Special Session 62: 

Interacting Particle Systems of the Barycenter Problem

Zhenfu WANG
University of Pennsylvania
USA
Co-Author(s):    Zebang Shen and Zhenfu Wang
Abstract:
We propose a new non-parametric method to approximate the barycenter of a set of probability measures. This method is based on constructing an interacting particle system. The mean field limit is given by a gradient flow in the probability measure space and the long time limit of the gradient flow corresponds to the target barycenter. Joint work with Zebang Shen