Extension of the empirical Wasserstein barycenter rate to the regime 1βα<21\leq\beta-\alpha<2

From papers

Let PP be the probability measure and let Pˉ\bar P be its Wasserstein barycenter. Let Pˉn{\bar P}_n denote the empirical Wasserstein barycenter based on nn observations, and let α\alpha and β\beta be the strong-convexity and smoothness parameters from the setting of the barycenter convergence theorem. Empirical barycenter rate conjecture. With the notation of the barycenter convergence theorem,

E[W2(Pˉn,Pˉ)]CnEμP[W2(μ,Pˉ)](βα2)2,\mathbb{E}\left[\mathcal{W}^2({\bar P}_n,\bar P)\right] \leq \frac{C}{n}\,\frac{\mathbb{E}_{\mu\sim P}[\mathcal{W}^2(\mu,\bar P)]}{(\beta-\alpha-2)^2},

for all 1βα<21\leq\beta-\alpha<2, with a constant C>0C>0 that does not depend on PP. The conjecture would extend the existing analysis beyond its stated range; the paper notes that the sharpness of the available support bounds on spheres leaves this extension open.

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Primary source

Shayan Hundrieser, Benjamin Eltzner and Stephan F. Huckemann, “A Lower Bound for Estimating Fréchet Means”, arXiv:2402.12290 (2024).

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