Wasserstein geometry of Gaussian measures

Publication date: 17 February 2012

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ojm/1326291215

zbMATH Keywords

stratification Riemannian metric metric space sectional curvature Alexandrov space tangent cone Gaussian measure Wasserstein distance

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Global geometric and topological methods (à la Gromov); differential geometric analysis on metric spaces (53C23)

Related Items

Geometry of matrix decompositions seen through optimal transport and information geometry ⋮ When optimal transport meets information geometry ⋮ Entropy-regularized 2-Wasserstein distance between Gaussian measures ⋮ Coordinate-wise transformation of probability distributions to achieve a Stein-type identity ⋮ Information geometry of physics-informed statistical manifolds and its use in data assimilation ⋮ The geometry of mixed-Euclidean metrics on symmetric positive definite matrices ⋮ On the relation between geometrical quantum mechanics and information geometry ⋮ Bures–Wasserstein Minimizing Geodesics between Covariance Matrices of Different Ranks ⋮ Harmonic mappings valued in the Wasserstein space ⋮ Smoothing and non-smoothing via a flow tangent to the Ricci flow ⋮ Information geometry of warped product spaces ⋮ \(O(n)\)-invariant Riemannian metrics on SPD matrices ⋮ Wasserstein geometry of porous medium equation ⋮ Characterization of invariant inner products ⋮ Stein's density method for multivariate continuous distributions ⋮ Generative OrnsteinUhlenbeck markets via geometric deep learning ⋮ Displacement convexity of generalized relative entropies ⋮ Wasserstein Riemannian geometry of Gaussian densities ⋮ Natural gradient via optimal transport ⋮ The Schrödinger problem on the non-commutative Fisher-Rao space ⋮ Mini-workshop: Computational optimization on manifolds. Abstracts from the mini-workshop held November 15--21, 2020 (online meeting) ⋮ Chain Rule Optimal Transport ⋮ Statistical inference for Bures-Wasserstein barycenters ⋮ Information geometry and non-equilibrium thermodynamic relations in the over-damped stochastic processes ⋮ Inequalities for the Wasserstein mean of positive definite matrices ⋮ Optimal transport natural gradient for statistical manifolds with continuous sample space ⋮ Strong convexity of sandwiched entropies and related optimization problems ⋮ Fréchet regression for random objects with Euclidean predictors ⋮ Quotient Geometry with Simple Geodesics for the Manifold of Fixed-Rank Positive-Semidefinite Matrices ⋮ Empirical geodesic graphs and CAT\((k)\) metrics for data analysis ⋮ Transport information Bregman divergences ⋮ Procrustes metrics on covariance operators and optimal transportation of Gaussian processes ⋮ Alpha Procrustes metrics between positive definite operators: a unifying formulation for the Bures-Wasserstein and Log-Euclidean/Log-Hilbert-Schmidt metrics ⋮ Matrix versions of the Hellinger distance ⋮ Wasserstein statistics in one-dimensional location scale models ⋮ On the Bures-Wasserstein distance between positive definite matrices ⋮ Unnamed Item ⋮ Supervised learning of sheared distributions using linearized optimal transport ⋮ Bures-Wasserstein geometry for positive-definite Hermitian matrices and their trace-one subset ⋮ Kernel Density Estimation on Spaces of Gaussian Distributions and Symmetric Positive Definite Matrices ⋮ Schrödinger encounters Fisher and Rao: a survey

Cites Work