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arXiv · 1111.5927

Distribution's template estimate with Wasserstein metrics

Emmanuel Boissard·Thibaut Le Gouic·Jean-Michel Loubes
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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.

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Emmanuel Boissard, Thibaut Le Gouic, Jean-Michel Loubes. 2011-11-25. Distribution's template estimate with Wasserstein metrics. https://arxiv.org/abs/1111.5927

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