Repository: Freie Universität Berlin, Math Department

Optimal Entropy-Transport problems and a new Hellinger-Kantorovich distance between positive measures

Liero, M. and Mielke, A. and Savaré, G. (2017) Optimal Entropy-Transport problems and a new Hellinger-Kantorovich distance between positive measures. Invent. math. . pp. 1-149. ISSN 1432-1297 (online)

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Official URL: http://dx.doi.org/10.1007/s00222-017-0759-8

Abstract

We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal Transport problems: given a couple of finite measures (with possibly different total mass), one looks for minimizers of the sum of a linear transport functional and two convex entropy functionals, that quantify in some way the deviation of the marginals of the transport plan from the assigned measures. As a powerful application of this theory, we study the particular case of Logarithmic Entropy-Transport problems and introduce the new Hellinger-Kantorovich distance between measures in metric spaces. The striking connection between these two seemingly far topics allows for a deep analysis of the geometric properties of the new geodesic distance, which lies somehow between the well-known Hellinger-Kakutani and Kantorovich-Wasserstein distances.

Item Type:Article
Additional Information:SFB 1114 Preprint 08/2015 in arXiv:1508.07941
Subjects:Mathematical and Computer Sciences > Mathematics > Applied Mathematics
ID Code:2179
Deposited By: Silvia Hoemke
Deposited On:16 Jan 2018 11:43
Last Modified:16 Jan 2018 11:43

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