Fréchet Means in the Wasserstein Space $$\mathcal W_2$$
Autor: | Yoav Zemel, Victor M. Panaretos |
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Rok vydání: | 2020 |
Předmět: | |
Zdroj: | An Invitation to Statistics in Wasserstein Space ISBN: 9783030384371 |
DOI: | 10.1007/978-3-030-38438-8_3 |
Popis: | If H is a Hilbert space (or a closed convex subspace thereof) and x1, …, xN ∈ H, then the empirical mean \(\overline x_N=N^{-1}\sum x_i\) is the unique element of H that minimises the sum of squared distances from the xi’s. |
Databáze: | OpenAIRE |
Externí odkaz: |