Search Results

Now showing 1 - 1 of 1
  • Item
    Statistical inference for Bures--Wasserstein barycenters
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Kroshnin, Alexey; Spokoiny, Vladimir; Suvorikova, Alexandra
    In this work we introduce the concept of Bures--Wasserstein barycenter $Q_*$, that is essentially a Fréchet mean of some distribution $P$ supported on a subspace of positive semi-definite $d$-dimensional Hermitian operators $H_+(d)$. We allow a barycenter to be constrained to some affine subspace of $H_+(d)$, and we provide conditions ensuring its existence and uniqueness. We also investigate convergence and concentration properties of an empirical counterpart of $Q_*$ in both Frobenius norm and Bures--Wasserstein distance, and explain, how the obtained results are connected to optimal transportation theory and can be applied to statistical inference in quantum mechanics.