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Strong laws of large numbers for Fréchet means

Abstract

For 1p<1 \le p < \infty, the Fr\'echet pp-mean of a probability distribution μ\mu on a metric space (X,d)(X,d) is the set Fp(μ):=argminxXXdp(x,y)dμ(y)F_p(\mu) := {\arg\,\min}_{x\in X}\int_{X}d^p(x,y)\, d\mu(y), which is taken to be empty if no minimizer exists. Given a sequence (Yi)iN(Y_i)_{i \in \mathbb{N}} of independent, identically distributed random samples from some probability measure μ\mu on XX, the Fr\'echet pp-means of the empirical measures, Fp(1ni=1nδYi)F_p(\frac{1}{n}\sum_{i=1}^{n}\delta_{Y_i}) form a sequence of random closed subsets of XX. We investigate the senses in which this sequence of random closed sets and related objects converge almost surely as nn \to \infty.

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