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Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendible geodesics

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abstract

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 provides a strong connection between usual assumptions in the field of empirical processes and central concepts of metric geometry. We study the validity of variance inequalities in spaces of non-positive and non-negative Aleksandrov curvature. In this last scenario, we show that variance inequalities hold provided geodesics, emanating from a barycenter, can be extended by a constant factor. We also relate variance inequalities to strong geodesic convexity. While not restricted to this setting, our results are largely discussed in the context of the $2$-Wasserstein space.

fields

math.MG 1

years

2019 1

verdicts

UNVERDICTED 1

representative citing papers

A note on flatness of non separable tangent cone

math.MG · 2019-06-27 · unverdicted · novelty 4.0

In Alexandrov spaces with curvature bounded below, the pushforward of a probability measure to the tangent cone at its barycenter has support contained in a Hilbert space without requiring separability of the cone.

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  • A note on flatness of non separable tangent cone math.MG · 2019-06-27 · unverdicted · none · ref 2 · internal anchor

    In Alexandrov spaces with curvature bounded below, the pushforward of a probability measure to the tangent cone at its barycenter has support contained in a Hilbert space without requiring separability of the cone.