English

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

R2 v1 2026-06-24T01:35:46.621Z