{"title":"P-Waterstone Barycenters","authors":"Camilla Brizzi , Gero Friesecke , Tobias Ried","doi":"10.1016/j.na.2024.113687","DOIUrl":null,"url":null,"abstract":"<div><div>We study barycenters of <span><math><mi>N</mi></math></span> probability measures on <span><math><msup><mrow><mi>R</mi></mrow><mrow><mi>d</mi></mrow></msup></math></span> with respect to the <span><math><mi>p</mi></math></span>-Wasserstein metric (<span><math><mrow><mn>1</mn><mo><</mo><mi>p</mi><mo><</mo><mi>∞</mi></mrow></math></span>). We prove that</div><div>– <span><math><mi>p</mi></math></span>-Wasserstein barycenters of absolutely continuous measures are unique, and again absolutely continuous</div><div>– <span><math><mi>p</mi></math></span>-Wasserstein barycenters admit a multi-marginal formulation</div><div>– the optimal multi-marginal plan is unique and of Monge form if the marginals are</div><div>absolutely continuous, and its support has an explicit parametrization as a graph over any</div><div>marginal space. This extends the Agueh–Carlier theory of Wasserstein barycenters <span><span>[1]</span></span> to exponents <span><math><mrow><mi>p</mi><mo>≠</mo><mn>2</mn></mrow></math></span>. A key ingredient is a quantitative injectivity estimate for the (highly non-injective) map from <span><math><mi>N</mi></math></span>-point configurations to their <span><math><mi>p</mi></math></span>-barycenter on the support of an optimal multi-marginal plan. We also discuss the statistical meaning of <span><math><mi>p</mi></math></span>-Wasserstein barycenters in one dimension.</div></div>","PeriodicalId":49749,"journal":{"name":"Nonlinear Analysis-Theory Methods & Applications","volume":"251 ","pages":"Article 113687"},"PeriodicalIF":1.3000,"publicationDate":"2024-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"p-Wasserstein barycenters\",\"authors\":\"Camilla Brizzi , Gero Friesecke , Tobias Ried\",\"doi\":\"10.1016/j.na.2024.113687\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>We study barycenters of <span><math><mi>N</mi></math></span> probability measures on <span><math><msup><mrow><mi>R</mi></mrow><mrow><mi>d</mi></mrow></msup></math></span> with respect to the <span><math><mi>p</mi></math></span>-Wasserstein metric (<span><math><mrow><mn>1</mn><mo><</mo><mi>p</mi><mo><</mo><mi>∞</mi></mrow></math></span>). We prove that</div><div>– <span><math><mi>p</mi></math></span>-Wasserstein barycenters of absolutely continuous measures are unique, and again absolutely continuous</div><div>– <span><math><mi>p</mi></math></span>-Wasserstein barycenters admit a multi-marginal formulation</div><div>– the optimal multi-marginal plan is unique and of Monge form if the marginals are</div><div>absolutely continuous, and its support has an explicit parametrization as a graph over any</div><div>marginal space. This extends the Agueh–Carlier theory of Wasserstein barycenters <span><span>[1]</span></span> to exponents <span><math><mrow><mi>p</mi><mo>≠</mo><mn>2</mn></mrow></math></span>. A key ingredient is a quantitative injectivity estimate for the (highly non-injective) map from <span><math><mi>N</mi></math></span>-point configurations to their <span><math><mi>p</mi></math></span>-barycenter on the support of an optimal multi-marginal plan. We also discuss the statistical meaning of <span><math><mi>p</mi></math></span>-Wasserstein barycenters in one dimension.</div></div>\",\"PeriodicalId\":49749,\"journal\":{\"name\":\"Nonlinear Analysis-Theory Methods & Applications\",\"volume\":\"251 \",\"pages\":\"Article 113687\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2024-11-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Nonlinear Analysis-Theory Methods & Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0362546X24002062\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Nonlinear Analysis-Theory Methods & Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0362546X24002062","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
摘要
我们研究了关于 p-Wasserstein 度量 (1<p<∞) 的 Rd 上 N 个概率度量的原点。我们证明了- 绝对连续度量的 p-Wasserstein 副中心是唯一的,而且也是绝对连续的- p-Wasserstein 副中心允许多边际形式- 如果边际是绝对连续的,最优多边际计划是唯一的,而且是 Monge 形式的,其支持有一个明确的参数化,即任意边际空间上的图。这扩展了瓦瑟斯坦边际中心的阿格-卡利耶理论[1],使其指数 p≠2 。其中一个关键要素是对最优多边际计划支持上从 N 点配置到其 p 边际中心的映射(高度非注入)的定量注入性估计。我们还讨论了一维 p-Wasserstein 副中心的统计意义。
We study barycenters of probability measures on with respect to the -Wasserstein metric (). We prove that
– -Wasserstein barycenters of absolutely continuous measures are unique, and again absolutely continuous
– -Wasserstein barycenters admit a multi-marginal formulation
– the optimal multi-marginal plan is unique and of Monge form if the marginals are
absolutely continuous, and its support has an explicit parametrization as a graph over any
marginal space. This extends the Agueh–Carlier theory of Wasserstein barycenters [1] to exponents . A key ingredient is a quantitative injectivity estimate for the (highly non-injective) map from -point configurations to their -barycenter on the support of an optimal multi-marginal plan. We also discuss the statistical meaning of -Wasserstein barycenters in one dimension.
期刊介绍:
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