Display Abstract

Title Optimal information transport

Name Klas Modin
Country Sweden
Email klas.modin@chalmers.se
Co-Author(s)
Submit Time 2014-02-27 14:15:54
Session
Special Session 105: Geometric mechanics
Contents
In this talk I will present the framework of optimal information transport (OIT) and the connection to the Fisher-Rao information metric. I will focus on the underlying infinite dimensional Riemannian geometry, and compare it with the geometry of optimal mass transport (OMT) and the Wasserstein $L^2$ distance, as described by Otto (2001). There are similarities and dissimilarities between OMT and OIT: the "lifting equations" in both frameworks involve PDEs, it is non-linear in the former (the Monge-Ampere equation) and linear in the latter (the Poisson equation). I will discuss some applications currently employing OMT, where OIT might be an alternative. Since the lifting PDE for OIT is linear, one can expect significantly faster simulation algorithms.