Talk

Wasserstein barycenters

  • Katharina Eichinger (Université Paris Dauphine)
E1 05 (Leibniz-Saal)

Abstract

In this talk, I will present Wasserstein barycenters. The Wasserstein barycenter corresponds to the Fréchet mean (a generalization of the mean to metric spaces) of a random variable on the Wasserstein space of order 2, that is the space of probability measures of finite second moment equipped with a metric induced by optimal transport theory, which is commonly called Wasserstein distance (of order 2) in the literature. I will start by giving a summary of optimal transport and the tools which we will need. After defining the Wasserstein barycenter, I will give an overview of its analytic properties and try to explain some of the difficulties which arise when studying this object. Finally, I will study its probabilistic properties such as the law of large numbers and a heuristic idea to prove a central limit theorem, which can be made rigorous if one introduces a suitable regularization.

Upcoming Events of this Seminar

  • Monday, 14.07.25 tba with Alexandra Holzinger
  • Tuesday, 15.07.25 tba with Anna Shalova
  • Tuesday, 12.08.25 tba with Sarah-Jean Meyer
  • Friday, 15.08.25 tba with Thomas Suchanek
  • Friday, 22.08.25 tba with Nikolay Barashkov
  • Friday, 29.08.25 tba with Andreas Koller