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math.OC2020
Data-Driven Approximation of the Perron-Frobenius Operator Using the Wasserstein Metric
Amirhossein Karimi, Tryphon T. Georgiou
This manuscript introduces a regression-type formulation for approximating the Perron-Frobenius Operator by relying on distributional snapshots of data. These snapshots may represe…
math.OC2020
Statistical learning in Wasserstein space
Amirhossein Karimi, Luigia Ripani, Tryphon T. Georgiou
We seek a generalization of regression and principle component analysis (PCA) in a metric space where data points are distributions metrized by the Wasserstein metric. We recast th…