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Statistical inference for Bures-Wasserstein barycenters

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 نشر من قبل Alexandra Suvorikova
 تاريخ النشر 2019
  مجال البحث الاحصاء الرياضي
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In this work we introduce the concept of Bures-Wasserstein barycenter $Q_*$, that is essentially a Frechet mean of some distribution $mathbb{P}$ supported on a subspace of positive semi-definite Hermitian operators $mathbb{H}_{+}(d)$. We allow a barycenter to be restricted to some affine subspace of $mathbb{H}_{+}(d)$ and provide conditions ensuring its existence and uniqueness. We also investigate convergence and concentration properties of an empirical counterpart of $Q_*$ in both Frobenius norm and Bures-Wasserstein distance, and explain, how obtained results are connected to optimal transportation theory and can be applied to statistical inference in quantum mechanics.



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