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math.PR2024
Large Sample Theory for Bures-Wasserstein Barycentres
Leonardo V. Santoro, Victor M. Panaretos
We establish a strong law of large numbers and a central limit theorem in the Bures-Wasserstein space of covariance operators -- or equivalently centred Gaussian measures -- over a…
math.PR2024
Large Deviations Principle for Bures-Wasserstein Barycenters
Adam Quinn Jaffe, Leonardo V. Santoro
We prove the large deviations principle for empirical Bures-Wasserstein barycenters of independent, identically-distributed samples of covariance matrices and covariance operators.…