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arXiv · 1908.00828

Fast convergence of empirical barycenters in Alexandrov spaces and the Wasserstein space

Thibaut Le Gouic·Quentin Paris·Philippe Rigollet·Austin J. Stromme
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Abstract

This work establishes fast rates of convergence for empirical barycenters over a large class of geodesic spaces with curvature bounds in the sense of Alexandrov. More specifically, we show that parametric rates of convergence are achievable under natural conditions that characterize the bi-extendibility of geodesics emanating from a barycenter. These results largely advance the state-of-the-art on the subject both in terms of rates of convergence and the variety of spaces covered. In particular, our results apply to infinite-dimensional spaces such as the 2-Wasserstein space, where bi-extendibility of geodesics translates into regularity of Kantorovich potentials.

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Thibaut Le Gouic, Quentin Paris, Philippe Rigollet, Austin J. Stromme. 2019-08-02. Fast convergence of empirical barycenters in Alexandrov spaces and the Wasserstein space. https://arxiv.org/abs/1908.00828

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