$W_{1,+}$-interpolation of probability measures on graphs
Probability
2014-02-17 v1
Abstract
We generalize an equation introduced by Benamou and Brenier, characterizing Wasserstein W_p-geodesics for p > 1, from the continuous setting of probability distributions on a Riemannian manifold to the discrete setting of probability distributions on a general graph. Given an initial and a final distributions f_0 and f_1, we prove the existence of a curve (f_t) satisfying this Benamou-Brenier equation. We also show that such a curve can be described as a mixture of binomial distributions with respect to a coupling that is solution of a certain optimization problem.
Cite
@article{arxiv.1402.3438,
title = {$W_{1,+}$-interpolation of probability measures on graphs},
author = {Erwan Hillion},
journal= {arXiv preprint arXiv:1402.3438},
year = {2014}
}
Comments
25 pages