Wasserstein geometry of Gaussian measures

zbMATH Open1245.60013MaRDI QIDQ663531FDOQ663531

Authors: Asuka Takatsu 

Publication date: 17 February 2012

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ojm/1326291215

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zbMATH Keywords

Wasserstein distancestratificationmetric spacesectional curvatureGaussian measureRiemannian metrictangent coneAlexandrov space

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Global geometric and topological methods (à la Gromov); differential geometric analysis on metric spaces (53C23)

Cites Work

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Cited In (60)

• Characterization of invariant inner products
• Generative OrnsteinUhlenbeck markets via geometric deep learning
• Information geometry of warped product spaces
• Nonlinear inverse optimal transport: identifiability of the transport cost from its marginals and optimal values
• Information geometry of Wasserstein statistics on shapes and affine deformations
• Optimal estimation of smooth transport maps with kernel SoS
• Bures–Wasserstein Minimizing Geodesics between Covariance Matrices of Different Ranks
• Schrödinger encounters Fisher and Rao: a survey
• The Schrödinger problem on the non-commutative Fisher-Rao space
• Inequalities for the Wasserstein mean of positive definite matrices
• Homogeneous measures and positive Alexandrov curvature
• Wasserstein statistics in one-dimensional location scale models
• Kernel density estimation on spaces of Gaussian distributions and symmetric positive definite matrices
• Supervised learning of sheared distributions using linearized optimal transport
• A class of Wasserstein metrics for probability distributions
• Smoothing and non-smoothing via a flow tangent to the Ricci flow
• Mini-workshop: Computational optimization on manifolds. Abstracts from the mini-workshop held November 15--21, 2020 (online meeting)
• Cone structure of \(L^2\)-Wasserstein spaces
• On the Bures-Wasserstein distance between positive definite matrices
• Fréchet means and Procrustes analysis in Wasserstein space
• Quotient geometry with simple geodesics for the manifold of fixed-rank positive-semidefinite matrices
• Geometry of matrix decompositions seen through optimal transport and information geometry
• Optimal transport natural gradient for statistical manifolds with continuous sample space
• Asymptotics of smoothed Wasserstein distances
• Wasserstein geometry of porous medium equation
• Wasserstein Riemannian geometry of Gaussian densities
• A free probability analogue of the Wasserstein metric on the trace-state space
• The geometry of mixed-Euclidean metrics on symmetric positive definite matrices
• Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
• Matrix versions of the Hellinger distance
• Notes on the Wasserstein metric in Hilbert spaces
• Displacement convexity of generalized relative entropies
• Nonlinear Diffusion: Geodesic Convexity is Equivalent to Wasserstein Contraction
• On the relation between geometrical quantum mechanics and information geometry
• Strong convexity of sandwiched entropies and related optimization problems
• Chain Rule Optimal Transport
• Gaussian measures on the of space of Riemannian metrics
• Information geometry and non-equilibrium thermodynamic relations in the over-damped stochastic processes
• Information geometry of physics-informed statistical manifolds and its use in data assimilation
• On Wasserstein geometry of the space of Gaussian measures
• Statistical inference for Bures-Wasserstein barycenters
• Metric currents and geometry of Wasserstein spaces
• Transport analysis of infinitely deep neural network
• Entropy-regularized 2-Wasserstein distance between Gaussian measures
• A GEOMETRIC STUDY OF WASSERSTEIN SPACES: ULTRAMETRICS
• \(O(n)\)-invariant Riemannian metrics on SPD matrices
• Transport information Bregman divergences
• Alpha Procrustes metrics between positive definite operators: a unifying formulation for the Bures-Wasserstein and Log-Euclidean/Log-Hilbert-Schmidt metrics
• Geodesic PCA versus Log-PCA of Histograms in the Wasserstein Space
• When optimal transport meets information geometry
• On a Formula for the L2 Wasserstein Metric between Measures on Euclidean and Hilbert Spaces
• Empirical geodesic graphs and CAT\((k)\) metrics for data analysis
• Coordinate-wise transformation of probability distributions to achieve a Stein-type identity
• Harmonic mappings valued in the Wasserstein space
• Behaviors of \(\varphi\)-exponential distributions in Wasserstein geometry and an evolution equation
• Stein's density method for multivariate continuous distributions
• Geodesic PCA in the Wasserstein space by convex PCA
• Natural gradient via optimal transport
• Bures-Wasserstein geometry for positive-definite Hermitian matrices and their trace-one subset
• Fréchet regression for random objects with Euclidean predictors

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