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相关论文: Inequalities for the Wasserstein mean of positive …

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In this study, we consider the realm of covariance matrices in machine learning, particularly focusing on computing Fr\'echet means on the manifold of symmetric positive definite matrices, commonly referred to as Karcher or geometric means.…

机器学习 · 统计学 2024-06-06 Florent Bouchard , Ammar Mian , Malik Tiomoko , Guillaume Ginolhac , Frédéric Pascal

We give tight bounds for logarithmic mean. We also give new Frobenius norm inequalities for two positive semidefinite matrices. In addition, we give some matrix inequalities on matrix power mean.

泛函分析 · 数学 2014-02-05 Shigeru Furuichi , Kenjiro Yanagi

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}…

泛函分析 · 数学 2026-05-19 Sejong Kim , Vatsalkumar N. Mer

We study an elementary inequality supporting the classical Hermite-Hadamard inequality in the matrix setting. This leads to a number of interesting matrix inequalities such new Schatten p-norm estimates and new majorization

泛函分析 · 数学 2022-01-05 Jean-Christophe Bourin , Eun-Young Lee

We show that recent multivariate generalizations of the Araki-Lieb-Thirring inequality and the Golden-Thompson inequality [Sutter, Berta, and Tomamichel, Comm. Math. Phys. (2016)] for Schatten norms hold more generally for all unitarily…

数学物理 · 物理学 2017-12-12 Fumio Hiai , Robert Koenig , Marco Tomamichel

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…

统计理论 · 数学 2019-08-28 Tengyuan Liang

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…

最优化与控制 · 数学 2018-03-13 Bernhard Schmitzer , Benedikt Wirth

For each Hermitian matrix, we prove that instead of the leading principal minors some of their sums can be used in the leading principal minors criterion and in other inertia problems.

表示论 · 数学 2007-09-18 Vyacheslav Futorny , Vladimir V. Sergeichuk , Nadya Zharko

We extend Ando-Hiai's log-majorization for the weighted geometric mean of positive definite matrices into that for the Cartan barycenter in the general setting of probability measures on the Riemannian manifold of positive definite matrices…

泛函分析 · 数学 2016-12-08 Fumio Hiai , Yongdo Lim

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…

系统与控制 · 计算机科学 2014-09-16 Lipeng Ning , Tryphon T. Georgiou

In this paper we shall consider some famous means such as arithmetic, harmonic, geometric, logarithmic means, etc. Inequalities involving logarithmic mean with differences among other means are presented

信息论 · 计算机科学 2011-03-15 Inder Jeet Taneja

In this article, we present several inequalities treating operator means and the Cauchy-Schwarz inequality. In particular, we present some new comparisons between operator Heron and Heinz means, several generalizations of the difference…

泛函分析 · 数学 2021-07-23 Y. Kapil , C. Conde , M. S. Moslehian , M. Singh , M. Sababheh

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…

泛函分析 · 数学 2016-11-17 Tin-Yau Tam , Pingping Zhang

In this paper we study two types of means of the entries of a nonnegative matrix: the \emph{permanental mean}, which is defined using permanents, and the \emph{scaling mean}, which is defined in terms of an optimization problem. We explore…

动力系统 · 数学 2016-05-24 Jairo Bochi , Godofredo Iommi , Mario Ponce

Most Kalman filters for non-linear systems, such as the unscented Kalman filter, are based on Gaussian approximations. We use Poincar\'e inequalities to bound the Wasserstein distance between the true joint distribution of the prediction…

统计理论 · 数学 2026-05-28 Toni Karvonen , Simo Särkkä

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…

泛函分析 · 数学 2018-11-05 Hayoung Choi , Sejong Kim , Yuanming Shi

Majorization uncertainty relations are derived for arbitrary quantum operations acting on a finite-dimensional space. The basic idea is to consider submatrices of block matrices comprised of the corresponding Kraus operators. This is an…

量子物理 · 物理学 2016-08-02 Alexey E. Rastegin , Karol Życzkowski

It is shown that Newton's inequalities and the related Maclaurin's inequalities provide several refinements of the fundamental Arithmetic mean - Geometric mean - Harmonic mean inequality in terms of the means and variance of positive real…

统计理论 · 数学 2017-02-16 R. Sharma , A. Sharma , R. Saini , G. Kapoor

Sturm's strong law of large numbers in $\mathrm{CAT}(0)$ spaces has been an influential tool to study the geometric mean or also called Karcher barycenter of positive definite matrices. It provides an easily computable stochastic…

泛函分析 · 数学 2019-12-20 Yongdo Lim , Miklós Pálfia

We define a metric in the space of positive finite positive measures that extends the 2-Wasserstein metric, i.e. its restriction to the set of probability measures is the 2-Wasserstein metric. We prove a dual and a dynamic formulation and…

度量几何 · 数学 2023-03-07 Hugo Leblanc , Thibaut Le Gouic , Jacques Liandrat , Magali Tournus