3 papers
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…
math.OC2019
Multi-marginal Schrodinger bridges
Yongxin Chen, Giovanni Conforti, Tryphon T. Georgiou +1
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distribution…
math.AP2017
Convexity and regularity properties for entropic interpolations
Luigia Ripani
In this paper we prove a convexity property of the relative entropy along entropic interpolations (solutions of the Schrödinger problem), and a regularity property of the entropic…