Abstract
We study the barycenter of the Hellinger-Kantorovich metric over nonnegative measures on compact, convex subsets of \BbbR d. The article establishes existence, uniqueness (under suitable assumptions), and equivalence between a coupled-two-marginal and a multimarginal formulation. We analyze the HK barycenter between Dirac measures in detail, and find that it differs substantially from the Wasserstein barycenter by exhibiting a local ``clustering"" behavior, depending on the length scale of the input measures. In applications it makes sense to simultaneously consider all choices of this scale, leading to a 1-parameter family of barycenters. We demonstrate the usefulness of this family by analyzing point clouds sampled from a mixture of Gaussians and inferring the number and location of the underlying Gaussians.
| Original language | English |
|---|---|
| Pages (from-to) | 62-110 |
| Number of pages | 49 |
| Journal | SIAM Journal on Mathematical Analysis |
| Volume | 53 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2021 |
Keywords
- Barycenter
- Data analysis
- Multimarginal
- Optimal transport
- Unbalanced
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