Wasserstein Riemannian geometry of Gaussian densities

DOI10.1007/s41884-018-0014-4zbMath1408.53058arXiv1801.09269WikidataQ115371041 ScholiaQ115371041MaRDI QIDQ1713654

Luigi Montrucchio, Giovanni Pistone, Luigi Malagò

Publication date: 28 January 2019

Published in: Information Geometry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.09269

zbMATH Keywords

Gaussian distribution; normal coordinates; information geometry; Riemannian metrics; Wasserstein distance; Riemannian exponential; natural gradient; Levi-Civita covariant derivative; optimization on positive-definite symmetric matrices

Mathematics Subject Classification ID

60D05: Geometric probability and stochastic geometry

15B48: Positive matrices and their generalizations; cones of matrices

53C25: Special Riemannian manifolds (Einstein, Sasakian, etc.)

53C23: Global geometric and topological methods (à la Gromov); differential geometric analysis on metric spaces