Year: 2019
Type: preprint
Abstract: A new least squares mean of positive definite matrices for the divergence associated with the sandwiched quasi-relative entropy has been introduced. It generalizes the well-known Wasserstein mean for covariance matrices of Gaussian distributions with mean zero, so we call it the parameterized Wasserstein mean. We investigate in this article norm inequality of the parameterized Wasserstein mean, give its bounds with respect to the Loewner order, and show the extended version of Lie-Trotter-Kato formula for the parameterized Wasserstein mean. Finally we show the log-majorzation properties of the parameterized Wasserstein mean by using the Cartan mean.
Source: arXiv (Cornell University)
Author: Kim, Sejong
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2939313304