• Corpus ID: 231692906

Projected Statistical Methods for Distributional Data on the Real Line with the Wasserstein Metric

@article{Pegoraro2021ProjectedSM,
  title={Projected Statistical Methods for Distributional Data on the Real Line with the Wasserstein Metric},
  author={Matteo Pegoraro and Mario Beraha},
  journal={J. Mach. Learn. Res.},
  year={2021},
  volume={23},
  pages={37:1-37:59}
}
We present a novel class of projected methods, to perform statistical analysis on a data set of probability distributions on the real line, with the 2-Wasserstein metric. We focus in particular on Principal Component Analysis (PCA) and regression. To define these models, we exploit a representation of the Wasserstein space closely related to its weak Riemannian structure, by mapping the data to a suitable linear space and using a metric projection operator to constrain the results in the… 

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