Uniform Consistency of Generalized Fr\'echet Means
Andrea Aveni, Sayan Mukherjee

TL;DR
This paper introduces a generalized concept of Fréchet means called $\
Contribution
It establishes necessary and sufficient conditions for $\
Findings
Derived conditions for finiteness of $\
Proved consistency of sample $\
Provided algorithms for computing $\
Abstract
We study a generalization of the Fr\'echet mean on metric spaces, which we call -means. Our generalization is indexed by a convex function . We find necessary and sufficient conditions for -means to be finite and provide a tight bound for the diameter of the intrinsic mean set. We also provide sufficient conditions under which all the -means coincide in a single point. Then, we prove the consistency of the sample -mean to its population analogue. We also find conditions under which classes of -means converge uniformly, providing a Glivenko-Cantelli result. Finally, we illustrate applications of our results and provide algorithms for the computation of -means.
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Taxonomy
TopicsStatistical and numerical algorithms · Reservoir Engineering and Simulation Methods · Stochastic processes and financial applications
