Statistical inference for Bures–Wasserstein barycenters

نویسندگان

چکیده

In this work we introduce the concept of Bures–Wasserstein barycenter Q∗, that is essentially a Fréchet mean some distribution P supported on subspace positive semi-definite d-dimensional Hermitian operators H+(d). We allow to be constrained affine H+(d), and provide conditions ensuring its existence uniqueness. also investigate convergence concentration properties an empirical counterpart Q∗ in both Frobenius norm distance, explain, how obtained results are connected optimal transportation theory can applied statistical inference quantum mechanics.

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ژورنال

عنوان ژورنال: Annals of Applied Probability

سال: 2021

ISSN: ['1050-5164', '2168-8737']

DOI: https://doi.org/10.1214/20-aap1618