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Abstract:
The Fréchet mean (or barycenter) generalizes the expectation of a random variable to metric spaces by minimizing the expected squared distance to the random variable. Similarly, the median can be generalized by its property of minimizing the expected absolute distance. We consider the class of transformed Fréchet means with nondecreasing, convex transformations that have a concave derivative. This class includes the Fréchet median, the Fréchet mean, the Huber loss-induced Fréchet mean, and other statistics related to robust statistics in metric spaces. We study variance inequalities for these transformed Fréchet means. These inequalities describe how the expected transformed distance grows when moving away from a minimizer, i.e., from a transformed Fréchet mean. Variance inequalities are useful in the theory of estimation and numerical approximation of transformed Fréchet means. Our focus is on variance inequalities in Hadamard spaces – metric spaces with globally nonpositive curvature. Notably, some results are new also for Euclidean spaces. Additionally, we are able to characterize uniqueness of transformed Fréchet means, in particular of the Fréchet median.
