Optimal Transport between Gaussian random fields
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Publication:6366349
arXiv2104.13707MaRDI QIDQ6366349FDOQ6366349
Publication date: 28 April 2021
Abstract: We consider the optimal transport problem between zero mean Gaussian stationary random fields both in the aperiodic and periodic case. We show that the solution corresponds to a weighted Hellinger distance between the multivariate and multidimensional power spectral densities of the random fields. Then, we show that such a distance defines a geodesic, which depends on the weight function, on the manifold of the multivariate and multidimensional power spectral densities.
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