Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes (Q6046189)

scientific article; zbMATH DE number 7686371

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English	Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes	scientific article; zbMATH DE number 7686371

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instance of

scholarly article

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title

Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes (English)

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author

Ha Quang Minh

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published in

Journal of Theoretical Probability

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publication date

16 May 2023

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full work available at URL

https://arxiv.org/abs/2011.07489

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zbMATH Keywords

Wasserstein distance

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entropic regularization

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Gaussian measures

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Hilbert space

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MaRDI profile type

Publication

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cites work

Barycenters in the Wasserstein Space

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Penalization of Barycenters in the Wasserstein Space

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Second order differentiation formula on \(\mathsf{RCD}^*(K,N)\) spaces

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A class of Wasserstein metrics for probability distributions

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Q5405143

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On a property of normal distributions of any stochastic process

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Postmodern analysis. Transl. from the German manuscript by Hassan Azad

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Identifiers

zbMATH Open document ID

1514.49024

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arXiv ID

2011.07489

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Mathematics Subject Classification ID

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10.1007/S10959-022-01165-1

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Sitelinks

Mathematics(1 entry)

mardi Publication:6046189