Reconstructing discrete measures from projections. Consequences on the empirical Sliced Wasserstein Distance

This paper deals with the reconstruction of a discrete measure $\gamma _Z$ on $\mathbb{R}^d$ from the knowledge of its pushforward measures $P_i\#\gamma _Z$ by linear applications $P_i: \mathbb{R}^d \rightarrow \mathbb{R}^{d_i}$ (for instance projections onto subspaces). The measure $\gamma _Z$ bein...

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Bibliographic Details
Main Authors: Tanguy, Eloi, Flamary, Rémi, Delon, Julie
Format: Article
Language:English
Published: Académie des sciences 2024-11-01
Series:Comptes Rendus. Mathématique
Subjects:
Online Access:https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.601/
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Summary:This paper deals with the reconstruction of a discrete measure $\gamma _Z$ on $\mathbb{R}^d$ from the knowledge of its pushforward measures $P_i\#\gamma _Z$ by linear applications $P_i: \mathbb{R}^d \rightarrow \mathbb{R}^{d_i}$ (for instance projections onto subspaces). The measure $\gamma _Z$ being fixed, assuming that the rows of the matrices $P_i$ are independent realizations of laws which do not give mass to hyperplanes, we show that if $\sum _i d_i > d$, this reconstruction problem has almost certainly a unique solution. This holds for any number of points in $\gamma _Z$. A direct consequence of this result is an almost-sure separability property on the empirical Sliced Wasserstein distance.
ISSN:1778-3569