Mixed L
2-Wasserstein Optimal Mapping Between Prescribed Density Functions |
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Authors: | J D Benamou Y Brenier |
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Institution: | (1) Domaine de Voluceau, INRIA, Le Chesnay, France;(2) Laboratoire d'Analyse Numérique, Université Paris 6, Paris, France |
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Abstract: | A time-dependent minimization problem for the computation of a mixed L
2-Wasserstein distance between two prescribed density functions is introduced in the spirit of Ref. 1 for the classical Wasserstein distance. The optimum of the cost function corresponds to an optimal mapping between prescribed initial and final densities. We enforce the final density conditions through a penalization term added to our cost function. A conjugate gradient method is used to solve this relaxed problem. We obtain an algorithm which computes an interpolated L
2-Wasserstein distance between two densities and the corresponding optimal mapping. |
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Keywords: | Monge-Kantorovitch mass transfer problem Wasserstein distance least-square distance optimal control conjugate gradient algorithm |
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