W2 barycenters for radially related distributions

N. Ghaffari and S.G. Walker

Statistics & Probability Letters, 2023, vol. 195, issue C

Abstract: This note details the Wasserstein-2 Barycenter for distributions which are spherically equivalent. Separating random variables which have spherically equivalent distributions are the radial component distributions. We show the Barycenter corresponds to a quantile averaging of the distributions. An illustration involving Student-t distributions is presented.

Keywords: Optimal map; Radial families; Spherical distributions; Wasserstein barycenters (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715223000123
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:195:y:2023:i:c:s0167715223000123

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2023.109788

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().