arXiv · 1904.09385
Parameterized Wasserstein mean with its properties
Abstract
A new least squares mean of positive definite matrices for the divergence associated with the sandwiched quasi-relative entropy has been introduced. It generalizes the well-known Wasserstein mean for covariance matrices of Gaussian distributions with mean zero, so we call it the parameterized Wasserstein mean. We investigate in this article norm inequality of the parameterized Wasserstein mean, give its bounds with respect to the Loewner order, and show the extended version of Lie-Trotter-Kato formula for the parameterized Wasserstein mean. Finally we show the log-majorzation properties of the parameterized Wasserstein mean by using the Cartan mean.
Explore related subjects
Keep this discovery
Sejong Kim. 2019-04-20. Parameterized Wasserstein mean with its properties. https://arxiv.org/abs/1904.09385
Cite the original work for its findings. Save a collection to share your selection of sources.