English

Optimal Entropy-Transport problems and a new Hellinger-Kantorovich distance between positive measures

Optimization and Control 2018-10-16 v2

Abstract

We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal Transport problems: given a couple of finite measures (with possibly different total mass), one looks for minimizers of the sum of a linear transport functional and two convex entropy functionals, that quantify in some way the deviation of the marginals of the transport plan from the assigned measures. As a powerful application of this theory, we study the particular case of Logarithmic Entropy-Transport problems and introduce the new Hellinger-Kantorovich distance between measures in metric spaces. The striking connection between these two seemingly far topics allows for a deep analysis of the geometric properties of the new geodesic distance, which lies somehow between the well-known Hellinger-Kakutani and Kantorovich-Wasserstein distances.

Keywords

Cite

@article{arxiv.1508.07941,
  title  = {Optimal Entropy-Transport problems and a new Hellinger-Kantorovich distance between positive measures},
  author = {Matthias Liero and Alexander Mielke and Giuseppe Savaré},
  journal= {arXiv preprint arXiv:1508.07941},
  year   = {2018}
}

Comments

Revision includes slight modifications in the presentation and corrections of typos