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The Bures--Wasserstein geometry of covariance matrices provides a canonical distance on the statistical manifold of centred Gaussian measures and lies at the intersection of information geometry, quantum information, and optimal transport.…
The set of covariance matrices equipped with the Bures-Wasserstein distance is the orbit space of the smooth, proper and isometric action of the orthogonal group on the Euclidean space of square matrices. This construction induces a natural…
Fr\'echet regression, or conditional Barycenters, is a flexible framework for modeling relationships between covariates (usually Euclidean) and response variables on general metric spaces, e.g., probability distributions or positive…
In this brief note, it is shown that the Bures-Wasserstein (BW) metric on the space positive definite matrices lends itself to convex optimization. In other words, the computation of the BW metric can be posed as a convex optimization…
We establish a strong law of large numbers and a central limit theorem in the Bures-Wasserstein space of covariance operators -- or equivalently centred Gaussian measures -- over a general separable Hilbert space. Specifically, we show that…
Let $\mathcal{P}_{2,ac}$ be the set of Borel probabilities on $\mathbb{R}^d$ with finite second moment and absolutely continuous with respect to Lebesgue measure. We consider the problem of finding the barycenter (or Fr\'echet mean) of a…
The metric $d(A,B)=\left[ \tr\, A+\tr\, B-2\tr(A^{1/2}BA^{1/2})^{1/2}\right]^{1/2}$ on the manifold of $n\times n$ positive definite matrices arises in various optimisation problems, in quantum information and in the theory of optimal…
The optimal transportation problem defines a geometry of probability measures which leads to a definition for weighted averages (barycenters) of measures, finding application in the machine learning and computer vision communities as a…
We study a general matrix optimization problem with a fixed-rank positive semidefinite (PSD) constraint. We perform the Burer-Monteiro factorization and consider a particular Riemannian quotient geometry in a search space that has a total…
As interest in graph data has grown in recent years, the computation of various geometric tools has become essential. In some area such as mesh processing, they often rely on the computation of geodesics and shortest paths in discretized…
In this work we introduce the concept of Bures-Wasserstein barycenter $Q_*$, that is essentially a Fr\'echet mean of some distribution $\mathbb{P}$ supported on a subspace of positive semi-definite Hermitian operators $\mathbb{H}_{+}(d)$.…
We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…
We show that every continuous valuation on a locally convex, locally convex-compact, sober topological cone $\mathfrak{C}$ has a barycenter. This barycenter is unique, and the barycenter map $\beta$ is continuous, hence is the structure map…
The Brownian map is a random geodesic metric space arising as the scaling limit of random planar maps. We strengthen the so-called confluence of geodesics phenomenon observed at the root of the map, and with this, reveal several properties…
This paper provides rates of convergence for empirical (generalised) barycenters on compact geodesic metric spaces under general conditions using empirical processes techniques. Our main assumption is termed a variance inequality and…
Barycenter problems encode important geometric information about a metric space. While these problems are typically studied with positive weight coefficients associated to each distance term, more general signed Wasserstein barycenter…
Let $A$ be a unital $C^*$-algebra and $H$ a Hilbert space. The cone $\CP(A,B(H))$ of completely positive maps carries the Bures metric $\beta$, closely related to the cb-norm. We introduce a family of Bures--Kuratowski (BK) metrics on…
We study the computational difficulty of the problem of finding fixed points of nonexpansive mappings in uniformly convex Banach spaces. We show that the fixed point sets of computable nonexpansive self-maps of a nonempty, computably weakly…
Barcodes form a complete set of invariants for interval decomposable persistence modules and are an important summary in topological data analysis. The set of barcodes is equipped with a canonical one-parameter family of metrics, the…
Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…