Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendable geodesics A. Ahidar-Coutrix,∗ T. Le Gouic† and Q. Paris‡ June 3, 2019 Abstract This paper provides rates of convergence for empirical (generalised) barycenters on compact geodesic metric spaces under general conditions using empirical processes techniques. Our main assumption is termed a variance inequality and provides a strong connection between usual assumptions in the field of empirical processes and central concepts of metric geometry. We study the validity of variance inequalities in spaces of non-positive and non-negative Aleksandrov curvature. In this last scenario, we show that variance inequalities hold provided geodesics, emanating from a barycenter, can be extended by a constant factor. We also relate variance inequalities to strong geodesic convexity. While not restricted to this setting, our results are largely discussed in the context of the 2-Wasserstein space. arXiv:1806.02740v3 [math.ST] 31 May 2019 ∗Aix Marseille Univ., CNRS, Centrale Marseille, I2M, Marseille, France. Email:
[email protected] †Aix Marseille Univ., CNRS, Centrale Marseille, I2M, Marseille, France & National Research University Higher School of Economics, Moscow, Russia. This work has been funded by the Russian Academic Excellence Project ’5-100’. Email:
[email protected] ‡National Research University Higher School of Economics, Moscow, Russia. This work has been funded by the Russian Academic Excellence Project ’5-100’. Email:
[email protected] 1 1 Introduction Given a separable and complete metric space (M, d), define (M) as the set of Borel probability measures P2 P on M such that d(x,y)2 dP (y) < + , ∞ ZM for all x M.