Riemannian Median and Its Estimation

Details Riemannian Median and Its Estimation Riemannian Median and Its Estimation

2009-11-18

arxiv.org/abs/0911.3474v1

Mathematics

Differential Geometry

Scientific paper

In this paper, we define the geometric median of a probability measure on a Riemannian manifold, give its characterization and a natural condition to ensure its uniqueness. In order to calculate the median in practical cases, we also propose a subgradient algorithm and prove its convergence as well as estimating the error of approximation and the rate of convergence. The convergence property of this subgradient algorithm, which is a generalization of the classical Weiszfeld algorithm in Euclidean spaces to the context of Riemannian manifolds, also answers a recent question in P. T. Fletcher et al. [13]

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