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math.PR2017★ 9 cited
Optimal transport for Gaussian mixture models
Yongxin Chen, Tryphon T. Georgiou, Allen Tannenbaum
We present an optimal mass transport framework on the space of Gaussian mixture models, which are widely used in statistical inference. Our method leads to a natural way to compare…
math.PR2016★ 2 cited
Stochastic control, entropic interpolation and gradient flows on Wasserstein product spaces
Yongxin Chen, Tryphon Georgiou, Michele Pavon
Since the early nineties, it has been observed that the Schroedinger bridge problem can be formulated as a stochastic control problem with atypical boundary constraints. This in tu…