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 $\mathbb{ R}^d$). 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.
Categories: math.RA