Optimal Transport between Gaussian random fields
Optimization and Control
2021-04-29 v1 Probability
Abstract
We consider the optimal transport problem between zero mean Gaussian stationary random fields both in the aperiodic and periodic case. We show that the solution corresponds to a weighted Hellinger distance between the multivariate and multidimensional power spectral densities of the random fields. Then, we show that such a distance defines a geodesic, which depends on the weight function, on the manifold of the multivariate and multidimensional power spectral densities.
Keywords
Cite
@article{arxiv.2104.13707,
title = {Optimal Transport between Gaussian random fields},
author = {Mattia Zorzi},
journal= {arXiv preprint arXiv:2104.13707},
year = {2021}
}
Comments
Submitted to MED 2021, Bari, Italy