Characterization of barycenters in the Wasserstein space by averaging optimal transport maps

Abstract : This paper is concerned by the study of barycenters for random probability measures in the Wasserstein space. Using a duality argument, we give a precise characterization of the population barycenter for various parametric classes of random probability measures with compact support. In particular, we make a connection between averaging in the Wasserstein space as introduced in Agueh and Carlier (2011), and taking the expectation of optimal transport maps with respect to a fixed reference measure. We also discuss the usefulness of this approach in statistics for the analysis of deformable models in signal and image processing. In this setting, the problem of estimating a population barycenter from n independent and identically distributed random probability measures is also considered.
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Submitted on : Tuesday, November 28, 2017 - 11:53:25 AM
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Jérémie Bigot, Thierry Klein. Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. ESAIM: Probability and Statistics, EDP Sciences, 2018, 22, pp.35 - 57. ⟨10.1051/ps/2017020 ⟩. ⟨hal-00763668v7⟩

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