Means in complete manifolds: uniqueness and approximation
Probability
2012-07-16 v1
Abstract
Let be a complete Riemannian manifold, and . We prove that almost everywhere on for Lebesgue measure in , the measure has a unique -mean . As a consequence, if is a -valued random variable with absolutely continuous law, then almost surely has a unique -mean. In particular if is an independent sample of an absolutely continuous law in , then the process is well-defined. Assume is compact and consider a probability measure in . Using partial simulated annealing, we define a continuous semimartingale which converges to the set of minimizers of the integral of distance at power with respect to . When the set is a singleton, it converges to the -mean.
Cite
@article{arxiv.1207.3232,
title = {Means in complete manifolds: uniqueness and approximation},
author = {Marc Arnaudon and Laurent Miclo},
journal= {arXiv preprint arXiv:1207.3232},
year = {2012}
}