When optimal transport meets information geometry
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Publication:2154654
Abstract: Information geometry and optimal transport are two distinct geometric frameworks for modeling families of probability measures. During the recent years, there has been a surge of research endeavors that cut across these two areas and explore their links and interactions. This paper is intended to provide an (incomplete) survey of these works, including entropy-regularized transport, divergence functions arising from -duality, density manifolds and transport information geometry, the para-K"ahler and K"ahler geometries underlying optimal transport and the regularity theory for its solutions. Some outstanding questions that would be of interest to audience of both these two disciplines are posed. Our piece also serves as an introduction to the Special Issue on Optimal Transport of the journal Information Geometry.
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Cited in
(11)- Information geometry for regularized optimal transport and barycenters of patterns
- A geometric perspective on regularized optimal transport
- Information geometry of Wasserstein divergence
- Pseudo-Riemannian geometry encodes information geometry in optimal transport
- Generalized Hunter-Saxton equations, optimal information transport, and factorization of diffeomorphisms
- Information geometry connecting Wasserstein distance and Kullback-Leibler divergence via the entropy-relaxed transportation problem
- Editorial. IMA IAI -- Information and Inference special issue on optimal transport in data sciences
- Geometric thermodynamics for the Fokker-Planck equation: stochastic thermodynamic links between information geometry and optimal transport
- Embedding optimal transports in statistical manifolds
- Information geometry of Wasserstein statistics on shapes and affine deformations
- About the analogy between optimal transport and minimal entropy
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