Wasserstein information matrix

DOI10.1007/s41884-023-00099-9zbMath1521.94014arXiv1910.11248OpenAlexW2982108569MaRDI QIDQ6170229

Jiaxi Zhao, Wuchen Li

Publication date: 12 July 2023

Published in: Information Geometry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.11248

zbMATH Keywords

Wasserstein information matrixPoincaré efficiencyWasserstein online efficiencyWasserstein score functionWasserstein-Cramer-Rao inequality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Point estimation (62F10) Nonconvex programming, global optimization (90C26) Random matrices (algebraic aspects) (15B52) Measures of information, entropy (94A17) Information theory (general) (94A15) Optimal transportation (49Q22)

Related Items (2)

Techniques for continuous optimal transport problem ⋮ Geometric thermodynamics for the Fokker-Planck equation: stochastic thermodynamic links between information geometry and optimal transport

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