Existence et unicité de Barycentre dans l'espace de Wasserstein


Séminaire Probabilités & Statistique

26/06/2014 - 14:00 Mr Thierry Klein (Université Paul Sabatier Toulouse III) Salle 1 - Tour IRMA

We define a notion of barycenter for random probability measures in the Wasserstein space. We study the population barycenter in terms of existence and uniqueness. Using a duality argument, we give a precise characterization of the population barycenter for compactly supported measures, and we make a connection between averaging in the Wasserstein space and taking the expectation of optimal transport maps. Then, the problem of estimating this barycenter from n independent and identically distributed random probability measures is considered. To this end, we study the convergence of the empirical barycenter proposed in Agueh and Carlier [1] to its population counterpart as the number of measures n tends to infinity. To illustrate the benefits of this approach for data analysis and statistics, we show the usefulness of averaging in the Wasserstein space for curve and image warping. In this setting, we also study the rate of convergence of the empirical barycenter to its population counterpart for some semi-parametric models of random densities.