Measure-Valued Spline Curves: An Optimal Transport Viewpoint

DOI10.1137/18M1166249MaRDI QIDQ4558780zbMATH OpenFDO

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)

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

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)

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.

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Cited in

(11)

• 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
• Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence
• Multi-marginal Schrödinger bridges
• Numerical algorithms for spline interpolation on space of probability density functions
• Optimal transportation, modelling and numerical simulation
• Toward a mathematical theory of trajectory inference
• Second-order models for optimal transport and cubic splines on the Wasserstein Space
• Computing regularized splines in the Riemannian manifold of probability measures
• The GenCol Algorithm for High-Dimensional Optimal Transport: General Formulation and Application to Barycenters and Wasserstein Splines

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