2011/11/25 by Boissard, Emmanuel, Gouic, Thibaut Le, Loubes, Jean-Michel · 7 citations
#FOS: Mathematics #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.1111.5927
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.