If H is a Hilbert space (or a closed convex subspace thereof) and x1, …, xN ∈ H, then the empirical mean x¯ N= N− 1∑ xi is the unique element of H that minimises the sum of squared distances from the xi’s.
CITATION STYLE
Panaretos, V. M., & Zemel, Y. (2020). Fréchet Means in the Wasserstein Space W2. In SpringerBriefs in Probability and Mathematical Statistics (pp. 59–74). Springer Nature. https://doi.org/10.1007/978-3-030-38438-8_3
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