Information geometry connecting Wasserstein distance and Kullback–Leibler divergence via the entropy-relaxed transportation problem
نویسندگان
چکیده
منابع مشابه
Information Geometry Connecting Wasserstein Distance and Kullback-Leibler Divergence via the Entropy-Relaxed Transportation Problem
Two geometrical structures have been extensively studied for a manifold of probability distributions. One is based on the Fisher information metric, which is invariant under reversible transformations of random variables, while the other is based on the Wasserstein distance of optimal transportation, which reflects the structure of the distance between random variables. Here, we propose a new i...
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ژورنال
عنوان ژورنال: Information Geometry
سال: 2018
ISSN: 2511-2481,2511-249X
DOI: 10.1007/s41884-018-0002-8