论文标题

在Barycentric编码模型中的测量估计

Measure Estimation in the Barycentric Coding Model

论文作者

Werenski, Matthew, Jiang, Ruijie, Tasissa, Abiy, Aeron, Shuchin, Murphy, James M.

论文摘要

本文考虑了Barycentric编码模型(BCM)下的测量估计问题,其中假定未知的度量属于有限的已知措施集的Wasserstein-2 Barycenters集合。估计该模型下的度量等同于估计未知的Barycentric坐标。我们为BCM下的测量估计提供了新颖的几何,统计和计算见解,由三个主要结果组成。我们的第一个主要结果利用了Wasserstein-2空间的Riemannian几何形状,以提供恢复Barycentric坐标的程序,作为假设访问真实参考度量的二次优化问题的解决方案。基本的几何见解是,该二次问题的参数是由从给定度量到定义BCM的参考度量的最佳位移图之间的内部产物确定的。然后,我们的第二个主要结果建立了一种算法,用于求解BCM中坐标的算法。样品。我们证明了该算法的精确收敛速率 - 取决于基本措施的平滑度及其维度,从而确保了其统计一致性。最后,我们在三个应用领域中证明了BCM和相关估计程序的实用性:(i)高斯措施的协方差估计; (ii)图像处理; (iii)自然语言处理。

This paper considers the problem of measure estimation under the barycentric coding model (BCM), in which an unknown measure is assumed to belong to the set of Wasserstein-2 barycenters of a finite set of known measures. Estimating a measure under this model is equivalent to estimating the unknown barycentric coordinates. We provide novel geometrical, statistical, and computational insights for measure estimation under the BCM, consisting of three main results. Our first main result leverages the Riemannian geometry of Wasserstein-2 space to provide a procedure for recovering the barycentric coordinates as the solution to a quadratic optimization problem assuming access to the true reference measures. The essential geometric insight is that the parameters of this quadratic problem are determined by inner products between the optimal displacement maps from the given measure to the reference measures defining the BCM. Our second main result then establishes an algorithm for solving for the coordinates in the BCM when all the measures are observed empirically via i.i.d. samples. We prove precise rates of convergence for this algorithm -- determined by the smoothness of the underlying measures and their dimensionality -- thereby guaranteeing its statistical consistency. Finally, we demonstrate the utility of the BCM and associated estimation procedures in three application areas: (i) covariance estimation for Gaussian measures; (ii) image processing; and (iii) natural language processing.

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