Geometrical smeariness – a new phenomenon of Fréchet means

Abstract

In the past decades, the central limit theorem (CLT) has been generalized to non-Euclidean data spaces. Some years ago, it was found that for some random variables on the circle, the sample Fréchet mean fluctuates around the population mean asymptotically at a scale ${\mathit{n}}^{-\mathit{\tau }}$ with exponent $\mathit{\tau }<1/2$ with a non-normal distribution if the probability density at the antipodal point of the mean is $\frac{1}{2\mathit{\pi }}$. The author and his collaborator recently discovered that $\mathit{\tau }=1/6$ for some random variables on higher dimensional spheres. In this article we show that, even more surprisingly, the phenomenon on spheres of higher dimension is qualitatively different from that on the circle, as it depends purely on geometrical properties of the space, namely its curvature, and not on the density at the antipodal point. This gives rise to the new concept of geometrical smeariness. In consequence, the sphere can be deformed, say, by removing a neighborhood of the antipodal point of the mean and gluing a flat space there, with a smooth transition piece. This yields smeariness on a manifold, which is diffeomorphic to Euclidean space. We give an example family of random variables with 2-smeary mean, that is, with $\mathit{\tau }=1/6$, whose range has a hole containing the cut locus of the mean. The hole size exhibits a curse of dimensionality as it can increase with dimension, converging to the whole hemisphere opposite a local Fréchet mean. We observe smeariness in simulated landmark shapes on Kendall pre-shape space and in real data of geomagnetic north pole positions on the two-dimensional sphere.