Fréchet Means in the Wasserstein Space $$\mathcal W_2$$

Autor: Yoav Zemel, Victor M. Panaretos
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