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Extremal Curves in Wasserstein Space

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Geometric Science of Information (GSI 2017)

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Abstract

We show that known Newton-type laws for Optimal Mass Transport, Schrödinger Bridges and the classic Madelung fluid can be derived from variational principles on Wasserstein space. The second order differential equations are accordingly obtained by annihilating the first variation of a suitable action.

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Notes

  1. 1.

    \(\mu _k\) converges weakly to \(\mu \) if \(\int _{{\mathbb R}^N}fd\mu _k\rightarrow \int _{{\mathbb R}^N}fd\mu \) for every continuous, bounded function f.

  2. 2.

    The case of a general reversible Markovian prior is treated in [14] where all the details of the variational analysis may also be found.

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Correspondence to Michele Pavon .

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Conforti, G., Pavon, M. (2017). Extremal Curves in Wasserstein Space. In: Nielsen, F., Barbaresco, F. (eds) Geometric Science of Information. GSI 2017. Lecture Notes in Computer Science(), vol 10589. Springer, Cham. https://doi.org/10.1007/978-3-319-68445-1_11

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  • DOI: https://doi.org/10.1007/978-3-319-68445-1_11

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