The Linearized Hellinger--Kantorovich Distance
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Abstract: In this paper we study the local linearization of the Hellinger--Kantorovich distance via its Riemannian structure. We give explicit expressions for the logarithmic and exponential map and identify a suitable notion of a Riemannian inner product. Samples can thus be represented as vectors in the tangent space of a suitable reference measure where the norm locally approximates the original metric. Working with the local linearization and the corresponding embeddings allows for the advantages of the Euclidean setting, such as faster computations and a plethora of data analysis tools, whilst still enjoying approximately the descriptive power of the Hellinger--Kantorovich metric.
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Cites work
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- An interpolating distance between optimal transport and Fisher-Rao metrics
- Barycenters for the Hellinger-Kantorovich distance over \(\mathbb{R}^d\)
- Barycenters in the Hellinger-Kantorovich space
- Barycenters in the Wasserstein space
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- scientific article; zbMATH DE number 2152346 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- Iterative Bregman projections for regularized transportation problems
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Cited in
(11)- Geometric properties of cones with applications on the Hellinger-Kantorovich space, and a new distance on the space of probability measures
- The signed cumulative distribution transform for 1-D signal analysis and classification
- A note on the differentiability of the Hellinger-Kantorovich distances
- Simple approximative algorithms for free-support Wasserstein barycenters
- Barycenters for the Hellinger-Kantorovich distance over \(\mathbb{R}^d\)
- Hellinger–Kantorovich barycenter between Dirac measures
- Linearized optimal transport on manifolds
- Transfer operators from batches of unpaired points via entropic transport kernels
- Riemannian-geometric generalizations of quantum fidelities and Bures-Wasserstein distance
- Manifold learning in Wasserstein space
- Vector-valued optimal transport: from dynamic to static formulations
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