English

The Equivalence of Fourier-based and Wasserstein Metrics on Imaging Problems

Optimization and Control 2020-05-15 v1 Mathematical Physics math.MP Machine Learning

Abstract

We investigate properties of some extensions of a class of Fourier-based probability metrics, originally introduced to study convergence to equilibrium for the solution to the spatially homogeneous Boltzmann equation. At difference with the original one, the new Fourier-based metrics are well-defined also for probability distributions with different centers of mass, and for discrete probability measures supported over a regular grid. Among other properties, it is shown that, in the discrete setting, these new Fourier-based metrics are equivalent either to the Euclidean-Wasserstein distance W2W_2, or to the Kantorovich-Wasserstein distance W1W_1, with explicit constants of equivalence. Numerical results then show that in benchmark problems of image processing, Fourier metrics provide a better runtime with respect to Wasserstein ones.

Keywords

Cite

@article{arxiv.2005.06530,
  title  = {The Equivalence of Fourier-based and Wasserstein Metrics on Imaging Problems},
  author = {Gennaro Auricchio and Andrea Codegoni and Stefano Gualandi and Giuseppe Toscani and Marco Veneroni},
  journal= {arXiv preprint arXiv:2005.06530},
  year   = {2020}
}

Comments

18 pages, 2 figures, 1 table