An Invitation to Statistics in Wasserstein Space

An Invitation to Statistics in Wasserstein Space

Author
Victor M. Panaretos, Yoav Zemel
Publication Year
2020
Publisher
Springer
Language
English
Document Type
Book
Faculty / Subject Heading
Computer Science

This book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation.


Keywords: Mathematics and Statistics / Probability Theory and Stochastic Processes / Optimal Transportation / Monge-Kantorovich Problem / Barycenter / Multimarginal Transport / Functional Data Analysis / Point Processes / Random Measures / Manifold Statistics / Geometrical statistics / Wasserstein metric / Fréchet mean / Procrustes analysis / Phase variation / Gradient descent