The quadratic Wasserstein metric for inverse data matching

DOI10.1088/1361-6420/AB7E04MaRDI QIDQ5000594zbMATH OpenOpenAlexFDO

Authors Björn Engquist, Kui Ren, Yunan Yang

Publication date 14 July 2021

Published in Inverse Problems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.06911

zbMATH Keywords

optimal transportnumerical optimizationquadratic Wasserstein distancecomputational inverse problemsinverse data matching

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Seismology (including tsunami modeling), earthquakes (86A15) Inverse problems in geophysics (86A22) Inverse problems in optimal control (49N45)

Abstract: This work characterizes, analytically and numerically, two major effects of the quadratic Wasserstein ($W_2$) distance as the measure of data discrepancy in computational solutions of inverse problems. First, we show, in the infinite-dimensional setup, that the $W_2$ distance has a smoothing effect on the inversion process, making it robust against high-frequency noise in the data but leading to a reduced resolution for the reconstructed objects at a given noise level. Second, we demonstrate that for some finite-dimensional problems, the $W_2$ distance leads to optimization problems that have better convexity than the classical $L^2$ and $H^{-1}$ distances, making it a more preferred distance to use when solving such inverse matching problems.

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Cited in

(15)

• Implicit regularization effects of the Sobolev norms in image processing
• Optimal transportation for electrical impedance tomography
• Shared Prior Learning of Energy-Based Models for Image Reconstruction
• Stability of Gibbs posteriors from the Wasserstein loss for Bayesian full waveform inversion
• The Wasserstein-Fisher-Rao Metric for Waveform Based Earthquake Location
• Optimal Transport for Parameter Identification of Chaotic Dynamics via Invariant Measures
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• The Wasserstein metric matrix and its computational property
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