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.Given a separable and complete metric space (M, d), define P 2 (M ) as the set of Borel probability measures P on M such that). (1.1) When it exists, a barycenter stands as a natural analog of the mean of a (square integrable) probability measure on R d . Alternative notions of mean value include local minimisers [Kar14], p-means [Yok17], exponential barycenters [ÉM91] or convex means [ÉM91]. Extending the notion of mean value to the case of probability measures on spaces M with no Euclidean (or Hilbert) structure has a number of applications ranging from geometry [Stu03] and optimal transport [Vil03, Vil08, San15, CP19] to statistics and data science [Pel05, BLL15, BGKL18, KSS19], and the context of abstract metric spaces provides a unifying framework encompassing many non-standard settings. Properties of barycenters, such as existence and uniqueness, happen to be closely related to geometric characteristics of the space M . These properties are addressed in the context of Riemannian manifolds in [Afs11]. Many interesting examples of metric spaces, however, cannot be described as smooth manifolds because of their singularities or infinite dimensional nature. More general geometrical structures are geodesic metric spaces which include many more examples of interest (precise definitions and necessary background on metric geometry are reported in Appendix A). The barycenter problem has been addressed in this general setting. The scenario where M has non-positive curvature (from here on, curvature bounds are understood in the sense of Aleksandrov) is considered in [Stu03]. More generally, the case of metric spaces with upper bounded curvature is studied in [Yok16] and [Yok17]. The context of spaces M with lower bounded curvature is discussed in [Yok12] and [Oht12].Focus on the case of metric spaces with non-negative curvature may be motivated by the increasing interest for the theory of optimal transport and its applications. Indeed, a space of central importance in this context is the Wasserstein space M = P 2 (R d ), equipped with the Wasserstein metric W 2 , known to be geodesic and with non-negative curvature (see Section 7.3 in [AGS08]). In this framework, the barycenter problem was first studied by [AC11] and has si...
We define the quantile set of order α ∈ [1/2, 1) associated to a law P on R d to be the collection of its directional quantiles seen from an observer O ∈ R d . Under minimal assumptions these star-shaped sets are closed surfaces, continuous in (O, α) and the collection of empirical quantile surfaces is uniformly consistent. Under mild assumptions -no density or symmetry is required for P -our uniform central limit theorem reveals the correlations between quantile points and a non asymptotic Gaussian approximation provides joint confident enlarged quantile surfaces. Our main result is a dimension free rate n −1/4 (log n) 1/2 (log log n) 1/4 of Bahadur-Kiefer embedding by the empirical process indexed by half-spaces. These limit theorems sharply generalize the univariate quantile convergences and fully characterize the joint behavior of Tukey half-spaces.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
hi@scite.ai
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.