Embedding optimal transports in statistical manifolds

DOI10.1007/s13226-017-0244-5zbMath1387.49068arXiv1708.08148OpenAlexW2963629062MaRDI QIDQ1745669

Soumik Pal

Publication date: 18 April 2018

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.08148

zbMATH Keywords

exponential familiesinformation geometryoptimal transportexponentially concave functions

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Variational problems in a geometric measure-theoretic setting (49Q20) Dynamic stochastic general equilibrium theory (91B51)

Related Items (7)

Pseudo-Riemannian geometry encodes information geometry in optimal transport ⋮ On the difference between entropic cost and the optimal transport cost ⋮ The Kähler geometry of certain optimal transport problems ⋮ Multiplicative Schrödinger problem and the Dirichlet transport ⋮ Logarithmic divergences from optimal transport and Rényi geometry ⋮ Exponentially concave functions and a new information geometry ⋮ Information Geometry in Portfolio Theory

Cites Work

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• The geometry of relative arbitrage
• Modelling and optimisation of flows on networks. Cetraro, Italy 2009. Papers based on the presentations at the CIME course, June 15--19, 2009
• Information geometry and its applications
• The geometry of optimal transportation

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