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A canonical barycenter via Wasserstein regularization

Research paper by Young-Heon Kim, Brendan Pass

Indexed on: 28 Mar '17Published on: 28 Mar '17Published in: arXiv - Mathematics - Optimization and Control



Abstract

We introduce a weak notion of barycenter of a probability measure $\mu$ on a metric measure space $(X, d, {\bf m})$, with the metric $d$ and reference measure ${\bf m}$. Under the assumption that optimal transport plans are given by mappings, we prove that our barycenter $B(\mu)$ is well defined; it is a probability measure on $X$ supported on the set of the usual metric barycenter points of the given measure $\mu$. The definition uses the canonical embedding of the metric space $X$ into its Wasserstein space $P(X)$, pushing a given measure $\mu$ forward to a measure on $P(X)$. We then regularize the measure by the Wasserstein distance to the reference measure ${\bf m}$, and obtain a uniquely defined measure on $X$ supported on the barycentric points of $\mu$. We investigate various properties of $B(\mu)$