A canonical barycenter via Wasserstein regularization
Young‐Heon Kim, Brendan Pass
Abstract
Open-access reader
Young‐Heon Kim, Brendan Pass
Abstract
Open-access reader
We introduce a weak notion of barycenter of a probability measure $μ$ on a metric measure space $(X, d, {\bf m})$, with the metric $d$ and reference measure ${\bf m}$. Under the assumption that optimal transport plans are given by mappings, we prove that our barycenter $B(μ)$ is well defined; it is a probability measure on $X$ supported on the set of the usual metric barycenter points of the given measure $μ$. The definition uses the canonical embedding of the metric space $X$ into its Wasserstein space $P(X)$, pushing a given measure $μ$ forward to a measure on $P(X)$. We then regularize the measure by the Wasserstein distance to the reference measure ${\bf m}$, and obtain a uniquely defined measure on $X$ supported on the barycentric points of $μ$. We investigate various properties of $B(μ)$
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We introduce a weak notion of barycenter of a probability measure $μ$ on a metric measure space $(X, d, {\bf m})$, with the metric $d$ and reference measure ${\bf m}$. Under the assumption that optimal transport plans are given by mappings, we prove that our barycenter $B(μ)$ is well defined; it is a probability measure on $X$ supported on the set of the usual metric barycenter points of the given measure $μ$. The definition uses the canonical embedding of the metric space $X$ into its Wasserstein space $P(X)$, pushing a given measure $μ$ forward to a measure on $P(X)$. We then regularize the measure by the Wasserstein distance to the reference measure ${\bf m}$, and obtain a uniquely defined measure on $X$ supported on the barycentric points of $μ$. We investigate various properties of $B(μ)$
Key concepts: Measure (data warehouse), Probability measure, Mathematics, Discrete measure, Metric (unit), Barycentric coordinate system, Space (punctuation), Metric space