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We prove majorization inequalities for different means of positive definite matrices. These include the Cartan mean (the Karcher mean), the log Euclidean mean, the Wasserstein mean and the power mean.

Functional Analysis · Mathematics 2018-03-12 Rajendra Bhatia , Tanvi Jain , Yongdo Lim

We establish some new properties of spectral geometric mean. In particular, we prove a log majorization relation between $\left(B^{ts/2}A^{(1-t)s}B^{ts/2} \right)^{1/s}$ and the $t$-spectral mean $A\natural_t B :=(A^{-1}\sharp…

Rings and Algebras · Mathematics 2022-06-22 Luyining Gan , Tin-Yau Tam

On the setting of positive definite operators we study the near-order properties of power means such as the quasi-arithmetic mean (H\"{o}lder mean) and R\'{e}nyi power mean. We see the monotonicity of spectral geometric mean and Wasserstein…

Functional Analysis · Mathematics 2024-07-11 Jinmi Hwang , Sejong Kim

As the least squares mean for the Riemannian trace metric on the cone of positive definite matrices, the Riemannian mean with its computational and theoretical approaches has been widely studied. Recently the new metric and the least…

Functional Analysis · Mathematics 2018-04-13 Jinmi Hwang , Sejong Kim

A new least squares mean of positive definite matrices for the divergence associated with the sandwiched quasi-relative entropy has been introduced. It generalizes the well-known Wasserstein mean for covariance matrices of Gaussian…

Functional Analysis · Mathematics 2019-08-27 Sejong Kim

We prove sharp Heron-type majorization inequalities for two quadratic matrix expressions associated with the spectral and Kubo-Ando geometric means. For the spectral geometric mean cross term, we show that \[…

Functional Analysis · Mathematics 2026-05-27 Trung Dung Vuong , Anh Thi Nguyen , Trung Hoa Dinh

As one of the least squares mean, we consider the Wasserstein mean of positive definite Hermitian matrices. We verify in this paper the inequalities of the Wasserstein mean related with a strictly positive and unital linear map, the…

Functional Analysis · Mathematics 2019-08-27 Jinmi Hwang , Sejong Kim

In this paper, we study the metric geometric mean introduced by Pusz and Woronowicz and the spectral geometric mean introduced by Fiedler and Pt\'ak, originally for positive definite matrices. The relation between $t$-metric geometric mean…

Rings and Algebras · Mathematics 2021-08-31 Luyining Gan , Xuhua Liu , Tin-Yau Tam

We study the minimax optimal rate for estimating the Wasserstein-$1$ metric between two unknown probability measures based on $n$ i.i.d. empirical samples from them. We show that estimating the Wasserstein metric itself between probability…

Statistics Theory · Mathematics 2019-08-28 Tengyuan Liang

It is perhaps not widely recognized that certain common notions of distance between probability measures have an alternative dual interpretation which compares corresponding functionals against suitable families of test functions. This dual…

Systems and Control · Computer Science 2014-09-16 Lipeng Ning , Tryphon T. Georgiou

Motivated by Horn's log-majorization (singular value) inequality $s(AB)\underset{log}{\prec} s(A)*s(B)$ and the related weak-majorization inequality $s(AB)\underset{w}{\prec} s(A)*s(B)$ for square complex matrices, we consider their…

Functional Analysis · Mathematics 2020-05-11 Jiyuan Tao , Juyoung Jeong , Muddappa Gowda

On the space of positive definite matrices, several operator means are popular and have been studied extensively. In this paper, we investigate the near order and the L\"owner order relations on the curves defined by the Wasserstein mean…

Functional Analysis · Mathematics 2024-05-07 Luyining Gan , Huajun Huang

In this paper, for $\alpha\in(0,\infty)\setminus\{1\}$, $p>0$ and positive semidefinite matrices $A$ and $B$, we consider the quasi-extension $\mathcal{M}_{\alpha,p}(A,B):=\mathcal{M}_\alpha(A^p,B^p)^{1/p}$ of several $\alpha$-weighted…

Functional Analysis · Mathematics 2026-01-21 Fumio Hiai

Denote by $\P_n$ the set of $n\times n$ positive definite matrices. Let $D = D_1\oplus \dots \oplus D_k$, where $D_1\in \P_{n_1}, \dots, D_k \in \P_{n_k}$ with $n_1+\cdots + n_k=n$. Partition $C\in \P_n$ according to $(n_1, \dots, n_k)$ so…

Functional Analysis · Mathematics 2016-11-17 Tin-Yau Tam , Pingping Zhang

As non-commutative versions of the quasi-arithmetic mean, we consider the Lim-P\'{a}lfia's power mean, R\'{e}nyi right mean and R\'{e}nyi power means. We prove that the Lim-P\'{a}lfia's power mean of order $t \in [-1,0)$ is weakly…

Quantum Algebra · Mathematics 2023-07-31 Miran Jeong , Sejong Kim

Wasserstein metrics are increasingly being used as similarity scores for images treated as discrete measures on a grid, yet their behavior under noise remains poorly understood. In this work, we consider the sensitivity of the signed…

Statistics Theory · Mathematics 2026-05-19 Erik Lager , Gilles Mordant , Amit Moscovich

In the 1980s, Kubo and Ando introduced operator means on $\mathbb{P}$, the open convex cone of positive definite operators. One significant example is the weighted geometric mean $$ A \sharp_{t} B = A^{1/2} (A^{-1/2} B A^{-1/2})^{t}…

Functional Analysis · Mathematics 2026-05-19 Sejong Kim , Vatsalkumar N. Mer

We propose a unifying framework for generalising the Wasserstein-1 metric to a discrepancy measure between nonnegative measures of different mass. This generalization inherits the convexity and computational efficiency from the…

Optimization and Control · Mathematics 2018-03-13 Bernhard Schmitzer , Benedikt Wirth

Given any two probability measures on a Euclidean space with mean 0 and finite variance, we demonstrate that the two probability measures are orthogonal in the sense of Wasserstein geometry if and only if the two spaces by spanned by the…

Probability · Mathematics 2011-10-14 Asuka Takatsu

In this paper the geometric mean of partial positive definite matrices with missing entries is considered. The weighted geometric mean of two sets of positive matrices is defined, and we show whether such a geometric mean holds certain…

Functional Analysis · Mathematics 2018-11-05 Hayoung Choi , Sejong Kim , Yuanming Shi
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