On the Kolmogorov-Feller weak law of large numbers for Frechet mean on non-compact symmetric spaces
By: Jongmin Lee, Sungkyu Jung
Potential Business Impact:
Helps math understand random things on curved surfaces.
We establish the Kolmogorov-Feller weak law of large numbers for Frechet mean on non-compact symmetric spaces under certain regularity conditions. Our results accommodate non-identically distributed random variables and are accompanied by an illustrative example that demonstrates their applicability to the space of symmetric positive-definite matrices.
Similar Papers
Transformed Fréchet Means for Robust Estimation in Hadamard Spaces
Statistics Theory
Finds better average points in tricky spaces.
Concentration inequalities for strong laws and laws of the iterated logarithm
Probability
Makes math rules for guessing more accurate.
Robust, sub-Gaussian mean estimators in metric spaces
Statistics Theory
Finds better average points in tricky data shapes.