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Limit Theorems for the Inductive Mean on Metric Trees
Published online by Cambridge University Press: 14 July 2016
Abstract
For random variables with values on binary metric trees, the definition of the expected value can be generalized to the notion of a barycenter. To estimate the barycenter from tree-valued data, the so-called inductive mean is constructed recursively using the weighted interpolation between the current mean and a new data point. We show the strong consistency of the inductive mean, but also that it, somewhat peculiarly, converges towards the true barycenter with different rates, and asymptotic distributions depending on the small variations of the underlying distribution.
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- Copyright © Applied Probability Trust 2010
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