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Another Look at Log-PCA for Probability Measures: A Dynamical Formulation and Statistical Convergence
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이 매체는 공공·자유 라이선스로 본문을 직접 표시합니다.Statistics > Machine Learning
[Submitted on 15 Jun 2026]
Title:Another Look at Log-PCA for Probability Measures: A Dynamical Formulation and Statistical Convergence
View PDF HTML (experimental)Abstract:This paper is concerned with learning principal variations of random probability measures on $\mathbb{R}^m$ under the Wasserstein geometry. We introduce a new dynamical formulation to interpret the log-PCA, a linearized principal geodesic analysis, as a variational approach. Our differentiable version, termed as the Wasserstein Tangential PCA (WT-PCA), captures the local principal modes of geodesic variations of a (weighted) probability measure on the Wasserstein space via its covariance operator at barycenter. Based on the dynamical perspective and leveraging parallel transport structure of the optimal transport problems, we derive a general statistical convergence rate of the empirical WT-PCA when estimated from data in terms of the 2-Wasserstein distance between the population and empirical barycenter reference measures.
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