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The barycenter in free nilpotent Lie groups and its application to iterated-integrals signatures
Marianne Clausel, Joscha Diehl, Raphael Mignot, Leonard Schmitz, Nozomi Sugiura, Konstantin Usevich
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We establish the well-definedness of the barycenter (in the sense of Buser and Karcher) for every integrable measure on the free nilpotent Lie group of step L (over ℝᵈ). We provide two algorithms for computing it, using methods from Lie theory (namely, the Baker-Campbell-Hausdorff formula) and from the theory of Gr\"obner bases of modules. Our main motivation stems from measures induced by iterated-integrals signatures, and we calculate the barycenter for the signature of the Brownian motion.
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