.i.d. sample to the reference measure is a classical problem in probability theory. Extending recent results of Ambrosio, Stra and Trevisan on 2-dimensional manifolds, in…
We prove that for every $\epsilon\in (0,1)$ there exists $C_\epsilon\in (0,\infty)$ with the following property. If $(X,d)$ is a compact metric space and $\mu$ is a Borel probability measure on $X$ then there exists a compact subset…
Let $Y=X_1+\cdots+X_N$ be a sum of a random number of exchangeable random variables, where the random variable $N$ is independent of the $X_j$, and the $X_j$ are from the generalized multinomial model introduced by Tallis (1962). This…