Second order models for optimal transport and cubic splines on the Wasserstein space
Optimization and Control
2018-07-27 v2
Abstract
On the space of probability densities, we extend the Wasserstein geodesics to the case of higher-order interpolation such as cubic spline interpolation. After presenting the natural extension of cubic splines to the Wasserstein space, we propose a simpler approach based on the relaxation of the variational problem on the path space. We explore two different numerical approaches, one based on multi-marginal optimal transport and entropic regularization and the other based on semi-discrete optimal transport.
Keywords
Cite
@article{arxiv.1801.04144,
title = {Second order models for optimal transport and cubic splines on the Wasserstein space},
author = {Jean-David Benamou and Thomas Gallouët and François-Xavier Vialard},
journal= {arXiv preprint arXiv:1801.04144},
year = {2018}
}