{ "id": "2006.08743", "version": "v1", "published": "2020-06-15T20:25:03.000Z", "updated": "2020-06-15T20:25:03.000Z", "title": "Penalization of barycenters for $\\varphi$-exponential distributions", "authors": [ "S. Kum", "M. H. Duong", "Y. Lim", "S. Yun" ], "comment": "24 pages", "categories": [ "math.OC", "cs.NA", "math.NA" ], "abstract": "In this paper we study the penalization of barycenters in the Wasserstein space for $\\varphi$-exponential distributions. We obtain an explicit characterization of the barycenter in terms of the variances of the measures generalizing existing results for Gaussian measures. We then develop a gradient projection method for the computation of the barycenter establishing a Lipstchitz continuity for the gradient function. We also numerically show the influence of parameters and stability of the algorithm under small perturbation of data.", "revisions": [ { "version": "v1", "updated": "2020-06-15T20:25:03.000Z" } ], "analyses": { "keywords": [ "exponential distributions", "barycenter", "penalization", "gradient projection method", "lipstchitz continuity" ], "note": { "typesetting": "TeX", "pages": 24, "language": "en", "license": "arXiv", "status": "editable" } } }