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A genericity property of Fréchet sample means on Riemannian manifolds

Published 25 Sep 2023 in math.PR, math.ST, and stat.TH | (2309.13823v1)

Abstract: Let $(M,g)$ be a Riemannian manifold. If $\mu$ is a probability measure on $M$ given by a continuous density function, one would expect the Fr\'{e}chet means of data-samples $Q=(q_1,q_2,\dots, q_N)\in MN$, with respect to $\mu$, to behave ``generically''; e.g. the probability that the Fr\'{e}chet mean set $\mbox{FM}(Q)$ has any elements that lie in a given, positive-codimension submanifold, should be zero for any $N\geq 1$. Even this simplest instance of genericity does not seem to have been proven in the literature, except in special cases. The main result of this paper is a general, and stronger, genericity property: given i.i.d. absolutely continuous $M$-valued random variables $X_1,\dots, X_N$, and a subset $A\subset M$ of volume-measure zero, $\mbox{Pr}\left{\mbox{FM}({X_1,\dots,X_N})\subset M\backslash A\right}=1.$ We also establish a companion theorem for equivariant Fr\'{e}chet means, defined when $(M,g)$ arises as the quotient of a Riemannian manifold $(\widetilde{M},\tilde{g})$ by a free, isometric action of a finite group. The equivariant Fr\'{e}chet means lie in $\widetilde{M}$, but, as we show, project down to the ordinary Fr\'{e}chet sample means, and enjoy a similar genericity property. Both these theorems are proven as consequences of a purely geometric (and quite general) result that constitutes the core mathematics in this paper: If $A\subset M$ has volume zero in $M$ , then the set ${Q\in MN : \mbox{FM}(Q) \cap A\neq\emptyset}$ has volume zero in $MN$. We conclude the paper with an application to partial scaling-rotation means, a type of mean for symmetric positive-definite matrices.

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