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Mathematics  2014 

Wasserstein Barycenters over Riemannian manifolds

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Abstract:

We study barycenters in the space of probability measures on a Riemannian manifold, equipped with the Wasserstein metric. Under reasonable assumptions, we establish absolute continuity of the barycenter of general measures $\Omega \in P(P(M))$ on Wasserstein space, extending on one hand, results in the Euclidean case (for barycenters between finitely many measures) of Agueh and Carlier \cite{ac} to the Riemannian setting, and on the other hand, results in the Riemannian case of Cordero-Erausquin, McCann, Schmuckenschl\"ager \cite{c-ems} for barycenters between two measures to the multi-marginal setting. Our work also extends these results to the case where $\Omega$ is not finitely supported. As applications, we prove versions of Jensen's inequality on Wasserstein space and a generalized Brunn-Minkowski inequality for a random measurable set on a Riemannian manifold.

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