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Error Metric which incorporates both mean & standard deviation of data in euclidean space
For simplicities sake (the actually problem is more complex)...Let say I have a set of n 3d points, whose position move over time. For all pairs, I have calculated the mean and standard deviation of ...
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Fréchet mean between points in $\mathbb{R}^3$
Let $X$ be a set of $n$ points in $\mathbb{R}^3$ and $f_m$ be the Fréchet mean, i.e.:
$$
f_m= \arg \min_{p \in M} \sum_{i=1}^n w_id^2(p,x_i)
$$
where $(\mathbb{R}^3,d)$ is a complete metric space, ...