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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…