在概率测量的瓦瑟斯坦中位数上
Kisung You1, Dennis Shung2, Mauro Giuffrè2
1Department of Mathematics, Baruch College.
概括
我们介绍了瓦瑟斯坦中位数,这是瓦瑟斯坦重心的一个强有力的替代方案,用于总结概率指标. 这种新方法在数据分析中提供了更高的可靠性,特别是在2-Wasserstein度量.
科学领域:
- 统计 统计 统计 统计
- 最佳的运输方式是最佳运输方式.
- 几何分析 几何分析
背景情况:
- 中心趋势的指标 (平均值,中位数) 总结了数据.
- 瓦瑟斯坦重心是使用2瓦瑟斯坦距离测量概率的几何平均值.
- 瓦瑟斯坦重心最小化了对概率测量的平方距离.
研究的目的:
- 介绍瓦瑟斯坦中位数作为瓦瑟斯坦重心的一个强大的替代方案.
- 确定瓦瑟斯坦中位数的存在,一致性和稳定性.
- 为瓦瑟斯坦中位数开发一个计算方法.
主要方法:
- 将瓦瑟斯坦中位数定义为在2-瓦瑟斯坦度数下的弗雷切特中位数.
- 证明存在,一致性和强度属性.
- 使用现有的Wasserstein重心算法开发一个代计算管道.
主要成果:
- 瓦瑟斯坦中位数被证明存在并是一致的.
- 确定了瓦瑟斯坦中位数的稳定性.
- 展示了瓦瑟斯坦中位数的一种收的计算管道.
结论:
- 瓦瑟斯坦中位数为概率测量提供了一个可靠的中心趋势衡量标准.
- 拟议的计算管道有效地计算了瓦瑟斯坦中位数.
- 瓦瑟斯坦中位数对于真实和模拟数据分析是有用的.
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