Type I finite sample smeariness for random variables on spheres
Type I finite sample smeariness for random variables on spheres
Let be a random variable supported on a set whose convex closure has nonzero volume and which has a unique mean . A point is Type I finite sample smeary when the asymptotic covariance of the sample Fréchet mean exceeds the covariance of the logarithmic map, equivalently when the trace of the former exceeds the variance of . Type I finite sample smeariness conjecture. Under these assumptions, is Type I finite sample smeary. The claim concerns finite-sample smeariness of Fréchet means for distributions on spheres; the supplied text derives it from a Hessian comparison for rotation-invariant distributions, but does not provide a general proof for every random variable satisfying the stated support and uniqueness conditions.
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Primary source
Benjamin Eltzner, Shayan Hundrieser and Stephan F. Huckemann, “Finite Sample Smeariness on Spheres”, arXiv:2103.00512 (2021).
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