Second-order models for optimal transport and cubic splines on the Wasserstein Space (Q2329043)

The authors give a new variational method to introduce a notion of cubic splines on the space of probability densities. The starting point is the definition of cubic splines on Riemannian manifolds. The authors reformulate it in a way which admits a generalization to the Wasserstein space, i.e. space of probability densities with finite second moment equipped with the 2-Wasserstein metric. The cubic interpolants are defined as follows: for a given sequence \(x_n\) of points and \(t_n\) of times, we take the uniquely defined curve \(x(t)\) such that \(x(t_i) = x_i\) which minimizes the acceleration (to be exact, the integral of the square of the second derivative). This theoretical introduction is complemented with two numerical techniques. The first one is based on multimarginal optimal transport and the second one is based on semi-discrete optimal transport.