Entropic-Wasserstein barycenters: PDE characterization, regularity and CLT
Résumé
In this paper, we investigate properties of entropy-penalized Wasserstein barycenters introduced in [5] as a regularization of Wasserstein barycenters [1]. After characterizing these barycenters in terms of a system of Monge-Ampère equations, we prove some global moment and Sobolev bounds as well as higher regularity properties. We finally establish a central limit theorem for entropic-Wasserstein barycenters.
Origine | Fichiers produits par l'(les) auteur(s) |
---|