Injectivity conjecture for Fréchet means of covariance operators

From papers

Let H\mathcal H be the underlying Hilbert space, and let Σ1,,Σn\Sigma_1,\dots,\Sigma_n be covariance operators on H\mathcal H. Assume that Σ1\Sigma_1 is injective, and let Σ\overline\Sigma be their Fréchet mean with respect to the Procrustes metric Π\Pi. Injectivity conjecture for Fréchet means. The Fréchet mean Σ\overline\Sigma is injective. In finite dimensions, an injective covariance among the observations implies injectivity of the Fréchet mean. The paper poses the infinite-dimensional analogue as an open question because injectivity is needed for the relevant logarithm and exponential maps, as well as for the multicoupling problem and geodesic principal component analysis.

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Primary source

Valentina Masarotto, Victor M. Panaretos and Yoav Zemel, “Procrustes Metrics on Covariance Operators and Optimal Transportation of Gaussian Processes”, arXiv:1801.01990 (2018).

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