Open Access
May 2015 Distribution’s template estimate with Wasserstein metrics
Emmanuel Boissard, Thibaut Le Gouic, Jean-Michel Loubes
Bernoulli 21(2): 740-759 (May 2015). DOI: 10.3150/13-BEJ585

Abstract

In this paper, we tackle the problem of comparing distributions of random variables and defining a mean pattern between a sample of random events. Using barycenters of measures in the Wasserstein space, we propose an iterative version as an estimation of the mean distribution. Moreover, when the distributions are a common measure warped by a centered random operator, then the barycenter enables to recover this distribution template.

Citation

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Emmanuel Boissard. Thibaut Le Gouic. Jean-Michel Loubes. "Distribution’s template estimate with Wasserstein metrics." Bernoulli 21 (2) 740 - 759, May 2015. https://doi.org/10.3150/13-BEJ585

Information

Published: May 2015
First available in Project Euclid: 21 April 2015

zbMATH: 1320.62107
MathSciNet: MR3338645
Digital Object Identifier: 10.3150/13-BEJ585

Keywords: Fréchet mean , Template estimation , Wasserstein distance

Rights: Copyright © 2015 Bernoulli Society for Mathematical Statistics and Probability

Vol.21 • No. 2 • May 2015
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