Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes
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Publication:6046189
DOI10.1007/s10959-022-01165-1zbMath1514.49024arXiv2011.07489MaRDI QIDQ6046189
Publication date: 16 May 2023
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.07489
Gaussian processes (60G15) Positive linear operators and order-bounded operators (47B65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Optimal transportation (49Q22)
Related Items (2)
Convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings ⋮ Unbalanced multi-marginal optimal transport
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