Sep 12 – 13, 2019
New University (Neue Universität)
Europe/Berlin timezone

An Introduction to Central Limit Theorems for Fréchet Means on Manifolds

Sep 12, 2019, 2:55 PM
20m
HS 03 (New University (Neue Universität))

HS 03

New University (Neue Universität)

Universitätsplatz 1, 69117 Heidelberg

Speaker

Prof. Stephan Huckemann (Göttingen)

Description

Generalizing the concept of an expected value to metric spaces, Fréchet (1948) introduced means as minimizers of expected squared distance. Bhattacharya and Patrangenaru (2005) derived a central limit theorem (CLT) for such Fréchet means on manifolds under rather obscure conditions. We generalize their CLT and shed some light on these obscure conditions. It turns out that the CLT may have limiting rates different from the classical Euclidean $n^{-1/2}$. The challenge remains, however, to fully understand under which conditions, which specific CLT is valid. This, hopefully, gentle introduction is based on joint work with Benjamin Eltzner.

Primary author

Prof. Stephan Huckemann (Göttingen)

Presentation materials

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