Gromov–Wasserstein distances between Gaussian distributions

DOI10.1017/jpr.2022.16zbMath1501.60012arXiv2104.07970OpenAlexW4225570392WikidataQ114118000 ScholiaQ114118000MaRDI QIDQ5049903

Antoine Salmona, Agnès Desolneux, Julie Delon

Publication date: 14 November 2022

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.07970

zbMATH Keywords

Gaussian distributionsWasserstein distanceoptimal transportGromov-Wasserstein distance

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Probability distributions: general theory (60E05) Computational aspects of data analysis and big data (68T09) Optimal transportation (49Q22)

Uses Software

• Wasserstein GAN

Cites Work

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• Gromov-Wasserstein distances and the metric approach to object matching
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• A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
• On Lagrangian Relaxation of Quadratic Matrix Constraints
• Polar factorization and monotone rearrangement of vector‐valued functions
• Robust Wasserstein profile inference and applications to machine learning
• The Tangent Earth Mover’s Distance
• On Wasserstein geometry of the space of Gaussian measures

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