Fréchet Means in Infinite Dimensions

Fuente: arXiv
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Autor principal: Jaffe, Adam Quinn
Formato: Preprint
Publicado: 2024
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author Jaffe, Adam Quinn
author_facet Jaffe, Adam Quinn
contents While there exists a well-developed asymptotic theory of Fréchet means of random variables taking values in a general "finite-dimensional" metric space, there are only a few known results in which the random variables can take values in an "infinite-dimensional" metric space. Presently, we develop a general asymptotic theory of Fréchet means in some infinite-dimensional metric spaces, which allows us to recover, strengthen, and generalize most existing results; in particular, we develop novel asymptotic theory for Fréchet means in some infinite-dimensional metric spaces from statistical shape analysis. The core of the proof is a novel notion of weak convergence in general metric spaces for which the results can be proven via calculus of variations.
format Preprint
id arxiv_https___arxiv_org_abs_2410_17214
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Fréchet Means in Infinite Dimensions
Jaffe, Adam Quinn
Probability
Functional Analysis
Metric Geometry
46T20, 49J52, 60F15, 62R20
While there exists a well-developed asymptotic theory of Fréchet means of random variables taking values in a general "finite-dimensional" metric space, there are only a few known results in which the random variables can take values in an "infinite-dimensional" metric space. Presently, we develop a general asymptotic theory of Fréchet means in some infinite-dimensional metric spaces, which allows us to recover, strengthen, and generalize most existing results; in particular, we develop novel asymptotic theory for Fréchet means in some infinite-dimensional metric spaces from statistical shape analysis. The core of the proof is a novel notion of weak convergence in general metric spaces for which the results can be proven via calculus of variations.
title Fréchet Means in Infinite Dimensions
topic Probability
Functional Analysis
Metric Geometry
46T20, 49J52, 60F15, 62R20
url https://arxiv.org/abs/2410.17214