Measure-Valued Spline Curves: An Optimal Transport Viewpoint

DOI10.1137/18M1166249zbMATH Open1407.65019arXiv1801.03186MaRDI QIDQ4558780FDOQ4558780

Authors: Yongxin Chen, Giovanni Conforti, Tryphon T. Georgiou 

Publication date: 30 November 2018

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: The aim of this article is to introduce and address the problem to smoothly interpolate (empirical) probability measures. To this end, we lift the concept of a spline curve from the setting of points in a Euclidean space that that of probability measures, using the framework of optimal transport.

Full work available at URL: https://arxiv.org/abs/1801.03186

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zbMATH Keywords

splinesWasserstein geometrymeasure interpolation

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Variational problems in a geometric measure-theoretic setting (49Q20) Methods involving semicontinuity and convergence; relaxation (49J45)

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Cited In (11)

• Splines for image metamorphosis
• Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence
• Second-order models for optimal transport and cubic splines on the Wasserstein Space
• Optimal transportation, modelling and numerical simulation
• The GenCol Algorithm for High-Dimensional Optimal Transport: General Formulation and Application to Barycenters and Wasserstein Splines
• Approximation of splines in Wasserstein spaces
• Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem
• Measure-Valued Spline Curves: An Optimal Transport Viewpoint
• Multi-marginal Schrödinger bridges
• Computing regularized splines in the Riemannian manifold of probability measures
• Toward a mathematical theory of trajectory inference

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